Understanding Asset Liability Management easily and profoundly is important. After attending the certification course you will visibly demonstrate your competencies in ALM. Interpretation of ALM reports and judgement of ALM decisions will be possible without third parties help.
ALM Liquidity Risk Management Certificate 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 25 hours to learn and to deepen knowledge. The Cyber*School can be completed within 6 weeks.
The second ALM certificate focuses on liquidity risk management. A session with practice-oriented case studies is integrated into the program so that you can develop a in depth feeling for the practical implications. You will practice on the basis of specific case studies, which contain the essential functionalities of liquidity risk management, and receive qualified feedback on your solution approaches. This immediately converts theory into practical application.
1. The Cyber*school of the Liquidity module offers following content
- 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: Components of liquidity risk management
Reporting and processes of an ALM session
Liquidity Risk Legal Requirements – LCR, NSFR
Liquidity Transfer Pricing Methodology
Presentation of the liquidity risk position – mapping and gaps
Liquidity risk result: accrual, mark to market, total return of the ALM liquidity risk position
- Chapter 3: Steering Measures
ALM instruments for controlling liquidity risk (repos, cross currency swaps, secured and unsecured refinancing)
Management of the business with undefined capital commitment
The role of bond portfolio in the steering of liquidity; Calculation of liquidity buffer costs
Derivatives: margin calls and impact on liquidity risk
The control of the LCR: bond portfolio and repo transactions, influence on the LCR and limit systems
Control of the foreign currency liquidity position
2. Case Studies
After completing the Cyber*School, you will receive a set of 3-4 case studies in which the essential liquidity steering effects are to be implemented using practical examples. This ensures that the bridge is built between the theoretical knowledge acquired in the Cyber*School and its implementation in practice. You will receive qualified feedback on your solution approaches.
To prove your knowledge, complete the Cyber*School self-assessment with at least 60% correct answers.
Your ability to implement ALM liquidity risk strategies is documented by successfully completing the case studies.
We then confirm your knowledge and 25 hours of training in the “ALM Liquidity Risk Management” certificate.