With the turmoil created in the wake of the global financial crisis, the implementation of a robust risk management discipline in financial institutions is now considered one of the most important needs of the moment. This course provides instruction in Asset Liability Management set within a context of some of the most important contemporary ALM issues facing Islamic financial institutions, and shares leading solution methodologies used to overcome well-known risk management challenges. KEY HIGHLIGHTS Date: 9th April 2018 For enquiries please contact: Mathias Sosovele Normariya Sariman Ramesh Kalimuthu For sponsorship & speaking opportunities: For marketing and media enquiries With the turmoil created in the wake of the global financial crisis, the implementation of a robust risk management discipline in financial institutions is now considered one of the most important needs of the moment. This course provides instruction in Asset Liability Management set within a context of some of the most important contemporary ALM issues facing Islamic financial institutions, and shares leading solution methodologies used to overcome well-known risk management challenges. KEY HIGHLIGHTS Part 1: ALM and Liquidity Risk Management Overview of Financial Intermediation in Islamic Banks ALM in Islamic Banks Liquidity Risk Management in Islamic Banks Part 2: Markup and Currency Risk Management Markup Risk Management in Islamic Banks Currency Risk Management in Islamic Banks Part 3: Risk-based pricing Risk-based pricing of Islamic financing receivables Case Study: Pricing cost of funds refinancing risk Risk-based pricing of Sukuk Case Study: Pricing credit risk in Sukuk Al-Ijara Dr Ken Baldwin Dr. Ken has worked as a practitioner in banking and finance for over 25 years in senior quantitative finance and risk management positions. Having graduated from Oxford University with a first-class honors degree in Physics, he qualified as a Chartered Accountant before joining UBS, and then later Credit Suisse, in derivatives risk and control functions based in London. He gained a PhD in the microeconomic theory of risk sharing in Islamic contracts, and worked in the GCC for 15 years in Islamic retail and Islamic investment banks. Dr. Ken built an ALM analytic technology platform for Abu Dhabi Islamic Bank, was MENA Regional Head of Quantitative Analysis for Citigroup, and has worked in quantitative risk management roles for both conventional and Islamic private equity and venture capital institutions. He most recently set up the Islamic Development Bank’s Financial Policies and Planning function, which provides risk and pricing analytic support at product and balance sheet levels. Dr. Ken is currently a senior university lecturer in finance in the UK, has published quantitative finance articles in peer-reviewed academic journals including the Journal of Risk, and taught CFA and FRM in his earlier career. Dr. Ken Baldwin has worked as a practitioner in banking and finance for over 25 years in senior positions spanning the front and middle offices. Having graduated from Oxford University with a first-class honors degree in Physics in 1989, he qualified as a Chartered Accountant with PWC, before joining UBS, and then later Credit Suisse, in derivatives risk and control functions based in London. For enquiries please contact: Mathias Sosovele Normariya Sariman Ramesh Kalimuthu For sponsorship & speaking opportunities: For marketing and media enquiries Our team will be glad to answer any questions you may have about this seminar.
Asset Liability Management and Risk-Based
Pricing for Islamic Financial Institutions
SIDC CPE - accredited: 10 CPE Points
About The Seminar
Going beyond ALM, but closely related to it, risk-based pricing of financial instruments ensures that stakeholders are sufficiently compensated for the risks to which they are exposed. Many of these risks are complex, and use sophisticated technologies to price them accurately. Nevertheless, this course explains their basis and provides a toolkit of methodologies which can be applied to price different types of risks inherent in the financial products and balance sheets of Islamic banks.
The course will include a high level of interactive discussion, analysis of case studies, and thorough instruction in techniques which can be applied by practitioners for their everyday financial management needs
WHERE & WHEN
Venue: KUALA LUMPUR
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810
Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802
Tiviaa James
Marketing Executive
[email protected]
Direct Line: +603 2162 7800 ext 62
Standard: RM1,999
Register before 9th March 2018
About The Seminar
Going beyond ALM, but closely related to it, risk-based pricing of financial instruments ensures that stakeholders are sufficiently compensated for the risks to which they are exposed. Many of these risks are complex, and use sophisticated technologies to price them accurately. Nevertheless, this course explains their basis and provides a toolkit of methodologies which can be applied to price different types of risks inherent in the financial products and balance sheets of Islamic banks.
The course will include a high level of interactive discussion, analysis of case studies, and thorough instruction in techniques which can be applied by practitioners for their everyday financial management needs
Seminar Agenda
SEMINAR SPEAKER
Former Director Financial Policies & Planning, Islamic Development Bank
SEMINAR SPEAKERS
He gained a PhD in the microeconomic theory of risk sharing in Islamic contracts, and worked in the GCC for 15 years in Islamic retail and Islamic investment banks. Whilst at Abu Dhabi Islamic Bank, Dr. Ken built an ALM analytic technology platform capable of capturing liquidity and interest rate risks inherent in the many varied Islamic financing products used at retail and corporate levels. He then moved to take up the position of MENA Regional Head of Quantitative Analysis for Citigroup. At Citicorp, Dr. Ken worked on structuring complex products used by Gulf-regional corporations to hedge FX and interest risks. Still residing in Bahrain, Dr. Ken then joined Investcorp, where he worked on the risk due diligence of corporate private equity and real estate private equity transactions and portfolio management. After leaving Investcorp, he set up the risk management department for venture capital bank, providing Basel III compliance and deal analysis for the bank. He then operationalized a new Islamic investment bank as its Chief Operating Officer for 3 years, before his most recent industry role at the Islamic Development Bank, where he set up and ran a new department tasked with developing Financial Policies and Planning underpinned by robust financial analytic tools and methodologies designed specifically for the IDB. Dr. Ken is currently a senior university lecturer in finance in the UK. He has published quantitative finance articles in peer-reviewed academic journals including the Journal of Risk, and during his earlier career, taught CFA and FRM professional certifications as a pastime for the Bahrain Institute of Banking and Finance.
Contact us
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810
Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802
Tiviaa James
Marketing Executive
[email protected]
Direct Line: +603 2162 7800 ext 62For any inquiries contact us
Kindly complete the registration form and email to [email protected] or fax +603 2162 7810
Early bird : RM1,799
If you are looking for an in-house training program, kindly please send a Request for Proposal to [email protected]
Dr Ken Baldwin
Former Director Financial Policies & Planning, Islamic Development Bank
