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.
This first ALM Management Cyber*School covers interest risk management.
1. The Cyber*School offers following content:
- World 1: 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
- World 2: 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