Treasury Management Week
Treasury Management Week is designed for Heads and senior managers in Treasury Departments and Dealing Rooms, Risk Management and Internal Audit of financial institutions, as well as board members and upcoming board members who want to upscale their Treasury decision making skills.
The Treasury Week provides a capstone experience in Risk and Asset Liability Management for treasury professionals with banking and corporate finance backgrounds. The week is designed for CETM participants who have successfully completed all e-learning modules, but it can also be accessed directly by experienced executives looking to get up to speed quickly on best practices in Asset Liability Management.
Asset Liability Management is about the interactions between funding strategies and the deployment of productive assets. It measures and manages the impact on earnings and economic capital arising from interest rate, forex and maturity mismatches. Counterparty credit risk and credit portfolio quality represent cross-cutting triggers that may accelerate an ALM crisis. The Treasury Week therefore emphasizes comprehensive scenario analysis and interactive stress testing applied to realistic cases that encourage experiential learning and peer exchange.
Fundamentals of Asset & Liability Management
Participants recap the fundamentals such as forex, money markets and fixed income, learn the organization of ALM, economic capital & ICAAP as well as the key regulatory developments.
Interest Rate Risk in the Banking Book
Participants master the metrics for earnings and the economic capital impacts. They gain expertise about macro hedges of IRRBB & stress testing using the ALM-PRO Model and discuss recent market failures.
Structural Forex Exposures
Participants study the forex risk in structurally vulnerable currency environments, gain profound knowledge in banking book forex risk scenarios, as well as hedging strategies simulated with the ALM-PRO Model.
Counterparty & Portfolio Credit Risk
Participants broaden and deepen their understanding in expected vs. unexpected losses, correlation metrics and portfolio stress testing. They simulate portfolio stress events on the ALM-PRO platform and discuss the Financial Crisis Post Mortem.
Participants gain a better understanding in ratios, maturity gap, funding matrix, stress testing and deposit prolongation behavior analytics. Further, they review the Basel 3 Liquidity Guidance (LCR & NSFR) and model liquidity stress under various trigger scenarios as well as ILAAP.
Venue: Frankfurt School of Finance & Management, FS Campus, Frankfurt, Germany
*Price includes registrations, course materials and 5-days full board accommodation. Group discount of 10% in case of two or more participants per company and date. Early bird discount of 10% if registered by 24 June 2018. Only one discount may be used.
As the Chartered Banker Institute is an EBTN member, we are delighted to offer members of the Institute an additional 15% discount. Be sure to mention your EBTN affiliation to receive this discount.