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Asset and Liability Management Training Course

Master crucial ALM disciplines and comply with complex regulatory & audit requirements

7 - 9 February 2018

Radisson Blu Edwardian Grafton, London

Attending this comprehensive course will result in increased profitability and shareholder value. In addition, it fulfills the ever-increasing need to comply with complex regulatory and audit requirements, such as the latest requirements for managing IRRBB.

Learning Objectives:

  • The measurement and control of ALM risks and opportunities
  • Identification of the key asset and liability risk management issues;
  • Identification of key financial control issues
  • Learn how to assess the strengths and weaknesses of ALM policies and procedures
  • Examine the key issues facing ALCOs
  • Explore the strengths and weaknesses of using static gaps
  • How to use duration gaps effectively
  • Understand the economic value of equity
  • Learn to hedge risks with derivatives
  • Risk management techniques
  • Defining the reports required by ALCO
  • Interpreting the reports required by ALCO

Download the Asset & Liability Management course brochure

Dates: 7-9 February 2018 & 26-28 September 2018
Venue: Central London
Course Leader: Alan MacDougall, ALM Expert
Course Fee: £2399.00 + VAT @ 20%  = £2878.80

View the Asset & Liability Management course agenda

This case study and simulation driven course emphasises the practical applications of asset and liability management in the highly regulated environment in which banks must operate post Basel III. The extensive use of case studies, exercises and hedging simulations requires participants to work in groups and to use laptops loaded with Excel. There are simulations examining net interest income, duration gaps, the management of the economic value of equity as well as interest rate and currency risk management techniques.

alan mcdougall

Alan MacDougall

Alan's work at HSBC’s International Treasury Management Group meant he consulted with banks and multinational companies on their ALM and Treasury exposures. This gave him wide experience of the challenges facing asset-liability managers. He ran training courses in ALM for his clients and subsequently I have run over 1600 days training in more than 40 countries for retail, commercial and investment banks.

He set up & ran an arbitrage portfolio for Nikko; trained the Tokyo, London & New York staff in the trading, structuring, selling & portfolio management of swaps, bonds & structured products & ran illiquid proprietary books at Credit Commercial de France & Scotia Capital Markets, specialising in the origination & sale of asset swaps & structured products & the derivatives training of the capital markets & fixed income traders & sales people.

It demonstrates very effectively the flaws of specific risk methodologies

Tom Sprong, 

KPMG, Advisor

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