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 Know How under Basel3
Instruments for Interest-, FX-, Credit Spread Management
Total Bank Management Instruments for Capital and long term liquidity
- Module 2: ALM*Bank – Practice training (simulation)
Managing Interest- and Liquidity Risk
Competitive and compliant Transfer pricing and modelling
- Module 3: Advanced ALM*Bank – Extendes practice (simulation)
ALM Instruments for Managing return and risk
Strategies under Risk-Restricitions (Going- and Gone-Concern Limits)
Total Bank Management within the ICAAP framework
- Module 4: Case Studies & University Certification Exam
Application of the acquired knowledge in case studies
ALM Management using instruments and consideration of valuation rules and the regulatory Framework
Exam coaching. Exam at the University of Applied Sciences bfi Vienna
CALM build-up programme
You can complete the Certified Asset Liability Manager 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.
The prices are valid for the business year 2020. Errors, misprints and price changes excepted.