Treasury Management
Course
In Frankfurt am Main (Germany)
*Indicative price
Original amount in GBP:
£ 4,300
-
JRD Global EDU
Post Graduate Diploma Online₹ 80,000 -
INTERNATIONAL INSTITUTE OF MANAGEMENT & ENGINEERING
Bachelor Online₹ 210,000 -
Sona School of Management
Master Distance learningPrice on request -
JRD Global EDU
Master Online₹ 180,000 -
INTERNATIONAL INSTITUTE OF MANAGEMENT & ENGINEERING
Post Graduate Diploma Online₹ 80,000 -
National Institute of Management
Post Graduate Diploma Distance learningPrice on request -
Indian Institute of Materials Management(IIMM)
Post Graduate Diploma Distance learningPrice on request
Description
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Type
Course
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Location
Frankfurt am main (Germany)
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Duration
5 Days
Complex challenges in Asset Liability Management arise from the interactions between funding strategies and the deployment of assets. ALM measures and manages the impact on earnings and economic capital arising from interest rate, forex and maturity mismatches. Counterparty credit risk and credit portfolio quality represent cross-cutting triggers that may accelerate an ALM crisis. The workshop emphasizes comprehensive scenario analysis and interactive stress testing applied to realistic cases that encourage best practice experiential learning and peer exchange.
Facilities
Location
Start date
Start date
About this course
Treasury Management is designed for participants of our Certified Expert in Treasury and Markets programme who have successfully completed all e-learning modules as well as for senior staff in treasury and trading, risk management, compliance and internal audit of banks and financial institutions who want to upscale their decision making skills in financial products.
Reviews
Subjects
- Risk
- Testing
- IT risk
- Treasury
- Asset and Liability Management
- Credit
- Banking
Course programme
Fundamentals of Asset & Liability Management
Participants recap the fundamentals such as forex, money markets and fixed income, learn the organization of ALM, economic capital & ICAAP as well as the key regulatory developments.
Interest Rate Risk in the Banking BookParticipants master the metrics for earnings and the economic capital impacts. They gain expertise about macro hedges of IRRBB & stress testing using the ALM-PRO Model and discuss recent market failures.
Structural Forex ExposuresParticipants study the forex risk in structurally vulnerable currency environments, gain profound knowledge in banking book forex risk scenarios, as well as hedging strategies simulated with the ALM-PRO Model.
Counterparty & Portfolio Credit RiskParticipants broaden and deepen their understanding in expected vs. unexpected losses, correlation metrics and portfolio stress testing. They simulate portfolio stress events on the ALM-PRO platform and discuss the Financial Crisis Post Mortem.
Liquidity RiskParticipants gain a better understanding in ratios, maturity gap, funding matrix, stress testing and deposit prolongation behavior analytics. Further, they review the Basel 3 Liquidity Guidance (LCR & NSFR) and model liquidity stress under various trigger scenarios as well as ILAAP.
Treasury Management
*Indicative price
Original amount in GBP:
£ 4,300
-
JRD Global EDU
Post Graduate Diploma Online₹ 80,000 -
INTERNATIONAL INSTITUTE OF MANAGEMENT & ENGINEERING
Bachelor Online₹ 210,000 -
Sona School of Management
Master Distance learningPrice on request -
JRD Global EDU
Master Online₹ 180,000 -
INTERNATIONAL INSTITUTE OF MANAGEMENT & ENGINEERING
Post Graduate Diploma Online₹ 80,000 -
National Institute of Management
Post Graduate Diploma Distance learningPrice on request -
Indian Institute of Materials Management(IIMM)
Post Graduate Diploma Distance learningPrice on request