Society of Actuaries Asset Liability Management training Dubai 8th December 2014. Society of Actuaries and Alchemy Technologies are jointly organizing a full day Asset Liability Management (ALM) workshop in Dubai on 8th December 2014. Targeted at the actuarial community in the Middle East, Turkey, East
ALM training for Board members. 7 posts. 60 minutes. I have long felt a need a for a high level overview course on Asset Liability Management training for board members, executive committee and ALCO teams. A course that focuses in equal measure on high level
Net Interest Income – Earnings versus Economic Value. The two elements used within bank ALM analysis are economic value and earnings. Why is earning emphasized more than value? What is wrong with value analysis? In the ALM world we use two tools to illustrate the impact
Asset Liability Management (ALM) in Banking – Assumptions review for model builders In a recent class on Asset Liability Management (ALM) my MBA students asked a number of interesting questions. The questions were interesting because despite working in Risk Management for two decades I had
Risk & Treasury training resource guide Over the last 18 months we have published a great deal of free content focused on risk and treasury training themes. For newcomers to the field and the training site, it is sometimes difficult to locate our most powerful
Building Maturity Liquidity profiles for Deposits and Advances book for ALCO (ALM), ICAAP IAS 30 reporting
The mandate of the ALM (ALCO) committee has increased with changes in the Basel II framework to accommodate liquidity and funding concentration concerns. Commonly known as Basel II extensions or the Basel III framework, the changes put a renewed focus on liquidity coverage ratio and funding concentration. To be fair both interest rate mismatch and liquidity profiling were already areas of focus under the original Pillar III Internal Capital Adequacy Assessment Process requirements.