Webinar: Fundamentals of Banking ALM, Part III: Interest Rate Risk Measurement Tools

Produced by the Knowledge Center, expert training from S&P Global Market Intelligence

December 6 • 2:00-4:00 p.m. ET • Join us live for this online, instructor-led course

 

Since the 2008 financial crisis, we have observed a number of well-publicized cases of dramatic losses at financial institutions both large and small. These losses have increased the public’s awareness of the interest rate and liquidity risks associated with traditional banking activities as well as newer and more complex instruments. This class will identify the products that are most often used to either leverage or de-leverage risk, as well as the asset/liability management strategies and tools used to manage these positions.

This final session focuses on understanding the role of ALM and standard interest rate risk (IRR) tools. We will discuss methods of assessing market risk within a bank’s portfolio and the tools used for measurement, such as duration and convexity and Value at Risk (VaR).

What you’ll gain:

  • Lessons from the 2008 financial crisis using case studies
  • Understanding of the asset/liability management (ALM) organization
  • Use of quantitative analysis tools (Liquidity Risk and Interest Rate Risk)
  • Review of regulatory requirements (Basel and Interagency guidance)

Learn more about the other sessions in this series:

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