Asset & Liability Management

Global banking has been exposed to a wide array of economic challenges and geopolitical shocks. In the spring of 2023,multiple high-profile regional and international banks rapidly collapsed, including Silicon Valley Bank (SVB), Signature Bank, First Republic Bank, and Credit Suisse. These banks were not limited to one geographic area, and there was no identifiable reason behind their failures. These unforeseen events roiled financial markets, pummeled the banking industry, and unsettled the public. Fears mounted that a financial contagion was underway, which happens when a problem in one sector spreads to other areas of an economy, country, or region, with disastrous consequences.

• Evaluate the latest risk analysis techniques for enhanced asset/liability management
• Learn how to improve portfolio profitability through the useof securitisation
• Understand regulatory capital and Basel II as well as liquidity risk parameters (Basel III)

• Understand the traditional as well as the ever-changing landscape of asset-liability management
• Manage interest rate income at risk in banking books
• Provide a balance between strategic perspectives and analytical/technical concepts in ALM
• Learn how to achieve optimal balance sheet performance