Debt Management Schemes for Bankers

Banks remain a vital part of the global economy, and the reason for the global eminence of banking is asset liability management (ALM).

This course is a comprehensive treatment and analysis of an important financial market discipline, it is essential for all those involved in banking and the debt capital markets. It describes the techniques, products and art of ALM.

Discussion and practical modules to be covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis.

Objectives

Able to understand the basic issues such as liquidity, gap and funding risk management in banking activities
Understand the principles of hedging using interest–rate derivatives and credit derivatives and able to discuss fully the impact of Basel II
Able to analyse the use securitisation in the banking sector and can participate in balance sheet management processes
Can develop and manage structured finance products including asset–backed commercial paper, mortgage backed securities, collateralised debt obligations and structured investment vehicles, and understand their role in ALM
Able to develop key aspects of treasury operations and group transfer pricing.
Will understand the use of basic software applications, including yield curve model, cubic spline spreadsheet calculator, CDO waterfall model and the spreadsheet models.

Who should attend

This course is recommended for top business managers, senior/middle level officers in the banking industry, senior finance officers in government sectors, managers of government functionaries, senior managers in other public and private sectors.