This one day course covers the main techniques typically used to measure interest rate risk in the banking book and how (and why) these differ from those used to measure similar risks in a trading book.

It assumes no prior knowledge and is, therefore, suitable for those new to a bank or building society ALM/Market Risk function. It is also suitable for more experienced staff from:

• ALM
• Audit
• Finance
• IT Systems

The next course will take place on 25th June 2012 - Click on arrows for a brochure. >>

A three day course intended for staff in treasury and balance sheet management, support staff and regulators, who wish to deepen their understanding of asset and liability management.

This course focuses on core ALM topics:

• Liquidity
• Interest Rate Risk
• Capital management

The next course will take place between 12 -14 September 2012 - Click on arrows for a brochure. >>

A three day advanced course for ALM staff with at least two years experience of some aspect of balance sheet management who now wish to broaden their knowledge.

Specific issued addressed during this course are:

• ALM issues for asset led and liability led banks ALM synergies at group level Merger issues Contingency planning for shock events
• Shareholder value creation/destruction

The next course will take place between 21 - 23 November 2012 - Click on arrows for a brochure. >>