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Asset, Liability & Risk Management
Frankfurt School of Finance & Management

Asset, Liability & Risk Management

Frankfurt School of Finance & Management, Frankfurt am Main
N/ADuration
in-personFormat
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FinanceTopic

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in-person · Instructor-Led · Frankfurt Campus
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$4,674

All-inclusive program fee

About This Program

Fundamentals of Asset & Liability Management Interest Rate Risk in the Banking Book Forex Exposures in the Banking Book Liquidity Management Credit Risk Market RiskPrice includes full board accommodation. Group discount of 10 % in case of two or more participants per company and date. Early bird discount of 10 % in case of registration three months before (only one discount may be used).

Why Frankfurt School of Finance & Management?

Few business schools in Europe can claim to sit inside one of the world's major financial centres and build an entire academic identity around it. Frankfurt School has done exactly that — its specialisation in finance, banking, and fintech isn't a marketing angle; it's the institutional DNA. For a senior professional in financial services looking to sharpen technical expertise or lead a division through change, this is one of the few schools where the surrounding city reinforces what happens in the classroom.

Your Profile

  • This course has been combined with our Treasury Management course in 2017. You can register here: http://www.frankfurt-school.de/en/home/executive-education/treasury-financial-markets-risk-management/treasury-management.html
  • e course is designed for senior foreign exchange and money market dealers, corporate and bank treasurers as well as senior operations staff or any financial markets professional who need to get a profound understanding of Asset, Liability & Risk Management.

Benefits

  • Asset Liability Management (ALM) is Banking Book Risk Management. ALM covers liquidity, interest rate risk in the banking book, the treatment of forex exposures arising from banking book positions as well as any and all structural issues of bank balance sheet management including a high level perspective on credit risk. Participants will understand the fundamental challenges of banking book management in commercial banks and other retail lenders. These include the behavioural risks and embedded optionalities in client assets and liabilities that may impact the liquidity, interest rate risk and forex profile of the institution. Solid knowledge of long-term funding opportunities, capital adequacy, regulatory constraints and supervisory review expectations vis-à-vis internal risk management practices will also be covered. With this appreciation of the underlying issues in ALM, participants will be in a position to structure derivatives, propose hedging strategies and devise other balance sheet management solutions for retail banking counterparties and in-house business lines.

What You'll Learn

  • Fundamentals of Asset & Liability Management
  • Interest Rate Risk in the Banking Book
  • Forex Exposures in the Banking Book
  • Liquidity Management
  • Credit Risk
  • Market RiskPrice includes full board accommodation. Group discount of 10 % in case of two or more participants per company and date. Early bird discount of 10 % in case of registration three months before (only one discount may be used).

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How to Apply

  1. 1

    Check your eligibility

    Review the entry requirements listed on this page. Most executive programs require 8–15 years of professional experience.

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  3. 3

    Contact the school

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  4. 4

    Prepare your application

    Gather your CV, reference letters, and any required test scores. Many EMBA programs waive standardised tests for senior candidates.

  5. 5

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