Treasury and Asset-Liability Management (ALM)
Category : Banking
Duration: 5 days
Treasury and asset-liability management (ALM) are vital for ensuring liquidity, managing risks, and optimizing profitability in banks. This training program covers the key concepts, tools, and strategies used in treasury operations and ALM, focusing on managing interest rate risk, liquidity risk, and funding strategies. Participants will learn how to balance assets and liabilities to achieve financial stability.
Learning Objectives
Understand the principles of treasury management and ALM
Manage interest rate, liquidity, and funding risks
Optimize the balance between assets and liabilities
Ensure compliance with regulatory requirements for ALM
Training Program
Introduction to Treasury and ALM
The role of treasury and ALM in banking
Key concepts: liquidity, interest rate risk, and funding risk
Quiz: Identify the key functions of treasury and ALM
Liquidity Management
Managing short-term and long-term liquidity needs
Cash flow forecasting and liquidity buffers
Practical case: Propose liquidity management strategies for a bank
Interest Rate Risk Management
Techniques for managing interest rate risk: gap analysis, duration matching
Hedging interest rate risk using derivatives
Practical case: Conduct an interest rate risk assessment for a bank’s balance sheet
Funding Strategies and Capital Management
Managing funding sources and optimizing the cost of funds
Capital management under regulatory constraints
Practical case: Propose a funding strategy for a financial institution
Regulatory Compliance in ALM
Basel III requirements for liquidity and capital management
Stress testing and scenario analysis for ALM
Practical case: Ensure compliance with Basel III in an ALM report
Key Points
Numerous practical examples illustrating the different studied concepts
Practical cases to draw parallels with the concepts learned
Who Should Attend This Training
Treasury managers and officers
Risk managers in banks
Financial analysts and controllers
ALM specialists
Prerequisities
Basic understanding of banking operations and financial risk management
Teaching Methods
Training structured around skill transfer
Acquisition of operational skills through practice and experimentation
Collaborative learning during synchronous sessions
Multi-stage learning path to allow engagement, learning, and transfer
Training promoting participant engagement for better anchoring of lessons
Satisfaction and Evaluation
Skill evaluation will be conducted throughout the training by the participant (self-evaluation) and/or the trainer according to the training methods.
Online training evaluation on your participant space:
Immediate evaluation at the end of the training to measure your satisfaction and perception of skill improvement against training objectives. With your agreement, your overall rating and comments will be published on our site via Verified Reviews.
Post-training evaluation 40 days later to validate the transfer of your acquired skills in the workplace
Attendance tracking and issuance of an individual training certificate or a certificate of completion
LONDON
128 City Road, EC1V 2NX London
PARIS
38 Rue Boulard, 75014, Paris