Description

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
    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.