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Asset and Liability Management Training Course

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

28 - 30 September 2020

Central London

Agenda Summary (access the full agenda for Asset and Liability Management here)

  • An Introduction to Asset and Liability Management
  • Case Study: McKinsey
  • Case Study: HSBC - ALM Gaps
  • Case Study: Goldman Sachs - ALM
  • Contract Specifications
  • Case Study: Contract Specifications
  • Hedging an Equity Portfolio
  • Case Study: Hedging an Equity Portfolio
  • The Regulatory Environment
  • The Rules of Risk Management
  • Case Study: The Rules of Risk Management
  • The Laws of Investing
  • Case Study: The Laws of Investing
  • Swap Driven Bond Issues
  • Case Study: Swap Driven Bond Issues
  • FRA Hedging
  • Case Study: FRA Hedging
  • Case Study: JP Morgan Swaps
  • FRAs, Futures and Interest Rate Swaps
  • Case Study: FRAs, Futures and Interest Rate Swaps
  • How Hedging Works
  • Case Study: How Hedging Works
  • Asset & Liability Management - Key Themes
  • Exercise and Discussion: Key Themes in Asset & Liability Management
  • Asset & Liability Management - Key Issues for ALCOs
  • Exercise and Discussion: Key Issues in Asset & Liability Management
  • Case Study: OCBC & UOB - ALM
  • Case Study: Asset & Liability Management - Key Observations for ALCOs
  • Case Study: Reviewing the Effectiveness of the Senior ALM Committee
  • Case Study: The Rules of Risk Management
  • Managing Interest Rate Risk - 1
  • Case Study: Using Duration as a Hedging and an ALM Risk Management Tool
  • Managing Interest Rate Risk - 2
  • Case Study: Contrasting the use of FRAs and Futures in Asset & Liability Management
  • EVE and Hedging
  • Exercise: EVE and Hedging
  • Simulation: Asset and Liability Management - EVE and Interest Rate Sensitivity
  • Liquidity Coverage Ratios
  • Case Study: HSBC Liquidity Risk
  • Case Study: Challenges of Liquidity Risk Management and the LCR
  • Simulation: Hedging Duration Gaps
  • Case Study: Hedging Pitfalls
  • Case study: HSBC - market risk
  • Simulation: Interest Rate Hedging and Market-Making
  • Case study: ALM Lehman Brothers
  • Contingency Funding Plans
  • Case Study: McKinsey: anatomy of a liquidity crisis
  • Case Study: Multi-Currency Asset & Liability Management
  • Case Study: HSBC - Net Interest Income