ALM Workshops, Q4 2018: San Francisco & London
Announcing the following ALM Workshops for Q4 2018:
- San Francisco, September 6-7
- London, October 3-4
With interest rates moving higher in many countries for the first time in a decade, its been quite some time since banks have given much thought to interest rate risk. With excess liquidity quickly drying up as well, liquidity risk is also back on the radar screen.
Please join me for an exciting 2-day session where we explore the history and current challenges of asset/liability management. Given that risk and profitability management must be addressed simultaneously, we will discuss the use of FTP to identity, price and transfer interest rate risk and liquidity risk from the lending and deposit gathering business units to a central mismatch center. We will also discuss the modeling of non-maturity deposits and considerations for quantifying and managing behaviors in a tight liquidity market.
I will share numerous lessons I have learned in almost 25 years of working with banks, credit unions and their regulators from around the globe. Don’t miss this opportunity to make sure that you are ready for rising rates!
For more information about the workshop, see Asset Liability Management: Moving Beyond the Model.
Delegate testimonials can be found here and if you have any questions, please feel free to send me a message. If you have attended one of my workshops in the past, your comments and testimonials are always appreciated.
I hope to see you soon.