ALM and Balance Sheet Optimization 2017

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.