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 Optimisation

14th-15th November, 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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Donna Howe

CEO

Windbeam Risk

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Robert Paolino

Former CRO and Head of Risk for two of the largest Global Banks operating in Canada

Robert is an accomplished risk management professional with a solid 24 year career in risk management, banking & regulatory program management. His career spans executive leadership, relationship and financial management roles in the financial services industry.

He is a driven individual who has led, managed and overseen the implementation of risk and regulatory programs for two of the largest International Banks operating in Canada. Robert was most recently the Chief Risk Officer for the Canadian unit for one of the top 10 largest financial institutions in the world.
He has tremendous energy and passion for this industry and has continuously sought to build sustainable and pragmatic solutions for clients with whom he has worked.

He enjoys the complexity and challenge involved in what is essentially a fundamental business service (Banking).

 

Risk Residential: Liquidity Week

Taking place just outside London in the luxury De Vere Selsdon Estate, this residential event promotes immersive learning across two esteemed training events, 'ALM and Balance Sheet Optimisation' and 'Interest Rate Risk in the Banking Book'.

Your booking includes accommodation, meals, all learning materials and 12 CPD credits.

  • Surrey, England

Interest Rate Risk in the Banking Book Toronto

This two day course will provide attendees with a key insight into challenges in implementing IRRBB, setting up and evaluating your IRRBB governance, and an overview of the approaches to behavioural modelling and IRR.

  • Toronto