Name: i28 Interest Risk Certificate
SKU: 9057
Price: 1540.00 EUR
Availability: InStock

i28 Interest Risk Certificate

€ 1.540,00

Price excl. VAT

Duration of learning: 25 hours, depending on individual learning speed and existing knowledge

Can be completed within 12 weeks using any computer or tablet PC with internet access.

The simulation for active strengthening of knowledge is available to you during your booking period.

Certification online

Description

Understanding Asset Liability Management easily and profoundly is important. After attending the certification course you will visibly demonstrate your competencies in ALM. Interpretation of ALM reports and judgement of ALM decisions will be possible without third parties help.

i28 Interest Risk Certificate was 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 training can be completed within 12 weeks.

To get a practical feeling of interest risk management, i28 Pro is included in the programme. You will exercise with paper trades and will receive immediate feedback on your actions. So theory is immediately transformed in practical application.

1. The Cyber*School of the module Interest offers following content:

Building blocks of Interest Rate Risk
Reporting and Agenda of ALM Meetings
Legal Regulations regarding the Interest Rate Risk
Transfer Prices – methodology
Interest Rate Risk Report: Mapping + GAPs
Interest Rate Risk Performance: Accrual and present value
Measuring the Interest Rate Risk

In depth-study
- Organisation and Tasks of the ALM Management
  ALM / Total Bank Management within a Bank’s Business Modell
  The Tasks and the organisation of the ALM / Total Bank Management
  Risk Measurement and Risk Adequate Capital
  CRD/CRR: Legal Regulations incl. ICAAP

- Measures in the control system
  Decision base Forward Curves
  Duration Hedging in the controlling
  Capital market swaps as instruments of ALM
  IFRS Hedge Accounting basics

2. Simulation:

i28 Pro
webbased programme to simulate interest rate risk decisions in ALM
the goal is to increase performance of the interest of the bank
Adherence to conservative limits
Achieving the budget target (Benchmark)

3. Certification

Target Group

ALM employees who want to get a feel for the market with paper trades
ALM professionals who enjoy competing with others
Treasury specialists who want to think “out of the box”
Young potentials from ALM, controlling and treasury
Risk management, risk controlling, risk reporting and limits
Auditing and compliance
Accounting, controlling, reporting (ICS) and regulatory reporting
Employees from customer departments and product management who want to interpret interest rate risk management
Key persons in the definition of the Fit & Proper guideline

Certification

Qualifications you acquire with the certification

Expertise in ALM interest rate practice:

To enter into positions in a targeted manner
Estimate the impact of instruments on risk and return
Express the interest rate opinion on the entire yield curve in the position
Adhere to risk limits (and position limits)
React to market constellations with strategies
Manage both the accrual and mark-to-market result of the interest rate book

“Proof of Knowledge” on the following knowledge:

Active interest rate risk management of a simulated interest rate gap analysis (total bank)
Knowledge of the most important regulatory requirements in banking book interest rate management
ALM strategies to specifically manage income and risk in the banking book
Paper trades with real market movements in order to achieve specific performance targets

Structure of the training

Certification criteria

Interest Risk Management Cyber*School:
As proof of knowledge, you complete the Cyber*School self-assessment with at least 60% correct answers.
i28 Pro:
Your ability to implement ALM interest rate risk strategies is documented by your participation in 6 webinars and your execution of at least 8 positions on 8 different days in the simulation.