Foundations of Asset Liability Management
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In today's dynamic financial landscape, effective management of assets and liabilities is paramount for the success and sustainability of financial institutions. This comprehensive program is designed to equip participants with essential knowledge and practical skills to navigate the complexities of Asset Liability Management (ALM).
The foundations of Asset Liability Management (ALM) encompass the fundamental principles and techniques utilized by financial institutions to manage their balance sheet effectively. ALM focuses on aligning assets and liabilities to mitigate risks and optimize financial performance. This discipline involves analyzing interest rate risk, liquidity risk, and other factors that impact the institution's financial health. By understanding the core concepts of ALM, institutions can make informed decisions to ensure stability and sustainability in a dynamic economic environment.
By the end of the training, you will be able to:
- develop a comprehensive understanding of ALM;
- develop a basic knowledge of the different concepts.
Prix total *
Membres: € 460
Non-membres: € 555
Partenaires/ BZB: € 460
Incompany: sur mesure, prix à la demande
* Prix : prestation dans le cadre du recyclage régulier, exonérée de TVA
Manifestez votre intérêt lorsqu’aucune date n’est disponible, la date planifiée ne convient pas et/ou la session existante est complète. Dès que 5 personnes sont inscrites sur la liste d'intérêt, nous vous proposons une nouvelle date. Votre inscription sur la liste d'intérêt est gratuite et n'induit aucune obligation.
Groupe cible
This training course can be followed by multiple target groups:
- professionals in finance and banking;
- legal and compliance officers;
- business analysts;
- anyone interested in gaining insights into ALM;
- .…
Connaissances préalables
Basic level training: this training requires no prior knowledge and covers the basics of the subject.
Programme
CONTENT
- Essentials of Banking
- Basics of banking
- Principles of Asset Liability Management (ALM)
- Management of the balance sheet
- Drivers of bank returns
- Fundamentals of interest rates
- Importance of inflation
- Mechanics of deposits, zero coupon bonds (ZCB), coupon bonds (CB), and Floating Rate Notes (FRN)
- Analysis of interest rate risk
- Limits of duration
- Financial derivatives
- Usefulness of financial derivatives
- Basics of forwards
- ABC of options
- Distinction between money market and capital market derivatives
- Hedging the duration gap
- Comparison of duration gap between banks and insurance companies
- Use of derivatives in managing interest rate risk
- Implementation of macro hedge with bond futures, options on bond futures, and interest rate swaps
- Case study: analyzing the missteps of silicon valley bank
PRACTICAL INFORMATION
- Duration: 1 day of 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
Méthodologie
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 meterial: PowerPoint presentation (slides).
Formateurs
Alexandre Deveen
Retail banking
Risk, finance & treasury
Private banking & asset management
