Description

New from autumn 2020 also bookable in hybrid format

Certification sets standards and creates verifiable knowledge! The Syllabus is audited and approved by our advisory board, which consists of independent leading representatives of the financial industry and academics. A written examination is required to obtain the certificate. This is taken together with our partner university (University of Applied Sciences bfi Vienna). ECTS* points can be credited within the framework of a Master’s or Executive Programme.

Case Studies & University Certification Exam is the last module on the way to becoming a Certified ALM Manager.

Case Studies: ALM-Strategies 2 days (in Vienna or Online)

Combination of the acquired knowledge in case studies:

  • Solution of ALM tasks using instruments, strategies and taking into account valuation rules and legal frameworks.
  • Taking IFRS valuation into account in ALM management
  • Practical Training Equity Management
  • Case studies of the overall bank management
  • Exam coaching

Exam and certification: 3 hours

  • Written certification exam at the University of Applied Sciences bfi Vienna

Preparation module:

  • ALM Cyber*School
    ALM knowledge under Basel 3
    Interest rate, FX and credit instruments
    Instruments of total bank management (Equity capital, long-term liquidity)
    Legal framework (EU) and Compliance
  • Modul 1: ALM*Bank – Practical training (simulation)
    anagement of interest rate and liquidity risks;
    Use and Function of Transfer Prices
  • Modul 2: Advanced ALM*Bank – Advanced ALM Management (Simulation)
    Application of ALM instruments to manage risk and return
    Limitations under net present value and IFRS evaluation criteria
    Optimizing the risk / return ratio in the ICCAP process.