This course addresses issues that concern the ever-changing landscape of ALM such as the traditional methods of identifying, measuring and managing risk. We will also review the up-to-date developments in risk measurement, with emphasis on the management and control of risk in financial institutions and how the ALM process integrates with the overall strategy of the firm.
At the end of the course, each delegate will be able to:
- Implement an effective asset and liability management (ALM) policy
- Manage the ALM function
- Understand the analytical framework of interest rate risk management
- Confidently apply ALM in derivatives products
- Develop familiarity with Value at Risk (VaR) concepts and application
- Understand important regulatory developments relevant to ALM
- ALM Definition
- ALM Process and Management Recognition
- Financial Markets Volatility
- Financial Instruments: Many and Varied
- ALM Risk Management
- Interest Rate Analysis Techniques
- Financial Derivatives: Their Role in Interest Rate Risk Management
- Interest Rate Risk Strategies
- Capital Allocation and Performance Measurement
Our mission is the development of potentials in individuals and organizations in emerging economies. We believe that economies develop when entities within it are performing to their highest potential.
People matter to us. We are committed to understanding our clients so that we can serve them better. Our ultimate goal is to foster mutually beneficial longterm relationships with each of our clients that is built on trust.
Our faculty members are experts within their fields, and are supported by a network of dynamic back-office staff. We actively encourage collaboration and knowledge sharing, recognizing that winning ideas come from collaborative thinking. With the wealth of knowledge within our teams and our collaborative ethos, we create an atmosphere that is conducive to learning for all our delegates.