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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Asset & Liability Management: Moving Beyond the Model

A structured online course delivered live over 4 half-day modules

16 Mar-6 Apr 2021
Online, United States of America

Why You Should Attend

Asset & Liability Management: Moving Beyond the Model

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

Given the current travel and in-person meeting constraints associated with the coronavirus, we have adapted our live workshops to an online format so that there is still an opportunity to interact with the workshop leader and your peers. In this 4-part online program (3 hours each session) Dr Green provides a comprehensive take on the exciting challenges and possibilities of ALM.

Despite its traditional name, the function is probably better labeled 'balance sheet management'. Regardless of how it is called, all the right pre-conditions (detailed transaction/position data for every line item on the balance sheet, vast simulation capabilities, limitless reporting and analytical possibilities) exist for contemplating outcomes in any pro forma scenario, yet, at most depository institutions, the function fails to produce the value insights and feedback for which it is capable. One key reason is that risk (ALM) and profitability management are often located in separate and distinct functional areas of the organization - ALM is usually a part of Treasury, and profitability management is in Finance. While ALM is intrinsically forward-looking and acknowledges a world of uncertainty, the perspective of Finance tends to be more focused on explaining the very near past and the very near future, and, in the case of the latter, the explanation is usually focused only on a single scenario - the budget.

Delegates attending the workshop are provided a comprehensive overview of the theory and practice of ALM. Anecdotes from Dr. Greenís work with financial institutions around the globe for over two decades infuse the discussion. He offers a compelling explanation of the forces that have driven the evolution of ALM and what remains to be done to enhance the understanding of earnings and balance sheet dynamics. A central premise of the workshop is that risk and profitability management cannot be treated as separate and distinct exercises.

About your expert trainer:

David Green, PhD, CFA is the founder of david green advisors, a boutique consultancy specializing in risk and profitability management for depository institutions around the globe. Dr. Green draws on lessons learned in a 20+ year career spanning banking, bank regulation, consulting and software development to bear on a broad range of risk and profitability management challenges.Prior to consulting, he served as the Treasurer at BankUnited, the largest bank headquartered in Florida, where he was responsible for the investment portfolio, funding and derivatives, secondary marketing, FTP and ALM. Prior to BankUnited, he was the A/L Manager at SunTrust Bank where he built and managed all of the static and stochastic interest rate risk models for the bank and worked to align a number of business functions including budgeting/forecasting, funds transfer pricing and strategic balance sheet management, all while market interest rates were increasingly significantly from 2004-6.

Dr. Green is a former Chairman of the Georgia Bankers Association's A/L Management Committee. He also served as a Bank Examiner at the Federal Reserve Bank of Atlanta, where he also spent two years in research while completing his Ph.D.He was also Chairman of SunGard/Bancware's US Client Advisory Council for many years.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

This course is intended to benefit all members of a depository institutionís ALCO committee, ALM managers and their analysts, FTP managers and their analysts, liquidity managers and their analysts, budgeting/forecasting managers, auditors, product managers, product profitability managers, performance management personnel, as well marketing directors. Regulators, central bankers and academics will also benefit from the extensive discussions and applications of theoretical and conceptual modeling frameworks to real-world problems.

Key Topics

  • Understand that IRR and LR cannot be quantified through a single metric, so multiple measures are required in order to construct a mosaic of the exposures.
  • See how the measurement and management of IRR and LR is materially enhanced
  • Appreciate that the relevance of ALM modeling changes dramatically when it is integrated into other aspects of balance sheet management
  • Learn why the assessment of IRR and LR is highly-levered to the assumptions around the behavior of Non-Maturity Deposits.
  • Gain insights into why behavioral models must be calibrated to a specified level of robustness

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “This is a great course! I truly enjoyed it and it helped me to increase my understanding” National Bank of Canada
    • “Very useful to ALM and ALCO members, invaluable in fact!” Israel Discount Bank
    • “Great, easy to understand, lots of relevant stories and examples from real life. This course has given me a more detailed understanding of IRR & FTP. This will help me to take the lead on the topic within my bank” Synovus
    • “Great course, should be done in-house for all the people involved” APAP
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia Simeonova

    101 Finsbury Pavement, London, EC2A 1RS

    0044 203 002 3172
    Email: kamelias@marcusevansuk.com