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Creating Value in a Fast Changing Banking World
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Creating Value in a Fast Changing Banking World
  • Overview
  • Programme Outline
  • Methodology
  • Participant Profile
  • Trainers
  • Overview
    PROGRAMME DETAILS

    DATE

    21 – 22 November 2017

    TIME

    9:00 AM – 5:00 PM

    VENUE

    Asian Banking School
    The banking world is changing fast; digital banking, competition from FinTech companies, Basel 3 regulations on capital and liquidity, and regional economic integration. As banks are shifting from overriding concern for growth to a preoccupation with long-term value creation and risk control, knowledge of Asset & Liability Management (ALM) is becoming a necessity for all bankers accountable for the results of a profit centre. ALM is a tool that ensures that strategy, decision making, risk-taking, pricing and performance measurement are consistent with the corporate objectives set by senior management and the board and regulatory constraints imposed by central banks, such as Basel 2 or Basel 3.
    A unique feature of the course is to anchor the discussion on a sound bank valuation model that identifies in a transparent manner the drivers of value creation. It forms the basis of the applied book that will be distributed to the participants : Bank Valuation and Value-based Management (J. Dermine, Mc Graw-Hill, NY, 2nd edition, 2015)
    PROGRAMME FEE*
    MYR

    12,000

    / PAX

    (The cost of the programme includes lunch and other refreshments, as well as programme materials for one participant.)

    *inclusive of GST
  • Programme Outline
    DAY 1
    Morning Session
    We first review the drivers of value creation -ROE and cost of equity- and the breakdown of a bank into value centers. Issues include advanced fund transfer pricing in the presence of liquidity risk and Basel 3 liquidity regulation and economic capital allocation to business units. This is followed by an introduction to the ALCO challenge simulation. 
    • ALCO decision 1
    Afternoon Session
    In the afternoon we discuss the drivers of economic capital allocation to business units and the impact of Basel regulations. This has implication for loan pricing, securitization and marketplace funding. Participants then take a second decision with the ALCO simulation.
    • ALCO decision 2
    DAY 2
    Morning Session
    We first review the tools to control of liquidity and interest rate risk on the banking book. Issue of risk appetite is raised, followed by a discussion of the 2016 Basel proposal for a regulation of interest rate risk on the banking book. Participants take the third ALCO decision. 
    • ALCO decision 3
    Afternoon Session
    Two topics are discussed in the final afternoon: the new financial markets architecture with special resolution regime and bail-in bonds, and the recent international bank experience in developing a strategy for growth and long-term value creation. Participants then take the fourth and final ALCO decision.
    • ALCO decision 4
  • Methodology
    The course is a mix of lecture discussions to introduce the concepts and practice with the banking simulation ALCO Challenge. Participants are grouped into teams, each of which represents the Asset & Liability Committee (ALCO) of a bank. They take various decisions related to deposit and loan pricing, balance sheet management and off-balance sheet control. A unique feature of ALCO Challenge is that it includes advanced control tools that help participants to understand the sources of profitability and risks. ALCO Challenge is compliant with Basel 2 and Basel 3 regulations.
  • Participant Profile
    • Senior bankers in corporate, retail and treasury  
    • ALM and strategy specialists  
    • Banking supervisors and auditors
  • Trainers

    DR JEAN DERMINE 


    Robert (Bob) Souster lectures on economics, corporate and business law, management, corporate governance and ethics. He is the Module Director for ‘Professionalism, Regulation and Ethics’, a core module of the Chartered Banker MBA programme at Bangor University, Wales. He is also an examiner and verifier for the Chartered Banker Institute in the UK, the Institute of Bankers in Ireland and a major accountancy body. He was previously an examiner for the Institute of Financial Services.

    Bob’s previous career was in banking having served as a divisional manager for EBS, Ireland’s second largest mutual financial institution then (and now part of AIB Group) in Dublin, Ireland.

    He has written several textbooks, including ‘Money Laundering’ and ‘Professionalism, Ethics and Regulation’, published by BPP for the Chartered Banker Institute, and various books for mortgage compliance examinations offered by the Chartered Insurance Institute.

    Bob has been a lecturer for the London Metropolitan University in marketing, law and economics, and has also worked with the College of Commerce, Dublin, Sheffield Hallam University, and Jiao Tong University and SUFE in Shanghai. He has run ACCA and CIMA examination and revision courses in several countries including China, Hong Kong, Malaysia, Russia and Singapore.

    AUTHOR OF NUMEROUS ARTICLES ON BANKING AND ASSET & LIABILITY MANAGEMENT, DR JEAN DERMINE HAS PUBLISHED 5 BOOKS, INCLUDING BANK VALUATION AND VALUE-BASED MANAGEMENT (DEPOSIT AND LOAN PRICING, PERFORMANCE EVALUATION AND RISK MANAGEMENT), MCGRAW-HILL, NY, 2ND EDITION, 2015 (WITH TRANSLATION IN CHINESE AND PORTUGESE-BRAZIL).

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