Interest rate risk and asset-liability-management in banks
Deadline for application
This online seminar aims at explaining key aspects of interest rate risk within asset-liability management (ALM) in banks. The concept of Funds Transfer Pricing (FTP) will be covered for the two core pillars of ALM, the economic value of equity (EVE) and net interest income (NII), and applied to fixed-rate, floating-rate and non-maturing products. Regulatory aspects, such as IRRBB guidelines will be discussed along with most recent developments in interest rate risk management, such as negative interest rates and behavioral aspects of bank customers.
Learning methods include presentations on theoretical basics, Excel-based simulations, discussions with experts and case studies on interest rate risk and asset-liability management (ALM). Two senior industry experts in Risk Management, Treasury and Asset Liability Management will leverage some 45 years of professional experience and expertise and stand ready for an exchange of views.
Participants will have a chance to familiarize themselves with best practice models, discuss different approaches and share their experiences.
The language during the seminar will be English