Live Virtual

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Event Date Tue Jun 1 EDT - Fri Jun 4 EDT (5 months ago)
Location Live Virtual
Region Americas

Join us for this online course specifically designed for those working in ALM, interest rate risk and liquidity.

Attendees will gain a new and improved understanding on how to manage and develop ALM within their organisation. Topics such as managing interest rate risk as well as the Ibor reform will be covered in-depth by seasoned instructors.

Over the course of four days, delegates will have the opportunity to lean from like-minded practitioners from various financial organisations from both the US and Europe offering a global perspective. This fully online training will comprise of two 60 minute engaging presentations per day including the opportunity for discussion and Q&A.

Join us to learn how to apply best practice approaches within ALM, interest rate risk, and liquidity

What will you learn?
• Understand the role and function of ALM
• Improving liquidity and assessing the character of the liquidity pool
• Stress testing including funding decisions and accurately forecasting
• How to handle the Ibor transition and understand the current landscape
• Overview of FTP and steering the balance sheet
• Implementation challenges and regulatory expectations of funds transfer pricing
• Balance sheet structure within banks
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Who should attend?
Relevant departments may include but are not limited to:
• Asset liability management
• Interest rate risk
• Liquidity risk
• Risk management
• Balance sheet management
• Ibor reform
• Stress testing
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Sessions Include
• The evolution of ALM & the ALCO process
• Managing interest rate risk
• Funds transfer pricing
• Balance sheet management
• Liquidity risk frameworks
• Stress testing within ALM and balance sheet management
• ICAAP and ILAAP integration
• IBOR reform


2021 Speakers

Armel R. Kouassi
Senior Vice President, Northern Trust Corporation

Yujush Saksena
Managing director and head of market risk, GE Capital

Shahab Khan
Head of regulatory interpretations, liquidity, Deutsche Bank

Juan Gonzalez Herrera
Vice President, Global Treasury Risk Management, State Street