Course Details

This intermediate-level programme is designed to give delegates practical "hands-on" expertise for immediate implementation in their own organizations. The programme begins by reviewing strategic and tactical considerations in traditional ALM frameworks and extends this analysis to include credit activities, alternative investments and SIVs, derivatives applications, consumer liability products, structured financing, and capital strategies. The programme includes optional late-afternoon sessions on each of the first three days to explore specialized issues in ALM for delegates from different backgrounds and institutions, including: strategic designs of consumer financial products, risks in alternative investment portfolios and liability-driven and immunization strategies in ALM.

The programme makes extensive use of short problems, case studies, Excel exercises, and Bloomberg information. Delegates should have a basic understanding of financial markets and products. Pre-course review material will be available to help those wishing to review basic concepts before the programme.