Course description
The first day of the course focus on the role of ALM being a bank within a bank and covers some aspects of IRRBB positioning and maturity transformation management. It explains, in detail, the how the split of the customer rate into FTP rate and commercial margin impacts the P&L result of ALM. The analysis is supported by the practical cases and exercises. This section also covers the methodological approach for the incorporation of the indirect liquidity cost into the FTP rate and its respective quantification.
The second day is mostly focus on the FTP curve construct and importance of getting it correctly and in transparent way. It provides the audience with the practical examples of techniques adopted by the major market participants and the construct itself. Finally, it analyses the techniques for balance sheet shaping through the FTP process and stimulation to originate certain product instead of others.
Upcoming start dates
Suitability - Who should attend?
Who the course is for
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Liquidity managers and IRRBB managers
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Finance professionals
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Bank treasurers and treasury professionals
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ALM professionals
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Advisors at consultancy firms
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Bank supervisors
Outcome / Qualification etc.
Learning Objectives
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Understand the ALM role in a financial institution
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Enhance knowledge on the liquidity risk metrics
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Enhance knowledge on the liquidity stress testing framework
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Overview of regulatory requirements for sound liquidity management in banks
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Gain knowledge on the pricing of liquidity
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Overview of the best practice in the Liquidity Funds Transfer Pricing process
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Overview of the balance sheet optimization techniques and practical application in liquidity management
Why choose Finex Learning
Over 20+ years of teaching experience from World Leading Experts on Capital Markets
Specialise in Low-cost, premium quality group training with flexible schedules for Banks & Financial Institutions
Market-relevant course offerings for UK, EU, MEA, US & APAC markets
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Finex Learning
Finex Learning: Expert-Led Practical Training for the Financial Services Industry At Finex Learning, we specialize in organizing and delivering practical training solutions to the financial services industry. Our comprehensive programs focus on Capital Markets and are designed for both small...