“Fireside Chat” – Can capital buffers actually help banks in times of crisis?

Date: Thursday 4th March 2021, 12.30pm – 1.30pm UK time

Presenters:
Thomas Sangill, Head of Systemic Risk Analysis and Policy, Danish Central Bank
Chris Blake, Co-Chair, ALMA
Peter Serlachius, Partner, MORS software (Moderator)

Capital buffers should serve their purpose, currently the usability of buffers is low.  There is a need to address this and the interaction between different requirements.  The Danish Central Bank recently published an analysis on the topic – click the link below to take a look.

To book your free place for this event, please click the button below.

Danish Central Bank link: https://www.nationalbanken.dk/en/publications/Documents/2020/11/ANALYSIS_Can%20capital%20buffers%20actually%20help%20banks%20in%20times%20of%20crisis.pdf

Booking link:

https://confirmsubscription.com/h/j/5AB8F7D438AEEBD2

This online course will run from 8th – 12th March 2021, on five afternoons from 1.30pm – 5pm. More than ever, Treasury and ALM have key roles in steering firms’ balance sheets through the financial consquences of the pandemic. This course will introduce the key concepts of capital, liquidity and interest-rate risk management, and their link to financial performance. The course is ideally suited to people from Treasury, ALM, Audit, Risk, Finance, Strategy, IT and other related teams, who wish to broaden their understanding of ALM concepts and grasp the “bigger picture”. The course also forms the perfect springboard for those wishing to go on to take the Certificate in Bank ALM (CertBALM®) qualification.

Click here for Course Guide

Monday 8th – Friday 12th March 2021

Fees for all five half days:

£1,500 + VAT (£1,800)

Non-Members: £1,900 + VAT (£2,280)

BOOK HERE

This course is now Full

Module 1 – Fundamentals of IRRBB

Module 2 – Principal Measures of IRRBB

Module 3 – Behavioural Risks and Structural Hedging of IRRBB

Module 4 – IRRBB Regulatory Requirements and Governance

Days can be booked separately.

Fees:

Members
1 Module:  £250+VAT
2 Modules: £500+VAT
3 Modules: £750+VAT
4 Modules: £950+VAT

(non members £325+VAT per module or £1250+VAT all 4 modules)

To Book :
CLICK HERE

Module 1 – Fundamentals of IRRBB

Module 2 – Principal Measures of IRRBB

Module 3 – Behavioural Risks and Structural Hedging of IRRBB

Module 4 – IRRBB Regulatory Requirements and Governance

Days can be booked separately.

Fees:

Members
1 Module:  £250+VAT
2 Modules: £500+VAT
3 Modules: £750+VAT
4 Modules: £950+VAT

(non members £325+VAT per module or £1250+VAT all 4 modules)

CLICK HERE

Now online, this course will be offered as three consecutive online afternoon sessions on April 27th, 28th and 29th.  The first two sessions on April 27th and 28th will, together, provide an overview of the basics of liquidity and funding.  They will explain how these areas are typically managed and controlled covering both internal and regulatory liquidity and funding ratios.  Current industry practitioners provide examples and lead discussions to bring key topics to life and explain current areas of industry focus.

Session 3 on April 29th, which can also be booked as a stand-alone session, will focus on the Internal Liquidity Adequacy Assessment Process (ILAAP).  As well as providing a useful outline of the ILAAP, examples of topics covered in more detail are liquidity stress testing and how to manage the ILAAP process.  Industry practitioners provide case study examples and lead discussions to illustrate some areas of current best practice.

This course continues to be aimed at those relatively new to these topics and is of potential interest to those working in Treasury, ALM, Risk and Audit functions as well as those in other areas interested in increasing their understanding of these key topics.  This course introduces a range of key concepts and practices that can then be further developed by studying the Certificate in Bank ALM(CertBALM®) qualification.

Click here for a course guide