This highly intensive programme provides the perfect balance between theory and practice, focusing on all the key methodologies employed within ALM as a discipline. It will provide you with a practical insight into industry-standard techniques and topical regulatory issues. Key benefits include:
Dates: 6-8 September 2017, 7-9 February & 26-28 September 2018
Venue: Central London
Course Leader: John Haynes, International ALM Expert
Course Fee: £2399.00 + VAT @ 20% = £2878.80
Exercises, practical and discussion sessions include: Sample banks static risk assessment; Static risk evaluation; Symmetric hedging decisions; Asymmetric hedge decisions; Hedge effectiveness
John was formally a VP at Chase Manhattan Bank responsible for ALM products, training & support throughout Europe, Africa & the Middle East. Prior to this he was a manager involved in balance sheet management at NatWest responsible for strategic risk assessment & policy for their operations.
In the field of ALM he has worked with ABN/Amro Bank, ABSA Bank, Barclays Bank, Dexia Group, ING Group, Lloyds/TSB, Kiwi Bank, Nykredit, OCBC, Rabobank N.V., Royal Bank of Scotland, Standard Bank, Santander, Unicredit to name a few.
It demonstrates very effectively the flaws of specific risk methodologies