Description

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 Interest Rate 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.

This first ALM Cetificate 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.

1. The Cyber*School of the module Interest 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
    ICAAP/ILAAP
  • 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

2.  Simulation:

3. Certification

To prove your knowledge, you will complete the Cyber*School self-assessment with at least 60% correct answers.
Your ability to implement ALM interest rate risk strategies is documented by successfully completing the tutorial tasks and beating the benchmark market in the i28 simulation.
We then certify your knowledge and 25 training hours in the “ALM Interest Rate Management” certificate.