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Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers
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

Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.

Lecturer

Mgr. Ing. Václav Novotný


 
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