Master-class  “Asset and liability management + Securitization” is designed to give participants a broad overview of the basic principles of ALM, including interest-rate risk, liquidity risk, balance sheet hedging,  overview and recent trends of securitization,  ALM-model risk management

The Master-class purpose:

• Learn how to assess the strengths and weaknesses in your current A & L process

• Enhance your practical understanding of strategic balance sheet management issues

• Gain a detailed understanding of the impact of Basel II, III and IV on ALM decision making

• Develop effective balance sheet hedging strategies, banking and credit management

• Regulatory distinction between securitizations and other financial market tools

 

 

The course will explore its issues and its challenges for both bankers and regulators. The course will emphasize practical advantages and disadvantages of risk measurement and management tools and techniques. Samples of best practices risk reports and securitization will be provided.

 

This workshop focuses both on the practicalities of securitization and on the realities of the post-crisis securitization market: the issues that are driving it and the types of transactions which have and are emerging in the European Market.

The case studies will give you real life examples of the theories covered in the lectures, giving you a greater understanding of the course topics. The same sample bank is used for most risk measurement, reporting and hedging examples to enhance examples and comparisons.

 

At the end of the master-class "Asset and liability management + Securitization" the student must:

 

-  Have an understanding of the mechanism of modern Securitization processes and Asset and liability management, banking financial risks, risk      assessment and risk management;

- Know the main ways of assessing and managing economic activities and ratios;

- Be able to apply their knowledge in certain practical situations to save business competitiveness and competence of the team leader.