Course Overview

Due to uncertain business conditions, escalating regulations and changing business models for banks, Balance Sheet Management has moved to the forefront of the financial landscape. “Asset & Liability Management” covers the key aspects of Balance Sheet Management with a particular focus on Capital Management as well as the new “Global Liquidity Standard”. Where appropriate the implications of Basel lll are discussed and analysed.
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Key Learning Outcomes

After completing this course delegates will be able to:

  • Explain

    the Asset and Liability Management (ALM) process in a bank

  • Recognise and understand

    how these ALM concepts affect day-to-day decision-making in a bank.

  • Better identify and analyse

    a bank’s exposure to the key sources of risk.

  • Identify

    the various strategies and frameworks that banks employ to control risks within specified limits.

  • Assess

    the structure and dynamics of a Balance Sheet to determine whether the structure is aligned with the strategy of the bank.

  • Better interpret

    the Balance Sheet of a bank as well as being able to identify the key drivers of performance

Course curriculum

Including Simulation

    1. Important dates and times

      FREE PREVIEW

    2. Simulation Overview

      FREE PREVIEW

    3. Course overview and materials

    4. Probanker Registration

    5. Probanker Players Manual

    1. SESSION 1 | WEBINAR INVITATION || 03 October 2024 || Meet your instructors | Registration on both ICAP Academy & Probanker

    2. SESSION 1 || RECORDING | 03 October 2024

    3. ProBanker | Assignment 1 | Financial Intermediation | Primer

    4. ProBanker Assignment 1 | Quiz

    5. ProBanker | Assignment 2 | Funding Analysis | Primer

    6. ProBanker | Assignment 2 | Quiz

    1. SESSION 2 | WEBINAR INVITATION || 07 October 2024 || The structure of the balance sheet | Assets and Liabilities | Introduction to the ProBanker simulation

    2. SESSION 2 || RECORDING | 07 October 2024

    3. SESSION 2 || RECORDING | 07 October 2024

    4. SESSION 3 | WEBINAR INVITATION || 10 October 2024 | The risk universe continued | Capital and other risks | Managing the risks | Value at Risk

    5. SESSION 3 || RECORDING | 10 October 2024

    6. ProBanker | Assignment 3 | Interest Rate Risk | Primer

    7. ProBanker | Assignment 3 | Quiz

    1. SESSION 4 | WEBINAR INVITATION || 14 October 2024 | Value at Risk | Principles of the Basel Committee |Stress testing | Risk management principles and ERM

    2. SESSION 4 | RECORDING || 14 October 2024

    3. SESSION 5 | WEBINAR INVITATION || 17 October 2024 | 09h00 - 16h00 CAT

    4. SESSION 5 | RECORDING || 17 October 2024

    5. ProBanker | Assignment 4 | Basel Ratios Primer | Part 1

    6. ProBanker | Assignment 4 | Basel Ratios Primer | Part 2

    7. ProBanker | Assignment 4 | Basel Ratios Primer | Part 3

    8. ProBanker | Assignment 4 | Quiz

    1. SESSION 6 | WEBINAR INVITATION || 21 October 2024

    2. SESSION 6 | RECORDING || 21 October 2024

    3. SESSION 7 | WEBINAR INVITATION || 24 October 2024

    4. SESSION 7 | RECORDING || 24 October 2024

    5. ProBanker | Assignment 5 | Liquidity Risk Primer

    6. ProBanker | Assignment 5 | Liquidity Risk | Quiz

    1. SESSION 8 | WEBINAR INVITATION || 28 October 2024

    2. SESSION 8 | RECORDING || 28 October 2024

    3. SESSION 9 | WEBINAR INVITATION || 31 October 2024

    4. SESSION 9 | RECORDING || 31 October 2024

    5. ProBanker | Assignment 6 | Credit Risk Primer | Part 1

    6. ProBanker | Assignment 6 | Credit Risk Primer | Part 2

    7. ProBanker | Assignment 6 | Credit Risk | Quiz

About this course

  • $1,299.00
  • 47 lessons
  • 30h (10 x 3h) of live facilitator led sessions
  • 6 Simulator assignments
  • Supporting workbooks & slides

Pricing options

Instructor(s)

Andrew Kinsey

Course Director

Andrew has over 25 years’ experience in financial markets both for international and local (South African) institutions. He was a trader and senior manager in the derivatives and cash-trading environment, and worked as a Derivatives Trader at Nedcor, Standard Bank and Corpcapital Bank, trading foreign exchange, fixed income and equity assets. He was head of the ABN AMRO South Africa Money Market and Foreign Exchange unit. From 2008 to 2014 he was Head of Market and Trading Risk at the Purple Capital Group. This set the basis for the next period as he moved into risk management for hedge funds and in the online trading environment. This allowed him to build on his skills as a market trader to construct risk management systems, which illuminated granular market exposures as well as a communication tool for the business executives. At the same time he began to spend an increasing amount of time training and lecturing both graduates and experienced staff in market products and economics.

Social proof: testimonials

“The simulation exposed us to the pressure of making decisions and thinking about the effects of different decisions on a bank. This was great because this was our first experience like this and it helped us to incorporate the knowledge of our studies in a practical manor. ”

Marcus Deutschländer | Bcom Economics and Risk Management

“Being put into a position to make all of these important decisions for the first time really gave me a practical feel about how much pressure there is in the real world in terms of decisions which have to be made.”

George de Bruyn | BHons Economics with Investment and Risk Management

“Students loved how the simulations mirror real-world scenarios. They realised how different risks are interrelated and can affect the whole bank performance. They liked the pressure of making fast decisions and realised the importance of teamwork and making collective decisions. They felt like the simulation incorporates all internal risks and macro-economic factors (which they tend to forget about) in order to make informed decisions. The feedback was also that it was fun to see where they ranked in terms of competitors.”

Dr. Sune Ferreira-Schenk | Programme leader

“It is a wonderful opportunity to 'marry' theoretical concepts with a simulation program so close to the real banking environment. It gives the students the opportunity to see how interconnected the various risk elements in the banking environment are. It further gives lecturers the ideal opportunity to show students the effects of changes to the parameters - from subtle changes to shocks and how to counter such negative outcomes, or how to pro-actively adjust strategies to remain within the Basel requirements”

Dr. Mariette Geyser | Faculty member

“The accuracy of the simulation enhanced my skills, knowledge and experience to increase”

Cornel Els | Economics and Risk Management

“the simulation process was a insightful ”

Rethabile Ramatsebe | BCom Honours Economics and Risk Management

“The roll back option on the simulator helped in terms of finding the best suitable simulation for the required news that was provided ”

Neo Makobe | Bcom Honours Economics with Risk Management

“The practicality of the course was very insightful. I was glad that I could integrate what I have learnt during the course of my degree. ”

Thonifho Pollen Muridili | BCom in Economics with Risk Management