ALM and Balance Sheet Optimization 2016

The first day of the course will start by looking at ALM from a holistic point of view, defining the role and evolution of ALM and how everyone contributes to an effective policy. The rest of the day will then look at the key functions and essentials which affect ALM; Capital Management, Interest Rate Risk and Liquidity Management. Here, delegates will get an extensive grasp of these topics and how they interlink with one another to combine for a sound ALM framework. The second day will look specifically at the balance sheet and how to effectively manage and optimize it. Some of the key areas which will be a focus include looking at balance sheet modeling and ways you can generate results on balance sheet positions whilst having the right balance sheet mix. The session following lunch will be on the changing regulatory environment affecting balance sheet management before concluding with how to have a coherent funds transfer pricing policy.