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Programmes > Treasury & Asset, Liability Management

Treasury & Asset, Liability Management

Location
Brunei Institute of Leadership & Islamic Finance (BILIF). Level 3, CIBFM/ILIA Building, Universiti Brunei Darussalam, Lebuhraya Tungku, BE1410 (Location Map)
Programme Categories
Training Courses

PROGRAMME OBJECTIVE:

By the end of the training, the participants have a broader perspective of Treasury Market as well as measuring the hedging and risk management. More specifically, they should:

  • To enable the participants have a broader perspective of the Treasury markets and products
  • To appreciate the nuances of Asset Liability Management principles and implementation issues
  • To understand and measure the dynamics of hedging and risk management within the context of ALM
  • To calculate and interpret various metrics

PROGRAMME OUTLINE:

DAY 1

  • Successfully Implementing ALM
  • Banks Static Risk Assessment
  • Strategic Liquidity Management
  • Strategic Capital Management
  • Fund Transfer Pricing
  • Etc.

DAY 2

  • Managing Banking Book Risk
  • Hedging in ALM
  • Symmetric Hedging Decision
  • Assessing Hedge Effectiveness
  • Etc.

DAY 3

  • Asymmetric Risk Analysis
  • Asymmetric Hedge Decision
  • Value at Risk vs. Earning at Risk
  • Advance Analysis?Monte Carlo Overview & Analysis

PROGRAMME:

  • Lectures, Exercises, Discussion and Case Studies

TRAINER’S PROFILE – RAGHU K.

HIGHLIGHT OF HIS CAREER

  • Specialist financial Trainer who is CFA and FRM Chartered
  • Established International Financial Regulatory Architecture frameworks and benchmarks for top companies in order to deepen the understanding and working knowledge of all regulations that could adversely affect impact the organization
  • Developed customized learning solutions to three of the top tier investment banks in valuation, financial modeling, financial markets and products, global macro-economic analysis and structured products
  • Trained and headed the education initiative for client advisers in the wealth management domain of a very large wealth manager
  • Trained candidates in CFA, FRM, CAIA and IAQ programmes

AREA OF EXPERTISE

Enterprise Risk Management

  • Basel III
  • Leveraged Buy Outs
  • Stock Valuation
  • Financial Modeling & Valuation
  • Advance Risk Modeling
  • Credit & Market Risk
  • Financial Statement Analysis
  • Advance Statistical Analysis
  • Risk Management & Modeling

EDUCATIONAL & PROFESSIONAL QUALIFICATION

Certified Financial Analyst (CFA®)

  • Chartered Financial Risk Manager (FRM)
  • Chartered Member of Global Association of Risk Professionals (GARP), USA
  • Masters in Finance

WORK EXPERIENCE

Conducts training programmes mainly on Enterprise Risk Management and Advance Risk Modelling around the world

  • Associate Director for UBS
  • Guest Lecturer at Department of Financial studies, University of Delhi, India
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