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Assets and Liabilities Management (ALM)

Assets and Liabilities Management - ALM

The seminar Assets and Liabilities Management - ALM is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The aim of the seminar is to introduce participants to the broad issue of ALM and to demonstrate the possibilities of asset and liability management through practical examples.

In the introduction of the seminar, the main areas related to ALM activities are discussed. After an introduction to the structure of the bank's balance sheet and the role of ALM in its management, participants will gradually learn about valuation methods, liquidity and funding risk and market risk, for which special attention will be paid to the management of interest rate risk in the banking book (IRRBB).

The second part of the seminar focuses on stress testing and its possible applications in asset and liability management. It will also discuss the pricing of banking products, interbank revenue and cost recognition and methods traditionally used for asset and liability management.

For whom it is intended

The seminar is intended for risk managers, ALM departments and internal auditors from banks, insurance companies, pension and investment funds and leasing companies.


 

Seminar content

  1. Structure of the bank's balance sheet
  2. Valuation methods
  3. Liquidity risk and financing
  4. Market risk
  5. IRRBB
  6. Stress testing
  7. Pricing of banking products
  8. Asset and liability management techniques

Date: 

Seminar details in PDF

Lecturer

Mgr. Ing. Václav Novotný


 
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