The course will provide attendees with detailed tuition on how to manage the entire asset and liability framework by focusing on areas of potential capital savings. A hands-on perspective is followed. The use of worked examples and case studies provides a comprehensive framework to be directly used on a day-by-day basis.
Date: 15th – 17th July 2019 This course is designed to be of most benefit to:
Early bird : RM5,399 If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802. Kindly complete the registration form and email to [email protected] or fax +603 2162 7810 For enquiries please contact: Mathias Sosovele Normariya Sariman Ramesh Kalimuthu For sponsorship & speaking opportunities: For marketing and media enquiries Date: 15th – 17th July 2019 This course is designed to be of most benefit to:
Early bird : RM5,399 If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802./p> Kindly complete the registration form and email to [email protected] or fax +603 2162 7810 The course will provide attendees with detailed tuition on how to manage the entire asset and liability framework by focusing on areas of potential capital savings. A hands-on perspective is followed. The use of worked examples and case studies provides a comprehensive framework to be directly used on a day-by-day basis.
Dr Tiziano Bellini For enquiries please contact: Mathias Sosovele Normariya Sariman Ramesh Kalimuthu For sponsorship & speaking opportunities: For marketing and media enquiries
STRATEGIC BALANCE SHEET MANAGEMENT & OPTIMIZATION:
Scenario-Driven Perspective
About The Seminar
During the first day, margin at risk and liquidity are explored through the lenses of the traditional asset and liability management framework. Case studies help consolidating the broader understanding of the key issues risk managers need to face.
A deep dive into credit risk characterizes the second day. An introduction to portfolio credit risk modelling is followed by the exam of the relationships with Advanced Internal Rating Based (AIRB) modelling. A series of case studies allow attendees to grasp strategic balance sheet management hands-on details. Market and operational risks are also investigated by paving the way to the overall RWA projection.
During the third day, capital allocation is explored by focusing on credit risk policies and strategic planning. Balance sheet and profitability projections are at the very heart of a process aimed at identifying the risk adjusted capital efficient frontier. Case studies help consolidating the broader understanding of the key issues risk managers need to face on a day-by-day basis.
KEY HIGHLIGHTS
Seminar Agenda
Venue: Kuala Lumpur
Standard : RM5,999 per delegate
2 delegates (5% Discount) : RM5,699 per delegate
3 delegates (15% Discount) : RM5,099 per delegate
4 delegates (20% Discount) : RM4,799 per delegate
5 delegates (30% Discount) : RM4,199 per delegate
Learn More
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
Anna Rozana Ramli
Marketing Director
[email protected]
Direct Line: +603 2162 7800 ext 22
Venue: Kuala Lumpur
Standard : RM5,999 per delegate
2 delegates (5% Discount) : RM5,699 per delegate
3 delegates (15% Discount) : RM5,099 per delegate
4 delegates (20% Discount) : RM4,799 per delegate
5 delegates (30% Discount) : RM4,199 per delegateAbout The Seminar
During the first day, margin at risk and liquidity are explored through the lenses of the traditional asset and liability management framework. Case studies help consolidating the broader understanding of the key issues risk managers need to face.
A deep dive into credit risk characterizes the second day. An introduction to portfolio credit risk modelling is followed by the exam of the relationships with Advanced Internal Rating Based (AIRB) modelling. A series of case studies allow attendees to grasp strategic balance sheet management hands-on details. Market and operational risks are also investigated by paving the way to the overall RWA projection.
During the third day, capital allocation is explored by focusing on credit risk policies and strategic planning. Balance sheet and profitability projections are at the very heart of a process aimed at identifying the risk adjusted capital efficient frontier. Case studies help consolidating the broader understanding of the key issues risk managers need to face on a day-by-day basis.
KEY HIGHLIGHTS
Seminar Agenda
Seminar Speaker
PhD, (Statistics)
Account Manager, REDmoney Seminars
[email protected]moneygroup.com
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
Anna Rozana Ramli
Marketing Director
[email protected]
Direct Line: +603 2162 7800 ext 22
8:30am – 9:00am
Registration & Coffee
9:00am – 10:30am
Session 1: Introduction to Asset and Liability Management
10:30am – 11:00am
Coffee
11:00am – 12:30pm
Session 2: Margin at Risk Analysis (a link to Pillar 2 capital requirements)
1:00pm – 2:00pm
Lunch & Prayer Break
2:00pm – 3:30pm
Session 3: Interest Rate Sensitivity Analysis
3:30pm – 3:45pm
Coffee
3:45pm – 5:00pm
Session 4: Liquidity Risk: Managerial Approach
5:00pm
Wrap up day 1
8:30am – 9:00am
Registration & Coffee
9:00am – 10:30am
Session 5: Liquidity Risk Analysis from a Regulatory Perspective
10:30am – 11:00am
Coffee Break
11:00am – 12:30am
Session 6: Credit Risk RWA
12:30pm – 1:30pm
Lunch & Prayer Break
1:30pm – 3:00pm
Session 7: Case Study on Portfolio Modelling
3:30pm – 3:30pm
Coffee
3:30pm – 5:00pm
Session 8: Market and Operational Risks
5:00pm
Wrap up day 2
8:30am – 9:00am
Registration & Coffee
9:00am – 10:30am
Session 9: Overall RWA Aggregation
10:30am – 11:00am
Coffee Break
11:00am – 12:30am
Session 10: Balance Sheet and Capital Planning
12:30pm – 1:30pm
Lunch
1:30pm – 3:00pm
Session 11: Credit Risk Policies and Capital Allocation
3:00pm – 3:30pm
Coffee Break
3:30pm – 5:00pm
Session 12: Efficient frontier
5:00pm
Course Conclusion
8:30am – 9:00am
Registration & Coffee
9:00am – 10:30am
Session 1: Introduction to Asset and Liability Management
10:30am – 11:00am
Coffee
11:00am – 12:30pm
Session 2: Margin at Risk Analysis (a link to Pillar 2 capital requirements)
1:00pm – 2:00pm
Lunch & Prayer Break
2:00pm – 3:30pm
Session 3: Interest Rate Sensitivity Analysis
3:30pm – 3:45pm
Coffee
3:45pm – 5:00pm
Session 4: Liquidity Risk: Managerial Approach
5:00pm
Wrap up day 1
8:30am – 9:00am
Registration & Coffee
9:00am – 10:30am
Session 5: Liquidity Risk Analysis from a Regulatory Perspective
10:30am – 11:00am
Coffee Break
11:00am – 12:30am
Session 6: Credit Risk RWA
12:30pm – 1:30pm
Lunch & Prayer Break
1:30pm – 3:00pm
Session 7: Case Study on Portfolio Modelling
3:30pm – 3:30pm
Coffee
3:30pm – 5:00pm
Session 8: Market and Operational Risks
5:00pm
Wrap up day 2
8:30am – 9:00am
Registration & Coffee
9:00am – 10:30am
Session 9: Overall RWA Aggregation
10:30am – 11:00am
Coffee Break
11:00am – 12:30am
Session 10: Balance Sheet and Capital Planning
12:30pm – 1:30pm
Lunch
1:30pm – 3:00pm
Session 11: Credit Risk Policies and Capital Allocation
3:00pm – 3:30pm
Coffee Break
3:30pm – 5:00pm
Session 12: Efficient frontier
5:00pm
Course Conclusion
