The course content will cover the inter-relationships between prudential risks such as Capital, Leverage, Liquidity, Funding, NIM, IRRBB, Funds Transfer Pricing and how they are measured and managed through the lenses of the ICAAP/ILAAP and the ALCO mechanism, leading to enhanced bank performance.

Top Speaker

Chris Blake

Chris Blake

HSBC

Chris Blake currently works for HSBC in Group Treasury, where he has responsibilities for HSBC's global 'ALCO Course' training and other ALCM/Treasury...

Chris Blake currently works for HSBC in Group Treasury, where he has responsibilities for HSBC's global 'ALCO Course' training and other ALCM/Treasury related topics. Previously he had specific responsibility for Liquidity and Funding Risk, including ensuring the executive board was aware that the liquidity and funding risk appetite of HSBC group was being adhered to. Formerly he was a risk specialist in ALM for the FSA, leading on the setting of Individual Liquidity Guidance for regulated firms and the implementation of FSA liquidity rules. Prior to that he worked as a Money Market and Interest Rate Derivatives trader for Investec, alongside experience in Retail banking in London, Private banking in Switzerland and Off Balance Sheet vehicles.

Chris has a BSc in Economics and Government from the London School of Economics. In addition, he is a Fellow of the Association of Corporate Treasurers, a Chartered Fellow of the Chartered Institute for Securities and Investment, a Chartered Wealth Manager, a Financial Risk Manager and is the Education Director of the UK Asset and Liability Management Association.
 

Read more
  • Treasury, ALM and Capital management practitioners trying to understand holistic balance sheet management
  • Second line Risk, Compliance and Internal Auditors
  • ALCO members and senior management decision makers
  • Wider Finance professionals looking to understand ALCM/Balance sheet integration
  • Business professionals looking to understand how balance sheets constraints, impacting them via FTP, are being driven by risk drivers.