Advanced ALM and balance sheet management
With this badge and completion of the course, this participant has learned to:
- Determine the appropriate amount of capital on a balance sheet
- Build a robust FTP framework
- Address liquidity and credit risk challenges
- Integrate stress-testing scenarios and forecasts into fund decisions
- Respond to risk governance failures by learning from a practical example
- Interpret the regulatory requirements regarding interest rate risk
Skills / Knowledge
- ALM
- Interest rate risk
- Liquidity risk
- Risk management