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 third ALM Management Cyber*School focuses on Total Bank Steering.
1. The Cyber*School offers the 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: Building blocks of Total Bank Steering
Reporting and procedures of an ALM session
Tasks / competencies and responsibilities for ALM and sales in the context of overall bank management
Legal provisions for credit risk and Counterparty Credit Risk (CCR) risk, large exposure limits, CVA and DVA, MREL
Components of the customer calculation and interfaces with the ALM: interest and liquidity transfer prices, Liquidity buffer costs, LCR and NSFR costs, standard credit risk costs, equity costs
- Chapter 3: Steering measures
ALM instruments for steering equity (Tier 1, supplementary capital, non-preferred issues)
MREL steering
Collateral management
Use of securitization products to manage credit risk