Asset and Liability Management Simulation Workshop

Asset and Liability Management Simulation Workshop

15-19, May 2017. Lagos


Strap yourself in for ideas

Prepare for a full day of discussion from some of the Nigeria’s best and brightest.

  • Details

    Benefits of Attending 
    This comprehensive workshop will give delegates a thorough understanding of managing interest rate & liquidity risk and exploring best practice in risk reporting, contingency planning and regulatory compliance.

    This course will explore the issues and challenges of Asset and Liability Management for bank risk managers, auditors, and regulators. The course will emphasise practical advantages and disadvantages of risk measurement and management tools and techniques, using samples of best practice risk reports.

    The workshop combines theoretical training describing and explaining many of the specific ALM concepts involved with a hands-on application via an internet based simulator. This simulator, designed by our partner SimArch, is one of the most advanced and comprehensive available anywhere in the world and has been used by a large number of internationally renowned banks. The ALM simulation program used is called GuardB@nk 3 which depicts a full-services bank operating within a competitive environment.

    Basic knowledge in risk management, control and statistics is required. Active participation of the class is necessary to benefit from the full value of this programme.

    Course Methodology
    Delegates will be divided into management teams each managing their own bank. As in the real world, banks compete against one another. The teams have to price loans and deposits and make marketing and strategic decisions. Furthermore, they have to manage a portfolio of loans and securities, ensure that their bank meets the capital adequacy requirements and that it manages the ALM function well. All this whilst monitoring various risks in an environment characterized by volatile interest rates. Decisions are made on a quarterly basis.

    At the end of each quarter participants receive a new set of financial statements. This process assists participants in experiencing and measuring both the immediate and long-term effects of their decisions on the performance of their bank.

    Each participant to the program has the opportunity to experience the complexities of managing the ALM function in a bank. After the final decisions have been submitted, the results of all the banks are debriefed and a short report will be prepared in order to see why some banks have been more successful in creating shareholder value than others. In order to prepare themselves for the practical part of the program, participants receive a User Manual, an initial set of Financial Statements and an Industry Report. These pre-reading documents are sent via email to participants two weeks prior to the commencement of the training program.

    The course is designed to provide a mix of concepts with practical applications
    Course material and organisation begin with fundamentals and proceed to advanced concepts
    Hands on exercises for 4 methods of measuring rate risk plus liquidity stress testing
    Case studies based on real-world examples

    15-19, May 2017.

    Moneymart Centre, Plot 1398B, Tiamiyu Savage St., Victoria Island, Lagos


    For more information or to book for this workshop, please contact:

    Andrew Farrer Chris Jaiyeola Mary Gbegbaje
    Tel: +27 10 822 1462 Tel: +234-1-2700427-9 Tel: +234-1-2700427-9

  • Outline

  • Trainers