Asset Liability Management PDF
Asset Liability Management PDF
Asset Liability Management PDF
International Programme on
Asset-Liability Management in
Banks and Financial Institutions
Coordinators
Dr S V Kuvalekar
Prof Sanjay Basu
International Programme on
Asset-Liability Management in
Banks and Financial Institutions
Duration
Dates
Level of Participation
Coordinators
:
:
:
:
Two Weeks
September 21 October 3, 2015
Senior and Middle Management
Dr S V Kuvalekar
Prof Sanjay Basu
Background
With the deregulation and globalization of financial markets, banks and
financial institutions including large and reputed banks across the
globe have been exposed to various types of market risk. In particular,
the protracted financial crisis was triggered by deep-rooted
weaknesses in Asset Liability Management. As a result, more stringent
ALM guidelines have been recently issued by the Basel Committee.
They call for a sharp increase in liquid assets, stable funds and core
capital for banks.
The emerging challenges in ALM under greater volatility and regulatory
focus require much better skills in market risk measurement and
management. Banks need to estimate and appreciate the impact of the
recent ALM guidelines, under Basel III, on business mix net interest
margins and profitability. This programme is being offered to equip the
participants with the necessary knowledge and technique for the
transition to a more efficient ALM regime.
Objective
The participants will be able to:
Understand the role, scope and relevance of assetliability management in the overall business
management.
Appreciate and apply latest tools and techniques for
management of ALM.
Analyze the operational issues which need to be
addressed in order to ensure effective ALM System.
Contents
The various aspects of asset-liability management will be covered in
the two weeks programme. More focus will be given on the following
topics:
First Week
Second Week
v Understanding of Bank
Balance sheet Under IFRS.
v Organizational aspect of
ALM system and role and
working of Asset-Liability
Management Committee
(ALCO).
v Application of Information
Technology and use of
statistical techniques in
ALM.
v Pricing of Deposits and
Loan Products.
v Managing Liquidity Risk:
Quantification and
Measuring of Liquidity Risk;
Liquidity Gap Analysis;
Contingency Funding Plan;
and Stress Testing for
Liquidity.
v Managing Interest Rate
Risk: Sources of Interest
Rate Risk; use of Simple
Gap Analysis; Duration Gap
and its impact on Value of
Equity; Simulation
Analysis; Value-at-Risk; and
use of Interest Rate
Derivatives.
Participation
q Executives in the middle and senior management
grade from banks who are involved in the
management of ALM system.
q Executives in the middle and senior management
grade from banks working in the
Funds/Treasury/Investment/Risk Management
Department.
q Executives engaged in similar functions in the
financial institutions and investment banks.
q Executives from Central Banks of various
countries.
Teaching Methodology
Various teaching methods
including lectures,
exercises, case discussion,
film shows, computer
aided exercises, etc., will
be used in the programme.
Group discussion and
presentations will be an
integral part of the
programme methodology.
Date
September 21 October 3, 2015
The programme will begin at
9.00 am on September 21 and
will conclude by 1.30 pm on
October 3, 2015. Participants
are expected to reach the
NIBM Campus by the evening of
September 20, 2015.
Faculty
Venue
In addition to NIBM
Faculty, known experts
from the regulators,
banking industry and
professionals will teach as
Guest Faculty.
NIBM Campus
Kondhwe Khurd
Pune, INDIA
Hostel Rooms
Hostel Accommodation
The Programme is fully residential. Participants will
be provided well furnished single room AC
accommodation in the Institute's hostel complex on
the Campus. However, they will not be permitted to
bring their family members to stay on the campus. In
case any Officer/Executive with physical/medical
disability is being nominated, kindly inform us in
advance with particulars of disability to facilitate
necessary arrangements.
The Institute has facilities for outdoor and indoor
games and a large walking/jogging trail for physical
fitness besides a gymnasium and a yoga centre.
Participants are, therefore, encouraged to bring
appropriate clothes/gears, sneakers, etc. Rooms will
have electric kettle, tea/coffee sachets, towels and
essentials toiletries
: 0091-20-26716000 (EPABX)
0091-20-26716305/26716564 (Direct)
Fax
: 0091-20-26834478
E-mail : [email protected]
[email protected]
Website : www.nibmindia.org
: CITIBANK N.A.
: CITIUS33
* Kindly pay an
additional amount
of US$ 10
towards SWIFT
transfer charges
Please see Programme Fee Structure on home page of the website for
Early Bird Incentive, Incentives for SAARC and other developing
countries, Mode of Remittance, Pune City route map and local
conveyance.
Fees
Limited seats are available for this programme. The fee covers the cost of
tuition, teaching materials, books, computer time, full board and lodging
at NIBM for the entire duration of the programme and internal travel for
field visits. However, it does not include excess baggage, embarkation
charges at the airport, etc. Routine medical care by the Resident medical
Officer will be available on the campus including cost of medicines. But
this does not cover: (a) cost of spectacles; (b) hearing aids and orthopedic
appliances; (c) cost of antidiabetic drugs; (d) cost of treatment of venereal
diseases, sterility, impotency, obesity, TB, etc.; and (e) cost of dental
treatment and artificial dentures.
The fee does not cover the participant's out of pocket expenses. In case any
sponsoring authorities/organizations are desirous of defraying these
expenses or giving any other allowance, they may do so directly to the
participant/s. The sponsoring organizations are requested to provide
funds for 5 kilos of extra baggage to carry back the reading materials,
books, etc. They may also provide for embarkation fees.
City of Pune
The Institute is located on the outskirts of Pune, a metropolitan city in
Maharashtra state about 170 km to the south-east of Mumbai. The
city is well-connected by air, rail and road to all the major cities and
business centres of the country.
Pune, considered to be the
educational and cultural capital of the state, is endowed with a
number of renowned institutions. Besides, it has a prominent place in
the historical map of the country. The city also houses a variety of
large and medium sized industrial units and IT companies.
Climate
The city being situated on the eastern hills of the Sahyadri range of
mountains of the western ghats, the climate is generally pleasant.
Day time temperature during the scheduled programme will be a
maximum of 32oC and a minimum of 19oC at night.
Executive
EDP Complex
NIBM