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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Integrating FTP with ALM and its Role in Risk and Profitability Management

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

1-22 Jul 2021
Online, United States of America

Why You Should Attend

Integrating FTP with ALM and its Role in Risk and Profitability Management

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

As the travel and in-person meeting constraints associated with the coronavirus continue, our live online workshops provide an essential forum for banking executives to stay abreast of industry best practices and key regulatory developments. The convenient half-day sessions enable attendees to easily fit the course into their daily work schedule, and without the time and expense of also having to travel to an off-site location for the event.

In this latest online program. Dr Green provides a comprehensive take on the exciting challenges and possibilities of ALM, and the critical rŰle played by Funds Transfer Pricing in risk and profitability management. And unlike most online courses the sessions are delivered weekly, thus enabling attendees to have the time to fully absorb the material covered during each module.

This workshop is unique in both its exploration of the intrinsic relationship between risk and profitability management, and its comprehensive overview of the theory and practice of ALM. Attendees are provided a comprehensive explanation of the theory of FTP, an explanation which is rigorously grounded in Dr. Green's deep knowledge of asset/liability management (ALM), profitability management and strategic balance sheet management.

Anecdotes from Dr. Greenís work with financial institutions around the globe over the last 25 years infuse the discussion to produce a compelling explanation ofhow FTP must be practiced in order to bring clarity to the analysis of risk and profitability through the entirety of the business cycle. A central premise of the workshop is that risk and profitability management cannot be treated as separate and distinct exercises; rather, they must be acknowledged to be one in the same, and FTP is the key to managing them consistently.

About your expert trainer:

David Green, PhD, CFA has delivered over 100 workshops and lectures around the globe on risk and profitability management.

He is the founder of David Green Advisors, a boutique consultancy specializing in risk and profitability management for depository institutions around the world. Dr. Green draws on lessons learned in a 25+ 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 ALM 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.

Dr. Green holds a Ph.D. in Economics from Georgia State University, a BS in Applied Mathematics from Georgia Tech and is a CFA charter holder. He is a frequent speaker at banking and risk management conferences and workshops. His compelling explanation of the logic of FTP, Acknowledging the Elephant in the Room: The Mismatch Centre, was recently published in A Guide to Behavioural Modelling for ALM. In light of the 2020-1 Coronavirus pandemic, David has successfully transitioned to delivering his courses online, ensuring that banking professionals continue to benefit from his unique insights.


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.

It will also benefit the relevant members of a bankís Audit department, Delegates from Regulators, Central Banks, Federal Reserve Banks and Federal Home Loan Banks all attend Dr Greenís courses regularly so will find this program beneficial

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
    • “Very insightful and thought provoking from a speaker who is clearly a technical SME and enjoys the topic, it was very useful to get David’s market insights and experiences, as well as the demo of the model” BNY Mellon
    • “David Green is incredibly smart, and I’m sure I absorbed way more information than I realize from his experiences. It was a great history of market risk, and why the ALM model and FTP should be coupled” Fulton Bank
    • “The course provides a detailed analysis of the importance of an effective FTP framework and outlines the key areas of focus that must be addressed in order to implement FTP in your organization” Bank OZK
    • “I really enjoyed the course and found it very useful in enhancing my knowledge of FTP” Home Trust
    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