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Risk Management
Total risk management is the combination of all the elements of risk management into a consistent strategy...
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Training - Commercial Banking
Bank Asset and Liability Management:
3 Days
Overview
This program has been developed primarily for banks to provide
an executive level understanding of assets and Liabilities
Management and covering all the essential aspects of ALM. The
program covers implementing of Basel II and Latest ALM
techniques.
Key Topics Covered
* ALCO Policy statement
* Capital allocation
* Basel II
* Funds transfer pricing
* Managing risk
* Hedging risk
* Building an effective ALCO
* Profit maximisation
Key Benefits
The course provides a global overview of ALM in which
delegates:
* Appreciate how successful ALM affects day-to-day decisions
throughout the bank
* See how Alco policy statement could be effective
* See how key decisions interact
* Learn about the latest techniques for managing bank capital
Explore how bank divisions interact
* Recognise the impact of Basel II
* Determine the essential drivers of bank profitability
Put all the principles into dynamic practice with Global
Banker – the most sophisticated banking simulation available
Content
Risk Management
* Identifying risks
* Credit risk
* Interest-rate risk – mismatch, gap risk, yield curve risk
* Liquidity risk
* Currency risk
* Duration risk
* Operational risk
* Quantifying risk exposures
* Controlling risk through pro-active risk management
* Hedging techniques using interest rate swaps and credit
default swaps
The Value-at-Risk (VAR) approach
Bank financial Management
* Balance sheet structures
* On- and off-balance sheet accounts
* Interest rate risk measures
* Securitisation
* Regulatory requirements
* Capital adequacy
* Liquidity requirement
Lending Policy
* Retail vs. corporate
* Syndicated loans
* Floating rate vs. fixed rate
* Pricing
* Risk assessment
* Marketing
* Establishing acceptable levels of risk-adjusted return
* Achieving the right lending mix
Financing Policy
* Retail vs. money-market funding
* Competing for retail deposits
* Marketing
* Minimising costs of money market funding
Raising money market funds
* Timing
* Liquidity
Treasury Management
* Using money market instruments – bills, CDs, commercial
paper and bonds
* Using derivative instruments – futures, options, FRAs and
swaps
* Controlling risk
* Managing cash flows and liquidity
* Investment management
Capital Management
* Raising capital
* Debt vs. equity vs. hybrid instruments
* Floating rate vs. fixed rate debt
* Callable bonds
* Convertibles, equities
* Measuring the cost of capital
* RAROC
* Capital allocation
Securitisation of assets
Asset and Liability Management
* ALM concepts
* Implementing the ALM approach
* Role, responsibilities and functioning of an ALCO
* Gathering data to support the ALCO
* Integrating total bank operations – credit, finance,
* Trading, treasury and risk management
* Establishing profit-centres
* Measuring profit-centre contribution
* Funds transfer pricing
Regulatory Capital
* Capital adequacy requirements
* The impact of Basel II
* The three-pillars
* Credit risk
* Market risk
* Operational risk
* Standardised approach vs. use of internal models
* Internal ratings-based assessments
Strategic Investment
The impact of technology
* Internet banking operation
* Telephone banking
* Investing in systems to lower staff costs
Course Fees
VAT to be included at the local rate, if applicable. Costs
shown are per delegate inclusive of refreshments, lunches and
seminar materials. Cost of accommodation is not included.
GBP 3000
Certificates of Participation
Certificates of participation are remitted to course
participants upon request. |
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