Asset Liability Management & Risk-Based Pricing for Islamic Banks

Course details

With the turmoil created by the global financial crisis and the advent of Basel III, the ability of Islamic banks to implement a robust risk management discipline is now considered one of the most important current needs. This course provides instruction in Asset Liability Management entirely within an Islamic banking context. It provides in-depth analysis of contemporary ALM issues facing Islamic banks and shares leading solution methodologies to measure and manage several well-known risk management challenges.

Going beyond ALM, but closely related to it, risk-based pricing of Islamic financial instruments ensures that shareholders and investors are sufficiently compensated for the risks to which they are exposed. Many of these risks are unique to Islamic banks due to their asset liability structures and the features of contracts used to originate investment and financing products. This course provides a toolkit of methodologies which can be applied by practitioners to price Islamic financing receivables and Sukuk investments to reflect the key inherent risks of these products.

This new, unique and cutting-edge course will include a high level of interactive discussion, analysis of case studies, and thorough instruction in techniques which can be applied by Islamic banks for their everyday financial management needs.

Highlights:

• Addressing Asset Liability Management within an Islamic Banking Context
  
• Solutions to Manage Key Risk and Liquidity Management Challenges with Islamic Banks
  
• Identifying Risks Unique to Islamic Banks Due to ALM Structures
  
• Understanding Risk-Based Pricing of Islamic Financial Instruments
  
• Pricing Islamic Financing Receivables and Sukuk Investments