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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Bank Asset & Liability Management Workshop

A comprehensive overview of best practice standards covering intermediate and advanced topics

1-2 Jul 2019
Warsaw, Poland

Why You Should Attend

Bank Asset & Liability Management Workshop

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

How will you benefit?

The course is designed to provide a comprehensive overview of best practice bank asset and liability management (ALM) standards as they are evolving under the Basel lll framework. The course is adapted to meet the concerns and requirements of banking professionals managing bank balance sheets composed of both liquid and illiquid currency assets and liabilities.

During the two-day workshop a number of intermediate and advanced topics are covered, including balance sheet optimisation modelling, determining the effective behaviour of non-maturing assets and liabilities, bank funds transfer pricing and treatment of liquidity pricing and cost allocation within the FTP framework. The course is meant to provide value to both senior bankers seeking an overview of modern bank ALM, as well as treasury, finance and risk management professionals interested in advanced ALM topics and implementation of Basel lll standards within the bank ALM framework.

About your expert trainer:

Douglas Bongartz-Renaud FRM is owner and Director of Markets & Risk Solutions Pte Ltd, a banking consulting and training firm based in Singapore. He has 35 years experience in banking in the areas of financial products, risk management, and ALM, and recently completed 26 years with ABN AMRO. Recent assignments have included Basel lll training for HSBC and other banks and a seven month project for the IFC (World Bank Group) as treasury and risk advisor at a large Asian bank. In addition he provided ALM design and implementation assistance at a bank in East Africa under an IFC sponsored assistance program. He also provides consulting assistance to an Islamic bank in SE Asia and to a number of banks in Indonesia as a part time SME for KPMG.

During his career at ABN AMRO, he had a number of senior roles, including heading the global FX Derivatives, Interest Rate Derivatives, Structured Products businesses and as head of the Banks Treasury, Risk and Advisory.

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?

Banking professionals involved in all aspects of bank asset & liability management (ALM), including:

Senior management and Bank ALCO members involved in and responsible for ALM;

Professionals involved in bank financial performance management, analysis, balance sheet management, liquidity management and capital allocation;

Balance sheet / banking book risk analysis and management, and implementation of the new Basel lll standards, including IRRBB, ICAAP & ILAAP execution;

Funds transfer pricing (FTP) and design / implementation of Basel lll-based liquidity pricing and cost allocation procedures within the bank FTP framework.

Key Topics

  • Gain a comprehensive overview of best practice ALM
  • Construct IRRBB calculation exercises
  • Evaluate the concerns of managing balance sheets composed of liquid and illiquid assets and liabilities
  • Understand the implementation of Basel III standards within the bank ALM framework
  • Determine the effective behaviour of non-maturing assets and liabilities

  • 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 well suited for people wanting to reflect on regulatory developments in banking” NWB Bank
    • “It is comprehensive and beneficial, especially to treasury managers” Turkiye is Bankasi
    • “Good format to discuss the challenges and growing importance of these issues“ DNB
    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