Bank regulators continue to give Asset/Liability management a high priority, with emphasis on management of market, liquidity, and credit risks.
Asset/Liability managers are challenged to keep pace with industry changes as new areas of risk are identified and new tools and models are developed to help measure and manage risk. With Sheshunoff’s training certification program, you will be better prepared to make crucial ALM decisions.
This robust training provides the in-depth knowledge you need to effectively all aspects of interest rate risk including basis risk, twist risk, mismatch and option risk. Plus, you’ll earn a professional designation! Our unique course includes 8 interactive webinars as well as an accompanying manual.
Coupled with the accompanying manual, this training covers Asset/Liability management in a format that ensures trainees understand each step before moving on to the next one. Our expert will guide attendees through the most critical facets of Asset/Liability management, using section reviews to prepare them to complete their independent study and take the certification exam. The training includes:
• Defining and quantifying interest rate risk
• Utilizing gap analysis and its limitations
• Duration analysis – how to use it, and its disadvantages
• Income simulation analysis
• Economic value sensitivity analysis
• Asset/Liability Management goals, policies, procedures and systems
• Managing interest rate risk by focusing on investments
• Methods for effective back-testing
• Market value of portfolio equity
• 170-item checklist for evaluating interest rate risk computer models
• Dealing with administered rates, uncertain maturities and hidden options
Our speaker will also address recent regulatory publications including the 2010 Interagency Advisory on Interest Rate Risk Management, 2011 Supervisory Guidance on Model Risk Management and the 2012 Interagency Advisory on Interest Rate Risk Management Frequently Asked Questions.
Training will be conducted twice daily from 11-12:30 and 2:30-4 Eastern Time. Each session is approximately 60 minutes, followed by 30 minutes for questions and answers and live discussion. Plan to attend each session in its entirety in order to take full advantage of this unique learning experience.
Attendees present for all 8 webinars and who complete a survey will receive a certificate for 9.5 continuing education credits. Those unable to attend a specific session will have access to audio recordings for all sessions along with presentation material on a secure website. All attendees must call in from one phone line. Additional charges will apply for multiple phone lines. If you are unable to attend this training session, contact your account representative to register for the next Certification Training Program.