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Asset Liability Management

Best practices to managing bank capital structures and derives optimal P & L in banking books

13 & 14 November 2013, Singapore


Why should you attend?

While corporate treasuries are by and large mandated to immunise the inherited banking books from FX and interest rate risks – while safeguarding the bank´s liquidity, they can enhance the P&L by applying proprietary model portfolios to the non maturing products on both sides of the balance sheets. Such techniques are highlighted and described during this two day workshop.

This intensive training course covers modern Asset Liability Management practices in banks as it emphasises means to enhance customer margin profitability via employing replicating portfolio models calibrated to own customer behavior while hedging inherent market risks in treasuries. This course also provides an overview of capital allocation compliant with Basel III recommendations for banking books risks. It targets treasury, risk and audit professionals confronted with such topics.

Key Benefits:

  • Gaining insights on best practices in ALM including capital structure optimisation and banking book management under the Basel III regulatory regime
  •  Assess the best practices employed by international banks in managing and limiting interest rate risks in banking books
  • Examine suitable fund transfer pricing methods and policies congruent with institutional business strategies
  • Evaluate means to enhance profitability and ensure customer margin stability for non-maturing products
  • Effectively hedge market risks inherent in banking books while complying with hedge accounting standards
  • Maximise customer margin profitability
  • Optimise capital structure while maintaining adequate leverage and liquidity ratios

Who should attend?

CEOs, COOs, Executive Directors, Directors, SVPs, VPs, General Managers, Head of Department, Managers, Analysts and Auditors who are responsible for:

  • Corporate Treasury
  • Money Markets Trading
  • Asset Liability Management
  • Liquidity Management
  • Market Risk
  • Internal Audit