Asset and Liability Management

Asset and Liability Management


Event Details


Duration:    3 Days; 15-17 October, 2018

OBJECTIVES

At the end of the training, participants will be able to:

 

  • Identify the conceptual aspects of Asset and Liability Management (ALM).
  • Acquire skills to manage assets and liabilities more efficiently in a competitive environment.
  • Identify potential client and risk mitigating techniques used to overcome key asset and liability risks.
  • Evaluate contemporary issues and risk management approaches aimed at reducing price and liquidity risks in banks.
  • Understand and apply the compliance procedures of ALM.

 

CONTENTS

  • Conceptual Framework on Asset and Liability Management.

– Need for macro- and micro-level Asset and Liability Management.

  • Asset and Liability Components of a Balance Sheet.
  • Speciality of Banks.
  • Key assets and liabilities components on banks.
  • Each component and information value

 

  • Functions of ALCO and other Committees in ALM.
  • Role of Asset and Liability Committee (ALCO).
  • Role of Credit Committee and Investment Committee.

 

  • Managing Off-Balance Sheet Risks.
  • Off-Balance Sheet Items and Information and Risks Potential.
  • Regulatory position regarding Off-Balance Sheet Items.

 

  • Liquidity Management.
  • Types of Liquidity Problems.
  • Short run Liquidity Problems.
  • Long run Liquidity Problems.

 

  • Managing Liquidity risk.
  • Tactics and Strategies.
  • The Connection between Stress Tests and Balance Sheet Management.
  • Concentration/Diversification Overview.

 

  • Cost of Funds and Computation of Cost of Funds.
  • Computation of Yield and Yield Curve.
  • An Overview of VAR Measurement Techniques.
  • Risk Management Perspectives and ALM.
  • Capital Adequacy.
  • Profit Planning through Balance Sheet.
  • ALM Compliance and Regulatory Environment/BOT Prudential Guidelines.
  • ALM and Strategic Management of Banks.

 

TARGET GROUP

  • Finance Managers
  • Auditors, Risk and Compliance Managers
  • Treasury Managers,
  • Credit Managers,
  • ALCO Members.

 

METHODOLOGY

Lectures, role plays, case studies and group discussions.

 

Fees

The fee payable is Tzs.630,000 per participant for a three days training  and Tzs.840,000 per participant for a four days training .  Fees must be paid before the date of the training or during registration on the first day of the training.

 

Our bank details are as follows:

Name of Bank     : Stanbic Bank Tanzania Ltd

Name of Branch  : Main Branch

Account Number : 9120000365163

Account Name    : The Tanzania Institute of Bankers

 

VENUE

The venue for the training will be at the TIOB Offices, 5th floor, Faykat Tower, Plot No. 236, Ally Hassan Mwinyi Road, Kinondoni, next to Airtel Head Office, Dar es Salaam.