Course Overview
This course addresses issues that concern the ever changing landscape of ALM such as the traditional methods of identifying, measuring and managing risk. We will also review the up-to-date developments in risk measurement are with emphasis on the management and control of risk in financial institutions and how the ALM process integrates with the overall strategy of the firm.
Course Objectives
At the end of the course delegates will be able to:
• Implement an effective asset and liability management (ALM) policy
• Manage the ALM function
• Understand the analytical framework of interest rate risk management
• Confidently apply ALM in derivatives products
• Develop familiarity with Value at Risk (VaR) concepts and application
• Understand important regulatory developments relevant to ALM
Course Outline
• ALM Definition
• ALM Process and Management Recognition
• Financial Markets Volatility
• Financial Instruments: Many and Varied
• ALM Risk Management
• Interest Rate Analysis Techniques
• Financial Derivatives: Their Role in Interest Rate Risk Management
• Interest Rate Risk Strategies
• Capital Allocation and Performance Measurement
Location: Lagos
Fee:N95,000
Available course dates
2 Lansdowne Building
Lansdowne Road
CR9 2ER
Tel: +44208 263 6081
Fax: +44208 263 6100
Email: enquiries@rechmc.com