ALM TECHNIQUES AND PRACTICES

2012 Course Overview


ASSET LIABILITY MANAGEMENT TECHNIQUES AND PRACTICES provides intensive hands-on
training on ALM techniques, practices and advance applications. Participants receive content-rich course materials along with valuable utilities and templates.

  • Execute mock trades and implement sophisticated ALM strategies against multiple dimensions of interest rate risk
  • Learn the limitations and pitfalls of various risk metrics
  • Aggregate and attribute economic capital by risk type and business entity
  • Understand the practice of capital calculations under QIS5
  • Pricing and hedging embedded guarantees
  • Embedding ALM in decision making and passing the use test
  • Participate in a mock ALM Committee meeting

Past Courses

ALM Techniques and Practices Oct 3-5


Location: Chicago, US



ALM Techniques and Practices Sep 12-14


Location: Brussels, Belgium



ALM Techniques and Practices Jun 20-22


Location: Seoul, Korea



See also: ALM Seminar

Pre-course material, assigned readings and a number of application exercises will be provided for the participant to cover outside of class time. Participants will also be trained to use several valuable utilities and templates that are yours to keep and provided as part of the course fee.

Who Should Attend

Asset Liability Management Techniques and Practices has both reflected and influenced industry best practices, regulatory guidance and rating agency assessment. This course is a must for anyone responsible for risk management. Past course participants have immediately put to use the tools and techniques provided, used insights gained to prepare for reviews with rating agencies and regulators and have realized real bottom line results from being able to apply ALM at a strategic level. Course participants typically include:

  • Senior management looking to gain a firm grasp of the financial risks facing their organizations, make more effective business decisions and use ALM strategically, beyond risk mitigation and compliance;
  • Risk professionals already well versed in the underlying theory, but who want to gain further deep insight into the tools and techniques that are used in industry practice today;
  • Professionals looking to enter into the field of ALM and who are willing to invest some additional time pre-course to learn the basic concepts;
  • Asset managers and investment bankers wanting to provide sound ALM solutions to their clients;
  • Actuaries looking to gain a more in-depth knowledge of this key area of practice;
  • Board members looking to ensure they have the requisite knowledge of risk management in order to perform their fiduciary responsibilities.

* Early bird before Mar 22 or Jun 24 or Jul 15 - $4700 (save $1000!)
** 2nd Early bird before May 6 or Aug 1or Aug 12 or Sep 2- $5200 (save $500!)
*** Full price $5700


What You Will Gain

  • Take home valuable Excel Tools, Interest Rate Models, Dynamic Hedging Utilities, Course Materials and Lecture Notes
  • 5-week e-learning course ALM Essentials
  • Learn how to perform Risk Optimization
  • Gain hands on experience formulating ALM Strategies
  • Gain hands on experience executing mock trades to immunize a liability portfolio
  • Calculate the one-year value-at-risk measures for Solvency II
  • Learn techniques for integrating Credit Risk and Interest Rate Risk
  • Demonstrate the value of executing ALM at a Strategic Level vs. Tactical Level
  • Learn how to integrate ALM with ERM and execute as a Strategic Decision Making Framework
  • Learn about the new paradigm for executing Asset Management within a Risk Management Framework
  • Learn how to implement a Liability Driven Investing for pensions
  • Simulate a dynamic hedging strategy
  • Calibrate interest rate models


CFA Institute has approved this program, offered by Nexus Risk Management, for 19 CE credit hours. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.


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