York Hao
Learning objectives
Determine the appropriate amount of capital on a balance sheet
Build a robust funds transfer pricing framework
Apply best stress-testing practices for balance sheet management
Assess the modelling of non-maturing deposits
Examine regulatory requirements
Master interest rate risk management
Skills / Knowledge
- ALM
- Alco members
- Interest rate risk
- Liquidity risk
- Risk management
- Balance sheet management
- Stress-testing
Issued on
September 30, 2024
Expires on
Does not expire