World Business StrategiesServing the Global Financial Community since 2000

By the end of this course you will be able to:

  • Implement an adaptable and flexible action plan for ALCO and the balance sheet that addresses risk management and customer requirements during the Covid-19 stress period
  • Implement best-practice capital management and capital adequacy assessment (ICAAP) and Recovery Plan processes
  • Implement best-practice liquidity risk management and liquidity adequacy assessment processes (ILAAP) and optimised liquid asset buffer (HQLA) practice
  • Ensure compliance with regulatory requirement on interest-rate risk in the banking book (IRRBB), including IRR metrics and Pillar 2 capital impact
  • Apply best-practice asset-liability committee (ALCO) governance framework and operating model

Course Content:

  • Lecture 1: Navigating Treasury and asset-liability management thru the Covid-19 stress: Short- and medium-term Treasury action plan
  • Lecture 2: Capital Management and ICAAP and risk appetite statement review
  • Lecture 3: Liquidity Risk Management, ILAAP and optimising the High Quality Liquid Asset (HQLA) portfolio
  • Lecture 4: Interest-Rate Risk in the Banking Book (IRRBB)
  • Lecture 5: Best practice ALCO Governance Framework
  • Discount Structure
  • 70% Academic Discount
    (FULL-TIME Students Only)

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