ASSET & LIABILITY MANAGEMENT
Available Dates & Locations
COURSE OVERVIEW
This course offers an in-depth exploration of asset and liability management (ALM), focusing on the critical aspects of managing balance sheet risks, particularly those related to duration and funding gaps. Participants will gain a thorough understanding of how mismatches in the timing of asset and liability cash flows can impact an organization’s financial health. The course also covers advanced techniques such as portfolio immunization to mitigate these risks. By the end of this course, participants will be equipped with the knowledge and skills to effectively manage and optimize their organization’s balance sheet, ensuring financial stability and sustainability.
COURSE OBJECTIVES
By the end of this course, attendees will be able to:
- Understand the principles of asset and liability management.
- Analyze the impact of duration gaps on the balance sheet.
- Assess the implications of funding gaps.
- Apply techniques to measure and manage interest rate risk.
- Implement portfolio immunization strategies.
- Develop strategies to mitigate balance sheet risks.
- Evaluate the effectiveness of different ALM techniques.
- Utilize financial models for ALM decision-making.
TARGET COMPETENCIES
- Balance Sheet Analysis
- Duration Management
- Funding Gap Analysis
- Risk Mitigation
- Portfolio Immunization
- Financial Strategy
- Financial Managers
- Risk Management Professionals
- Treasury Managers
- Bank Executives
- Investment Analysts
This course employs a combination of lectures, case studies, group discussions, and hands-on exercises. Participants will engage in practical applications of ALM principles, using real-world scenarios to enhance their understanding and skills. Interactive sessions and simulations will reinforce theoretical concepts and their practical implementation.
