Asset and Liability Management
INVESTMENT
DURATION
START DATES
DELIVERY MODE
ASSESSMENT
COURSE OVERVIEW
The course is designed to give participants the skills to manage the business and financial objectives of an institution by assessing and evaluating assets and liabilities on its portfolio in an integrated manner.
COURSE OBJECTIVE
The course is designed to cover the following: • Overview of fundamentals of Risk • Overview of Assets Liability Management (ALM) • Identification of key financial control issues • Measurement and control of ALM risks and opportunities • Review of income fixed ratios • Interest Rate Risks • Funding GAP Analysis • Hedging risks with derivatives • Duration GAP Analysis • Securitization: ALM Tool • Case Studies
TARGET AUDIENCE
This course is suitable for: • Treasury officers • Back office staff • Bank Supervisors • Bank Managers • Bank Administrators
WHAT YOU WILL STUDY
The course is designed to cover the following: • Overview of fundamentals of Risk • Overview of Assets Liability Management (ALM) • Identification of key financial control issues • Measurement and control of ALM risks and opportunities • Review of income fixed ratios • Interest Rate Risks • Funding GAP Analysis • Hedging risks with derivatives • Duration GAP Analysis • Securitization: ALM Tool • Case Studies.
LEARNING OUTCOMES
At the end of the course the participant will be able to; • Identify measure and manage the interest rate risk, credit risk and liquidity risk on the balance sheets of firms, with particular emphasis on the balance sheets of financial institutions. • Learn how to assess the strengths and weaknesses of ALM policies and procedures • Appreciate how to examine the key issues facing ALM