This comprehensive experiential five-day workshop gives participants a thorough understanding of managing interest rate and liquidity risk as well as exploring best practice in risk reporting, contingency planning and regulatory compliance.
The course explores the issues and challenges of Asset and Liability Management for bank risk managers, auditors, and regulators. It also unpacks the practical advantages and disadvantages of risk measurement and management tools and techniques by using samples of best practice risk reports.
The workshop combines theoretical training of the specific ALM concepts involved with a hands-on application via an internet-based simulator. This simulator, designed by our partner SimArch, is one of the most advanced and comprehensive in the world and has been used by a large number of internationally renowned banks. Called GuardB@nk 3, it replicates the workings of a full-services bank operating within a competitive environment.
Basic knowledge in risk management, control and statistics is required. Active participation in the class is necessary to benefit from the full value of this programme.