About the Course

About

About the Course

Following the success of courses in Europe and New York, Risk Training are bringing an ALM training to Toronto. This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and capital along with a focus on managing, integrating and optimizing your balance sheets.

Day one of the course will delve into the evolution of the ALM function in the context of a changing regulatory environment, along with discussing strategies on how to manage the balance sheet and optimize regulator buffers. The day will end with a session on FTP and how this affects your liquidity reporting, forecasting and internal framework.

Day two will start with a comprehensive overview of capital management including RWA calculations and managing capital pricing strategies, moving on to an explanation of the liquidity frameworks and ALM under Basel III & IV. A session on strategic ALM strategies and how to integrate and optimize the balance sheet will address the 3D balance sheet optimisation problem. The course will conclude with a session on best practices on how to use machine learning and big data for optimising BSM.