Asset Liability Management-Introduction
Start Date:
15 Oct 2017
Duration:
5
Cost:
QAR 10000
Description:
Course Name: Asset Liability Management - Introduction Course Information This is a basic course on ALM. It explains the process of ALM in banks and its importance. The course also discusses the risks facing banks in the context of to-day’s business environment and how ALM can be used as a risk management tool.ObjectivesUpon the completion of this course, the participant will:
- Learn to analyze management of both sides of balance sheet of a financial institution facing different risks
- Understand the relationship between central banks and interest rate fluctuations
- Analyze and interpret yield curves
- Know of the different models used to measure risk in the ALM context
Target audienceEntry level Treasury executives, Traders and financial control executives, Investment analysts & Financial analysts. PrerequisitesExperience in asset liability management, Investment and financial analysis Course StructureThis course consists of lectures, discussions, in-class exercises and MCQs. Course FactsDuration: 5 DaysDate: Oct 15-19, 2017Time: QR 10,000 Content Highlights
- Analyzing a bank’s balance sheet
- Various risks faced by a bank
- The concept of ALM in banks
- Risk management through ALM
- The Central Bank and the interest rate risk
- Term structure of interest rates
- The re-pricing model
- Maturity model
- Duration model
- Liquidity risk
- Liability-side liquidity risk
- Asset-side liquidity risk
- ALCO
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