This course looks to ensure Treasury, Risk and Finance professionals are aware of all the relevant interlinkages that drive the shape and efficiency of the balance sheet.

Banks have many regulatory and risk appetites to comply with. Understanding the effectiveness and efficiency of managing a balance sheet enables the most valuable risk/return trade-off and a maximisation of stakeholder value.

The 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.

By the end of this workshop you will be able to:

• Understand a balance sheet and take a pro-active approach to asset, liability and capital management practices
• Understand how to be an effective member of ALCO
• Understand bank risks, balance sheet metrics and how they relate to each other
• Consider how risk appetite links to the balance sheet effectiveness
• Be able to describe and understand risk drivers

Agenda:

Day 1:

•    What are the main risks that banks run that impact their balance sheet?
•    How do these risks get measured and how do they link to each other?
•    What is the purpose of an ALCO and how does this link to FTP and bank performance measures?

Day 2:

•    Liquidity, Funding, ILAAP and bank funding frameworks.
•    IRRBB and the link to NIM and low interest rates.
•    ICAAP, capital management, forecasting and planning.
•    Balance sheet management/optimisation exercises.
 

This course is repeated on 13/14 December