Two new online video based courses that cover the topics of Asset Liability Management (ALM), Capital Adequacy and Stress Testing at an intermediate level. The Stress Testing, ALM & Capital Adequacy Crash Course includes over 500 minutes of video instruction, while the shorter ALM & Capital Adequacy course covers the basics of both topics in under 150 minutes.
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Two new online video based courses – The Stress Testing, ALM and Capital Adequacy Crash Course and the shorter and more cost effective ALM and Capital Adequacy Crash Course are live and available for purchase. Special offers and discounts are available for members of the Society of Actuaries, Canadian Institute of Actuaries and CAS.

In over six hours of video based instruction the two courses cover the following topics

The Stress Testing, ALM and Capital Adequacy Crash Course

  1. The need for stress testing
  2. Stress testing capital
  3. Stress testing methodology
    • Price Risk
    • Credit Risk
    • Interest Rate mismatch & ALM
    • ALM reports and extending them

Annexure and related topics

  1. Using Value at Risk – the Value at risk course
  2. Understanding Capital
  3. Understanding Capital Adequacy
  4. Understanding Duration and Convexity

If you want to try before you buy, view samples for Stress Testing.

The ALM and Capital Adequacy Crash Course

  1. Introduction to ALM
  2. Interest Rate mismatch & ALM
  3. ALM reports and extensions
  4. Evolution of Capital Adequacy requirements
  5. A review of ICAAP (Internal Capital Adequacy Assessment Process) and Basel II (III) – Liquidity risk adjustments

Annexure and related topics

  • Understanding Duration & Convexity

If you want to try before you buy, view samples for ALM and Capital Adequacy.

And in other news,

Three new posts at the Finance Training Course portal this week that broke the popularity graph.