Asset & Liability Management and Capital Adequacy Planning
Training
In Tsim Sha Tsui (Hong Kong) and Singapore ((Indicate))
*Indicative price
Original amount in USD:
$ 0 $ 4,398
Description
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Type
Training
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Level
Beginner
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Location
-
Duration
3 Days
Suitable for: Investment Professionals, Treasury Professionals, Balance Sheet and Capital Managers, Asset and Liability Managers and Analysts, Risk Managers and Portfolio Managers, Treasury Middle Office, and Operations Personnel, Liquidity Funding Managers, Treasury Auditors, Financial Controllers, Accountants and Analysts, Investment Bankers, Regulatory and Compliance Personnel.
Facilities
Location
Start date
Start date
Start date
Reviews
Subjects
- Asset and Liability Management
- Balance Sheet
Teachers and trainers (1)
Christopher Danielewski
Course instructor
Christopher Danielewski, a Managing Director with a US based consultancy, specializes in the areas of foreign exchange, money markets, derivatives and fixed income products. Before joining this consultancy, Mr. Danielewski managed capital markets businesses for Citibank, Credit Agricole Indosuez and Calyon, Credit Agricole?s Corporate and Investment Bank. During a twenty year career at Citibank Mr. Danielewski held a number of senior positions. He was responsible for all trading and sales activity in the Citibank Paris trading room for FX, Derivatives, Bonds and Money Markets, managed the Emerging Markets FX trading team in New York and was co-head of Citigroup New York?s Corporate Foreign Exchange Sales. He later joined the Credit Agricole group, first as head of capital markets for the U.S. based in New York and later as the head of fixed income products for Central and Eastern Europe based in Warsaw. Throughout his career, Mr. Danielewski has been involved with training initiatives as a trainer and manager in the U.S. as well as various countries around the world. Mr. Danielewski completed his undergraduate education at The Johns Hopkins University and received a Masters in International Economics and Political Science from the The Johns Hopkins University Paul H. Nitze School of Advanced International Studies(SAIS). He is fluent in English, French, and Polish.
Course programme
Course review:
By the end of this Asset & Liability Management training course, you will be able to:
- Understand the dynamics of your balance sheet and how to use KPIs
- Identify the key risk factors acting on your balance sheet and how
they can be minimized - How all forms of financial exposure can be defined, measured,
monitored and managed - Benchmark your current ALM practices and develop an action plan to bring your practices to the highest standard
- Adopt effective cash flow management and Value at Risk (VAR) techniques
- Manage crucial interest rate and liquidity exposure [also currency]
- Enhance your capital adequacy planning and balance sheet management
techniques
A. What is Asset Liability Management
- Definition of ALM
- Objectives of ALM
- Risks in ALM
B. Forex, interest rates, and the management function
- Asset & Liability Management in the modern environment
- Scope of Asset/Liability Management function
- Interest rate analysis techniques
- Derivative products
C. Risk Management & Capital Planning
- Value at Risk
- Liquidity management
- Credit risk
- Operational risk
- Strategies for Asset & Liability Management
- Capital planning
- Optimising the balance sheet
D. Asset/Liability Performance & Performance Measurement
- Transfer pricing and performance measurement
- Off balance sheet activity
- Business resumption planning asset/liability management
- Accounting considerations
- Organisational considerations
Additional information
Asset & Liability Management and Capital Adequacy Planning
*Indicative price
Original amount in USD:
$ 0 $ 4,398