ALM and balance sheet management: advanced level workshop
View AgendaKey reasons to attend
- Optimise organisational capital and liquidity
- Integrate climate risks into existing ALM frameworks
- Learn the implications of dynamic balance sheets and dynamic hedging
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About the course
In this interactive in-person learning event participants will enhance their ALM knowledge by studying some of the most relevant risks related to ALM such as capital, liquidity and interest rate risk.
Key practical sessions will deep dive into the appropriate structures and current regulatory highlights pertaining ALM. Participants will develop their understanding on the topic by studying the stress-testing implications and frameworks within a dynamic balance sheet, such as applying warning indicators and reverse stress-testing.
Participants will learn how to analyse some of the latest ALM market events from diverse types of institutions where relevant and interactive case studies will push participants to engage in in-depth discussions and exercises with their peers and expert tutor.
Pricing options:
- Early-bird rate: save up to $200 per person by booking in advance
- 3-for-2 rate: save over $2,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber* (use code SUB30)
- Season tickets: cost-effective option for groups of 10 or more. Learn more
*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.
Learning objectives
- Determine the appropriate amount of capital on a balance sheet
- Build a robust funds transfer pricing framework
- Apply best stress-testing practices for balance sheet management
- Assess the modelling of non-maturing deposits
- Examine regulatory requirements
- Master interest rate risk management
Who should attend
Relevant departments may include but are not limited to:
- ALM
- Alco members
- Interest rate risk
- Liquidity risk
- Risk management
- Balance sheet management
- Stress-testing
Agenda
September 23–24, 2024
In-person. Location: Singapore
Sessions:
- Interest rate risk management
- Climate-related financial risks
- Liquidity risk management
- Fund transfer pricing (FTP) and integration with ALM analyses
- Capital management
- Stress testing and balance sheet management
- Reverse stress testing
Tutor:
- Nicholas Wood, Founder, FinTorque
Tutors
Nicolas Wood Risk Learning Faculty
Founder
FinTorque Pte Ltd
Nicholas Wood is the founder of FinTorque who create bespoke Risk, Finance & Treasury solutions for FI’s and gamification products with Augury Insights for financial training.
He is formally the Financial Sector Consultant for the IMF, where he analysed changes in the provision of financial services in Asia and Emerging Markets and the impact these had on financial stability, smooth functioning of markets and access to bank credit.
He provides specialist insights into how global banks are adjusting to regulatory reforms and consequences for the global financial system and is a recognized contributor to the IMF Global Financial Markets Stability Report.
Previously, Nick was a Bank Treasury specialist for 38 years, of which 27 were spent in Asia, building highly profitable trading rooms, drafting in‐depth country branch and subsidiary balance sheet reviews and shaping global Retail and Wholesale business responses to capital and liquidity regulations post GFC.
He has first‐hand experience of managing idiosyncratic and market wide stress across a 60 country banking franchise and as such has in depth knowledge of how regulation affects banks on both a single legal entity and group consolidated basis.
Previous roles have also included Global Business Head, Group Treasury, Regional & Country Treasurer, Head FTP Policy ‐ Group Treasury, Global ALM Business Planning Manager and Head of Balance Sheet Analytics Team.
Nick has extensive experience in training bank business groups on responses on Treasury Management, balance sheet optimisation & ALCO effectiveness.
Accreditation
The Risk.net resources below have been selected to enhance your learning experience:
- ALM banking practices for a new era in liquidity risk
- ALM banking after the crisis: stress-testing for more robust liquidity management practices
- How higher interest rates are affecting bank liquidity
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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