ALM: Moving Beyond the Model 2019 | Marcus Evans | 23 September 2019 | TBA, Boston, MA, USA

The trainer has delivered lectures and workshops to audiences worldwide on a variety of risk and balance sheet management topics. In this newest course he returns his focus to the fundamentals of building, operating and managing ALM models. As banks struggle to manage through the low-/zero-/negative-rate environment that has characterized much of the last decade, the need to understand Interest Rate Risk (“IRR”) and Liquidity Risk (“LR”) is greater than ever. Central bank policies in many countries have lulled banks and their regulators into a sense of complacency. While it may seem like rates never change, it is important to recognize that IRR and LR are ever present, likely generating a greater share of earnings than they have in the past.

Who Should Attend?
This course is intended to benefit all members of a depository institution’s ALM committee, ALM analysts, FTP managers, Liquidity managers, Budgeting/Forecasting managers, Marketing directors and Product Profitability managers.

2019 Speaker

David Green PhD, CFA
Founder, David Green Advisors