ALM Professional - Module Interest Rate
Understanding Asset Liability Management easily and profoundly is important. After attending this learning Programme you will be able to act safely on ALM issues within your competencies. Interpretation of ALM Reports will be possible without third parties help.
ALM Professional was designed for all working with ALM issues, but not being an ALM/Treasury specialist. We offer ALM knowledge in small, flexible and relevant portions. Depending on your learning speed, it takes 8 hours to learn and to deepen knowledge. The Cyber*School can be completed within 6 weeks.
This ALM Professional module covers interest risk management. To get a practical feeling of interest risk management, “i28 – the Interest Risk Simulation” is included in the programme. You will exercise with paper trades and will receive immediate Feedback on your actions. So theory is immediately transformed in practical application.
The module Interest Rate includes following chapters:
- Chapter 1: Organisation and Tasks (demo video)
ALM / Total Bank Management within a Bank’s Business Modell
The Tasks and the organisation of the ALM
Risk Measurement and Risk Adequate Capital
CRD/CRR: Pillar 1 and Pillar 2
- Chapter 2: Building blocks of Interest Rate Risk
Reporting and Agenda of ALM Meetings
Legal Regulations regarding the Interest Rate Risk
Interest Rate Risk Report: Mapping + GAPs
Interest Rate Risk Performance: Interest Gap Contribution, Mark to Market, Total Return
Measuring the Interest Rate Risk
IFRS Hedge Accounting
- Chapter 3: Reaction
Forward Curves as a decision base
- Chapter 4: i28 – the Interest Risk Simulation
webbased programme to simulate interest rate risk decisions in ALM with the goal to increase performance; always within conservative limits.