ALM and Balance Sheet Optimisation
Added by Evvnt_Promotion on 2018-02-07
Conference Dates:
Start Date: 2018-03-21Last Day: 2018-03-22
Deadline for abstracts/proposals: 2018-03-21
Conference Contact Info:
Contact Person: Stephen BodyEmail: [email protected]
Address: Amba Charing Cross, Strand, London, Greater London, WC2N 5HX, United Kingdom
Tel: +44 (0) 207 316 9970
Conference Description:
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.
Time: 9:00 am - 5:00 pm.
Category: Classes / Courses | Professional Training | Business & Economics.
Sub-Categories:
Conferences | Business & Economics | Banking,
Conferences | Business & Economics | Finance.
Price: Standard Pricing - GBP 1999.