Asset Liability Management هذه الدورة تدرس باللغة الإنجليزية

تفاصيل الدورة

Course Description:

Volatile global markets, proliferation of new financial products and changing regulatory environments have made Asset Liability Management (ALM) a critical function for banks and financial institutions today. It is therefore becoming increasingly important to define, measure, monitor and manage an institutions exposure to Foreign Exchange, Interest Rate and Liquidity Risks on a coordinated and consistent basis.

How attendees will benefit?

After completion of the programme, delegates will be able to:
 

• Use ALM to meet regulatory/solvency/liquidity requirements
• Control and diversify risk
• Reduce mismatches
• Establish strategic directions
• Add value creation, Risk-adjusted Return on Capital (RAROC) and Capital Allocation

 
Course Content:

• Scope of ALM
• Objectives of ALM.
• Growing Relevance of
• ALMA Nine-part Framework for ALM
• Strategies of ALM
• Yield Curve Analysis
• Interest Rate Gap Analysis - I
• Interest Rate Gap Analysis - II
• Interest Rate Gap Analysis - III
• Simulation and Scenario Analysis - I
• Simulation and Scenario Analysis - II
• Duration 1-5
• Strategies for Interest Risk Management
• Basis Point Value, Convexity

تحديث بتاريخ 04 February, 2018