The programme defines the scope of asset and liability management and the governance that makes it effective, in particular the role of the dedicated committee.
Participants work through interest rate, liquidity, transformation and foreign exchange exposures and the measures used to quantify them, from gap analysis to the economic value of equity and regulatory liquidity ratios. Stress testing is treated as a steering tool rather than a reporting exercise.
The final sequence is devoted to building a concise dashboard that supports balance sheet decisions. Participants leave able to read, challenge and contribute to their institution's balance sheet strategy.
Who it is for
Treasury, finance and risk professionals involved in balance sheet steering.