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UID:0621416cf4391d54665f7090ab937f02@egytraining.org
SUMMARY:Masterclass on Asset Liability Management (ALM) Optimization
DESCRIPTION:Introduction\nThe role of active management of the banking book
  in the banking industry is becoming increasingly crucial due to a highly r
 egulated landscape and intensified competition for resources such as liquid
 ity and capital. With market pressures continuously mounting\, it remains c
 ritical for banks of all sizes to use their resources efficiently and produ
 ctively\, balancing risk and return. Strategic Asset and Liability Manageme
 nt (ALM) plays a key role in achieving this balance\, ultimately improving 
 financial performance by optimizing the balance between returns and risks a
 cross both on and off-balance sheet items.\nThis course will explore variou
 s ALM strategies and techniques used in risk management\, focusing on key e
 lements such as liquidity risk management\, balance sheet management\, and 
 ALM optimization. Whether you're looking to enhance your ALM best practices
  or seeking asset liability management certification\, this course will pro
 vide you with the knowledge to navigate complex ALM challenges effectively.
 \nCourse Objectives\nBy the end of this course\, participants will be able 
 to:\n\nUnderstand the key role of ALM in financial institutions and how to 
 manage risks efficiently.\nGain knowledge of IRRBB measurement techniques a
 nd how they influence profitability enhancement.\nUnderstand ALM risk manag
 ement principles and how they apply to both on-balance sheet and off-balanc
 e sheet management.\nLearn about the liquidity risk management process and 
 pricing of liquidity.\nGain practical insight into balance sheet optimizati
 on techniques and their impact on financial performance.\nUnderstand the be
 st practices in the Funds Transfer Pricing (FTP) process.\nLearn how to ove
 rcome challenges associated with the BCBS 368 requirement.\n\nCourse Outlin
 es\nDay 1: ALM Introduction and Overview\n\nIntroduction to ALM strategies 
 and the importance of asset and liability management in banking.\nIRRBB mea
 surement and management\, focusing on strategies to mitigate interest rate 
 risk.\nCase Study: Calculation of Net Interest Income (NII) sensitivity and
  Economic Value of Equity (EVE) volatility under different interest rate sc
 enarios.\nCase Study: Assessing basis risk using re-fixing gap analysis.\nC
 ase Study: Evaluating the effectiveness of IRRBB management.\n\nDay 2: Liqu
 idity Risk Management in ALM\n\nCase Study: Calculation of the liquidity bu
 ffer size in a bank.\nThe trade-off between hedging and funding strategies.
 \nCase Study: Practical examples of different hedging and funding strategie
 s.\nPros and cons of using derivatives in liquidity risk management.\nOverv
 iew of Basel Committee of Banking Supervision (BCBS 368) and the European B
 anking Authority standards for IRRBB.\n\nDay 3: ALM in the FTP Framework\n\
 nIntroduction to Funds Transfer Pricing (FTP) and its role in balance sheet
  management.\nCase Study: Calculating Net Interest Margin (NIM) in business
  units and ALM.\nAnalyzing the ALM P&L components.\nIntroduction to balance
  sheet optimization techniques.\nConclusion and Q&A session.\n\nDay 4: Form
 ulation of the ALM Optimization Process\n\nOverview of the ALM optimization
  process applied to the banking book.\nDefining the initial banking book pr
 ofile and building the objective and constraint functions for optimization.
 \nThe importance of model sensitivity analysis in ALM optimization.\nImpact
  of significant changes in interest rates and asset base proportions on opt
 imization.\n\nDay 5: Derivatives Hedging in ALM\n\nUnderstanding derivative
 s hedge accounting under IFRS 9 and their economic benefits.\nReview of key
  interest rate and FX derivatives used in ALM.\nLevel 2 vs. Level 3 valuati
 on of derivatives.\nUsing derivatives to manage net interest income\, fair 
 value portfolios\, and funding management.\nOperational and liquidity impli
 cations of derivatives usage.\nThe impact of central clearing of derivative
 s on capital and financial performance.\n\nWhy Attend this Course: Wins & L
 osses!\n\nIn-depth understanding of ALM strategies and their importance in 
 balance sheet management.\nPractical knowledge of risk financial management
  techniques\, including liquidity risk\, IRRBB\, and asset liability manage
 ment.\nInsight into balance sheet optimization and how to price liquidity f
 or improved profitability.\nEnhanced skills in Funds Transfer Pricing (FTP)
  and its role in managing and allocating financial resources efficiently.\n
 Hands-on experience in applying derivatives hedging strategies under IFRS 9
 \, helping manage interest rate risk and currency exposure.\nExpert knowled
 ge of BCBS 368 and other regulatory frameworks governing ALM practices.\n\n
 Conclusion\nThis course is an essential investment for anyone involved in a
 sset liability management within financial institutions. Whether you're a r
 isk manager\, treasury professional\, or seeking an ALM certification\, the
  skills and knowledge gained will significantly enhance your ability to opt
 imize the banking book and improve financial performance.\nWith a deep dive
  into ALM best practices\, balance sheet management\, and derivatives hedgi
 ng\, this course equips you with the tools to navigate the complexities of 
 the financial landscape while maintaining sound risk management and achievi
 ng business objectives.
LOCATION:London
DTSTAMP:20260614T234100Z
DTSTART:20260604T034500Z
DTEND:20260617T210500Z
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