Course Objectives

• • Identify the main categories of the bank balance sheets and income statements    Recognize some of the key ratios and measures used to assess risk, regulatory compliance, and bank performance
  • Recognize the roles of ALM and treasury management in managing risk, profit optimization, and ensuring regulatory compliance   Identify the risk management framework for ALM and treasury management
  • Identify strategic ALM and understand the issues and challenges in strategic ALM decisions
  • Identify the tools and techniques used to assess liquidity risk Identify the tools and techniques used to assess interest rate risk Recognize how both liquidity and interest rate risk can be managed
  • Recognize the role of treasury operations and the most appropriate organizational structure for those operations as well as some of the treasury activities undertaken on a daily basis.
  • Apply a scenario, in the head office of a moderately sized bank, to focus on intraday cash management but will touch on aspects of preplanning and the need to address potential funding shortfalls.

Who is the course for?

This course is aimed primarily at those working in a commercial/wholesale banking environment where risk assessment is based on objective and subjective analysis and experience. However, much of the material is sufficiently generic to be relevant to retail/consumer/SME banking businesses as well.

Content

• • How bank balance sheets and income statements have changed as a result of the financial crisis
  • The function of a bank’s ALM/treasury management department
  • The issues and challenges associated with making strategic ALM decisions
  • The tools and techniques that banks use to manage liquidity and interest rate risk
  • The role of bank treasury operations and the most appropriate organizational structure for those operations

Duration

7.1 hours

*The e-learning program is non-refundable once an account is created.