ALM and Balance Sheet Optimisation Toronto

Come and learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment. Sessions will include insight on FTP and liquidity reporting, behavioural modelling and interest rate risk, capital management, Basel III/Basel IV and machine learning in balance sheet management.

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ALM & Balance Sheet Optimization

29-30 May, Toronto

Pricing & Registration         Course Agenda

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. Come and learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment. Sessions will include insight on FTP and liquidity reporting, behavioural modelling and interest rate risk, capital management, Basel III/Basel IV and machine learning in balance sheet management.

What Will You Learn
  • Knowledge of the ALM regulatory environment
  • How to create and maintain an effective ALM strategy
  • How to integrate strategic ALM and optimise the balance sheet
  • How IRR metrics and scenarios impact on behavioural modelling and interest rate risk
  • How to model balance sheet risk to optimise balance sheet management
  • FTP concepts and how they affect liquidity reporting
  • Application of machine learning and big data to balance sheet management
Who Should Attend

Relevant departments may include but are not limited to:

  • Risk
  • Regulation
  • ALM
  • Liquidity
  • Balance sheet management
  • Interest rate risk
  • Treasury

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Karl Rubach

Managing Director

IBSM Solutions Inc.

Karl Rubach is the Managing Director and founder of Integrated Balance Sheet Management Solutions, Inc. in Toronto, Canada. He has over 20 years of international Treasury, Balance Sheet and Capital Management experience. He has lead the implementation of Risk Adjusted Return on Capital (RAROC) and Balance Sheet Optimization frameworks, including Funds and Transfer Pricing (FTP) and Economic Capital allocation.


He is a frequent speaker at industry events. He hols a master’s degree in finance as well a bachelor’s degree in economics from ITAM Mexico. He is also a CFA charter holder.

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Alex Shipilov

Managing Director, Risk and Regulatory Compliance Practice Leader

Canada Protiviti

Dr Alex Shipilov has over 25 years of experience gained inside the financial services industry. Alex held executive positions with banking, insurance and accounting firms where he led risk management and internal audit functions, and quantitative risk advisory practices. He consulted financial institutions and corporate treasuries in Canada, the U.S., the U.K., Spain and Russia in their dealing with ALM, enterprise wide risk management and compliance challenges, financial models, risk measurement, simulation, and derivatives valuation issues. Alex co-founded the Professional Risk Managers’ International Association (PRMIA.ORG), sat on the Board of Directors, strategized PRMIA development and its global chapter network, leading the treasury and finance functions. He teaches Risk Management at the Masters of Financial Insurance program of University of Toront