September 6 - 7, 2017    New York NY , USA
The first day of ALM and Balance Sheet Optimization will start by looking at ALM from a holistic point of view, defining the role and evolution of ALM and how everyone contributes to an effective policy. The rest of the day will then look at the key functions and essentials which affect ALM; Capital Management, Interest Rate Risk and Liquidity Management. The second day will start with an ALM simulation game which has proved incredibly popular in the past. Here, Aico van Nunen (Market Risk Director, BMO) creates an interactive challenge for attendees to simulate a profitable balance sheet. The rest of the sessions will focus specifically on the balance sheet and how to effectively manage and optimize it. Some of the key areas which will be looked at include deposit modeling, model risk management and funds transfer pricing.


Location: Downtown Conference Center
Contact 157 William Street NY 10038 New York , USA


Incisive Media Investments Limited
Haymarket House 28-29 Haymarket London SW1Y 4RX United Kingdom
+44(0) 207 316 9000

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