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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Training Course: Asset Liability Management – How to Optimise the Banking Book of a Financial Institution

A structured online course delivered in four half day sessions over four days

12-15 Oct 2020
Online, United Kingdom

Why You Should Attend

Live Online Training Course: Asset Liability Management – How to Optimise the Banking Book of a Financial Institution

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

The benefits of attending our training courses are well known. Apart from the practical knowledge gained from the trainers there is also the opportunity to benchmark your business processes against industry best practices along with gaining valuable insights from the other participants. However, work pressures, budgetary constraints, or external factors, can make it difficult to travel to courses and be there in person. This live online training course has been created to enable executives from banks worldwide to experience the benefits of a live course from their office or home.

The role of the active management of the banking book in the banking industry is constantly growing.  The traditional approach to the Asset Liability Management practice which operated as a reactive process following product origination by the customer – facing business is no longer viable.  In the Basel III and IV era a more proactive approach to ALM is required, in order to manage the balance sheet in an efficient way.

The objective of these webinar sessions is to emphasize that ALM is an all – encompassing discipline and one that should be at heart of all senior bankers, particularly the executive committee. Therefore, during the sessions, the key challenges in modern banking will be raised, for example: is it possible to optimize the banking book of a bank to achieve lower cost of funding or increased profitability of assets?  Should modern ALM operate based on the integrated model rather than on the model which is silo based? The audience will be witnessing the application of the numerical optimisation techniques on both sides of the banking book and will analyse, together with the webinar leader, the benefits which are quantifiable and measurable.

Attendees will leave the course with a well-rounded understanding of the best practices to modern ALM and balance sheet management and will be able to depict elements to enhancing their own institutional practices to achieve higher efficacy and effectiveness of bank balance sheet management.

About your expert trainer:

Beata is a financial engineer with over 15 years of practical experience gained in international financial institutions such as GE Capital, Deloitte, and Standard Chartered Bank, based both in Milan and London. Currently she leads a small boutique consulting company, BL Advisory & Consulting in London.

Previously she was the Head of Market Risk of the MeDirect Group in London with her main focus being IRRBB, Market Risk, and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London. In addition, Beata is actively providing trainings for banking industry professionals across the globe (Kuwait, London, USA, Oman, Qatar, and Turkey).

Beata is an author of the book “Asset Liability Management Optimisation – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London. Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management, and Balance Sheet management through FTP and optimisation.

Beata holds a PhD granted by Wroclaw University of Economics in Poland. In her PhD thesis she launches the hypothesis that the application of the optimisation techniques improves the management of the banking book in terms of quantifiable economic impact on the P&L of the bank and that there is clear benefit from the integrated treatment of the interest rate risk and liquidity risk under one approach. She strongly promotes the proactive management of the balance sheet of a bank. The results of her research are published in Financial Sciences, Springer Proceedings in Business and Economics and Research Papers of Wroclaw University of Economics.

Who should attend?

· Liquidity managers and IRRBB managers

· Finance professionals

· Bank treasurers and treasury professionals

· ALM professionals

· ALCO members

· Advisors at consultancy firms

· Bank supervisors

Key Topics

  • Understand the benefit coming from the application of the optimisation techniques in ALM
  • Learn how to build the optimisation exercise for practical application in ALM
  • Reduce the cost of funds and increase the profitability of your asset base as a result of application of the optimisation process
  • Be provided with the simplified version of the optimisation model for the banking book

  • 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
    • “Benefitted from invaluable lessons learned” BNP Paribas
    • “The practical approach solidified my understanding of the topic, well structured course” ING Bank
    • “Fun, informative, thought provoking” Lloyds Banking Group
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    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