Description
Understanding Asset Liability Management easily and profoundly is important. After attending the Cyber*School 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 Management Cyber*Schools were 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.
The second ALM Management Cyber*School focuses on liquidity risk management.
1. The Cyber*school 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: Components of liquidity risk management
Reporting and processes of an ALM session
Liquidity Risk Legal Requirements – LCR, NSFR
Liquidity Transfer Pricing Methodology
Presentation of the liquidity risk position – mapping and gaps
Liquidity risk result: accrual, mark to market, total return of the ALM liquidity risk position - Chapter 3: Steering Measures
ALM instruments for controlling liquidity risk (repos, cross currency swaps, secured and unsecured refinancing)
Management of the business with undefined capital commitment
The role of bond portfolio in the steering of liquidity; Calculation of liquidity buffer costs
Derivatives: margin calls and impact on liquidity risk
The control of the LCR: bond portfolio and repo transactions, influence on the LCR and limit systems
Control of the foreign currency liquidity position