Risk Training's two day training course returns to London to help attendees understand the three main challenges within ALM; liquidity, interest rate risk and capital.
Day one of the course will delve into the evolution of the ALM function in the context of a changing regulatory environment, along with discussing ILAAP, liquidity under Pillar II. The day ends with a session on behavioural modelling and interest rate risk, focusing on IRR metrics & scenarios and value measures.
Day two will continue with a comprehensive overview of balance sheet management and optimisation strategies, moving on to an explanation of how to build an internal funding framework under FTP. The course continues with a discussion on the impacts of IFRS9 and FRTB on balance sheet management and concludes with an overview of Capital Management including RWA calculations and managing capital pricing.
Category: Classes / Courses | Professional Training | Business & Economics.
Conferences | Business & Economics | Banking,
Conferences | Business & Economics | Finance.
9:00 am - 5:00 pm
|Contact Person:||Stephen Body|
|Organizer State/Province: (Outside US)|
|Organizer Country||Data not provided|
|Organizer Phone||+44 (0) 207 316 9970|
|Structural makeup||Data not provided|
|Host Sponsor; Other Sponsors||Risk Training|
|Event sold out?||No|
|Multiple locations or dates?||No|
|Statistics available for most recent event held in:||NA|
|Average number in event attendance of:|
|Number in attendance of:|
|Is Registration contact information the same as Organizer Contact above?||Yes|
|Web Page |
|Can one register for your CE on your web site?||NA|
|Can registration be made by snail (regular) mail?||Yes|
|Online housing reservations:|| |
|Do you have additional written or AV materials for sale?||No|
|If so, are they available for non-attendees as well as those attending?||NA|
|Is full tuition necessary to ensure registration?||No|
|Will there be shuttle service available?||NA|