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