Description

  • ALM Professional: the topic “interest rate risk” is available to you as a Mobile APP on your smartphone at any time.
  • With ALM Professional’s Mobile APP “Interest rate risk”, you can use the Mobile APP from ALM Professional to specifically process content that is new to you or needs refreshing, regardless of time and place.
  • ALM Professional’s Mobile APP “Interest rate risk” is operated with our technology partner Institute of Microtraining (IoM). IoM is specialised in compact and digital training.
  • The aim of the training is to understand the Asset Liability Management easily and profoundly. After attending this Mobile APP of the ALM professional 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.
  • 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 ALM Professional – “Interest risk” Mobile APP 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
    ICAAP
  • Chapter 2: Building blocks of Interest Rate Risk
    Reporting and Agenda of ALM Meetings
    Legal Regulations regarding the Interest Rate Risk
    Transfer Prices
    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
    Duration Hedge
    Swaps
  • 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.