Asset and Liability Management

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This course aims at enabling participants to learn best practices, challenges and trends in Asset and Liability Management for bank and insurance companies. The course focusses on interest rate and funding/liquidity management.

Category Compliance & audit
Risk, finance & treasury

Level Expert

Learning format Classroom training

Total price *

Members: € 570
Non-members: € 685
Partners/ BZB: € 570
Incompany: tailor-made, prices on request

* Are you entitled to an allowance or subsidy?
* Price: service in the context of continuing professional training, exempt from VAT

Available dates

11/12/2024 - 09:00u - 17:00u - Asset and Liability Management

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Please let us know you're interested in this training should there be no date available, the planned date does not suit you and/or this session is full. As soon as about 5 people are registered on the interest list, we will propose a new course date. Your registration on the interest list is free of charge and without any obligation.

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Download training course sheet

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Target group

This training is intended for various target groups active in business, finance, capital markets and professionals starting within a Treasury function who want to better understand:

how ALM steers the balance sheets and impact long term profitability of financial institutions;
the tools, techniques and instruments used for active management of the interest rate and funding positions;
how market, regulatory and sector evolutions related to ALM have a profound impact on the future business model of financial institutions.

Required prior knowledge

Expert level training: this training requires thorough prior knowledge of the subject.

Supplementary prerequisite knowledge: Either general and good understanding via professional experience on financial institution, or a starting background in ALM.

Programme

CONTENT

Introduction : Basics of ALM
Interest rate management
- Definition of interest rate risk and impact on long term profitability
- Which metrics are used to manage the positions
- Internal pricing (FTP): linking management of the position to steering the balance sheet
- Which metrics are used by regulator to monitors positions
- Case study on interest management in a low yield environment
Funding and liquidity
- Definition of funding/liquidity risk and impact on balance sheet
- Which metrics are used to steer the balance sheet
- Internal pricing (FTP): how to steer the business in different environments ?
- Challenges for funding/liquidity positions
- Case study on funding/liquidity: Replacing TLTROII with TLTROIII ?

PRACTICAL INFORMATION

Duration: 1 day training (6 class hours)
Hours: 09:00 to 17:00
Location: Febelfin Academy: Phoenix building, Koning Albert II-laan/Boulevard du Roi Albert II 19, 1210 Brussels
Language: This training will be given in English

Methodology

You follow a ‘Classroom training’ in a group. You, the other participants and the teacher are all present in the same classroom at an agreed time. There is an opportunity for interaction and feedback, both from the participants to the teacher and vice versa. The teaching material consists as a basis of a presentation via the MyFA learning platform, supplemented with various other items (such as digital syllabus, presentation, audiovisual fragments, etc.).

Training material: