ALM
Asset Liability Management (ALM) refers to the management of various risks found in banks’ and credit unions’ balance sheets, including interest rate, prepayment, credit, liquidity, and operational risk. This two-session course focuses on interest rate and liquidity risk. From a regulator’s viewpoint, specific focus is on the identification, measurement, monitoring, and controlling of these risks. ALM is not an exact science, but a process that, if executed properly, is built into banks’ and credit unions’ cultures. The process begins with the asset liability committee, commonly referred to as ALCO. Part I of this course addresses interest rate risk (IRR) with models running from simple static gaps, to the more complex models of income simulation and economic value of equity. Part II of this course analyzes how banks and credit unions manage liquidity risk, including liquidity contingency plans. Note: The target audience for this course is not large complex banking organizations
ADDITIONAL VIRTUAL INSTRUCTOR-LED SEMINARS
- All
- ALM
- Compliance Series
- Derivatives Series
- Digital Assets, Cryptocurrency, and Blockchain Series
- Financial Statement Analysis and Accounting
- Fixed Income Series
- Introduction to Capital/Financial Markets
- Operations Series
- Portfolio Management Series
- Quantitative Methods and Excel
- Risk Management Series
- Securitization Series
- Structured Products Series