Advanced Asset and Liability Management: Strategic Mastery Event, 21.Apr.2025

Course Description

This intensive 5-day course provides a comprehensive exploration of advanced asset and liability management (ALM) techniques. Participants will gain in-depth knowledge of strategic ALM practices, risk mitigation strategies, and performance optimization methods. The course combines theoretical concepts with practical applications, equipping financial professionals with the tools to excel in modern ALM.

Learning Objectives

• Develop advanced ALM strategies for optimizing financial performance
• Master risk measurement and management techniques in ALM
• Understand and apply sophisticated financial modeling for ALM
• Analyze the impact of regulatory requirements on ALM practices
• Implement effective governance and reporting structures for ALM

Course Modules

Day 1: Strategic ALM Framework

• Evolution of ALM practices
• Integrating ALM with organizational strategy
• ALM governance and policy development
• Key performance indicators for ALM

Day 2: Advanced Risk Measurement and Management

• Interest rate risk modeling techniques
• Liquidity risk assessment and management
• Credit risk integration in ALM
• Market risk and its impact on ALM

Day 3: Sophisticated Financial Modeling for ALM

• Advanced balance sheet modeling
• Dynamic cash flow projections
• Stress testing and scenario analysis
• Funds transfer pricing methodologies

Day 4: Regulatory Compliance and Capital Management

• Basel III and its impact on ALM
• Liquidity coverage ratio (LCR) and net stable funding ratio (NSFR)
• Capital adequacy and ALM strategies
• Regulatory reporting requirements

Day 5: ALM Implementation and Best Practices

• ALM systems and technology solutions
• Effective ALCO operations
• ALM reporting and communication strategies
• Case studies in ALM excellence

Practical Wins for Participants

• Ability to develop and implement sophisticated ALM strategies
• Enhanced skills in financial risk measurement and management
• Improved capacity to align ALM with regulatory requirements
• Expertise in utilizing advanced financial modeling for ALM decision-making