About the Course

About the Course

About the Course

The course will begin with an overview of the evolution of ALM and the ALCO process, and how to improve your ALM strategies while focusing on the changing regulatory environment. Discussion will then turn to managing the balance sheet and behavioural modelling and interest rate risk. Day one will end with a session on funds transfer pricing.

Sessions on day two will cover capital management and RWA calculations, Basel III, IV and liquidity frameworks including TLAC/MREL. Finally, the concluding session of the course will delve into best practices for utilising machine learning and big data in balance sheet management.

Venue Details

Amba Hotel

Charing Cross,

Venue information