Licence to manage the Banking Book
Practice in Risk/ Earning Strategies and Compliance
Asset Liability Management (ALM) is much more than mere interest rate management; it comprises issues such as liquidity and credit spread management as well as equity management under the frameworks of Basel 2/3, ICAAP and IFRS.
Corporate governance implies that banks require verifiable knowledge of their asset liability management, the regulatory environment as well as risk policy and risk strategies of the bank. Otherwise, the board of management cannot delegate responsibilities within banking book management.
Practical implementation issues as well as meeting compliance rules for the Banking Book are the focus of this certification programme.
- Module 1: ALM Cyber*School
ALM knowledge under Basel 3
Instruments interest, liquidity, FX, credit spread, equity
Instruments for overall bank management (equity, long-term liquidity) ALM components of efficient interest and liquidity management
Legal regulations (EU) and compliance
- Module 2: ALM Interest – Practical training (simulation)
Use and function of the interest transfer prices in Asset Liability Management
Interest rate risk – products and practical applications in ALM
Determination and measurement of the interest rate risk in the IRRBB environment
- Module 3: ALM Liquidity – Practical training – expansion of control (simulation)
Use and function of the liquidity transfer prices in Asset and Liability Management
Liquidity Risk Management – Products and practical applications
Determination and measurement of the liquidity risk in the LCR / NSFR and ILAAP environment
Liquidity management consequences of MREL / TLAC and asset encumbrance
- Module 4: ALM Total Bank Management Case Studies & University ALM Diploma Exam
Legal provisions (CRR 2) and management philosophies in ALM related to credit risk and equity
Case studies for solving ALM tasks using instruments, strategies and taking into account valuation rules and the legal framework
Written certification test at the Partner University of Applied Sciences BFI Vienna.
ALM*Diploma build-up programme
You can complete the ALM*Diploma through our new build-up programme.
The build-up programme gives you the chance to book each module individually. Completed modules are creditable for 5 years.
The total package offers you a 10% discount on the modules of the total programme and can be completed in 2 years.
After successful completion of the entire programme, you will receive 9 ECTS points in cooperation with our Partner University of Applied Sciences BFI Vienna.
The prices are valid for the business year 2021. Errors, misprints and price changes excepted.