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Integrated and Proactive Balance Sheet Management
  • Overview
  • Objectives & Outline
  • Methodology
  • Participant Profile
  • Trainer
  • Overview
    PROGRAMME DETAILS

    DATE

    23 June 2020

    TIME

    9:00 AM – 5:00 PM

    VENUE

    Asian Banking School

    Liquidity risk is fundamental to the management of every financial operation, whether in banking, investment or corporate business. This programme will teach you the best proactive methods for measuring and managing generic asset and liability management (ALM) issues and liquidity risk in today’s turbulent market environment.

    LEARNING LEVEL

    Intermediate

    PROGRAMME FEE

    AICB MEMBER

    MYR

    2,000*

    / PAX

    NON-MEMBER

    MYR

    2,300*

    / PAX

    *Subject to 6% Service Tax

  • Objectives & Outline
    LEARNING OBJECTIVES
    By the end of the programme, participants will be able to:

    • Gain a comprehensive understanding of the liquidity risk dynamics, the process that is followed in the best organisations, market and funding liquidity, impact of credit risk, liquidity contingency planning, and its role in the general sustainability of the corporate balance sheet, be it in banking, investment management or business activities
    • The role of ALM across businesses and the impact of credit risk deterioration on the state of liquidity
    • The challenges of building a successful framework for ALM and liquidity risk management: comparison between banking, investment management and corporate sustainability
    • ALM shortfall and the stress on liquidity needs and contingency planning
    PROGRAMME OUTLINE

    Back to Basics

    • Brief Introduction of ALM, Liquidity Management and Credit Risk Management

    ALM Essence
    • Banking Perspective: ALM and Capital Management
      • Credit, liquidity and funding risks (implication on BCBS’s IRRBB)
      • Product perspectives and gap mismatch, including sticky deposits and pricing of funds and FX risk
      • Lessons learned from 2008 Hamburger Crisis, Asian Financial Crisis and others
      • Implication of Basel 3 Liquidity Guidelines (LCR and NSFR)
      • AM workshop: discussion - how to address objectives of NSFR
      • Stress testing, implication and guidelines
      • LCR in comparison to IRRBB 6 scenarios
      • Impact on NII and EVE
      • FTP model in risk-based pricing

    • Insurance / Pension Fund Perspectives: ALM and Portfolio Management
      • Funding shortfall management
      • Liquidity management on ensuring solvency
      • Inflation, FX risk and diversification
      • PM workshop: discussion – seeking high asset returns to compensate for funding shortfall and the accompanying liquidity risks, especially real assets
    • Corporate Perspective: ALM and Cash-Flow Management
      • Business cycles and business models
      • Diversification of products and services
      • Expenditure: capital expenditure, operating expenditure, stable vs. variable
      • Income, revenue streams, stable vs. variable, domestic vs. foreign
      • Loan commitments – off shore vs on shore, foreign denomination, etc.
      • Liquidity risk and impact on corporate credit ratings / worthiness

  • Methodology

    Lecture, discussion and case studies and quick pop quizzes throughout the day

  • Participant Profile

    Regulators, analysts, risk and banking professionals who need to better understand the liquidity risk management challenges and strategy within a bank

  • Trainer

    Dr. Guan Seng Khoo

    Dr. Guan Seng Khoo is a risk management specialist with over 20 years’ experience in the education, design and implementation of enterprise-wide risk management models, systems and processes. He was in charge of, and has implemented, enterprise risk management systems at five financial institutions - Temasek Holdings, Singapore; Alberta Investment Management Corporation, Canada; RHB Capital, Malaysia; CAI, Singapore and Standard Chartered Bank, Singapore, where he was Global Head and Managing Director, Group Risk Analytics. There, he headed a team that validated all global risk models for Basel and regulatory compliance and liaised with all financial regulators.

    In other previous roles, Dr. Khoo designed and managed an algorithmic hedge fund at Man Investment Products (Man Group plc.) in the 1990s and was Head of Innovation (Strategy and Business Department) at the Singapore Exchange. He was also based in Chicago and Denver in 2001–2002 at American Bourses Corp (a spin off from Man Group plc), providing investment and trading analytics to clients trading on the electronic exchanges in North America and the Asia-Pacific region.

    He holds a PhD in Physics from the National University of Singapore and did post-doctorate work in AI-based data mining in drug and materials design at Nagoya University and Molecular Simulations Inc (MSI) research centres at Caltech, Boston and Teijin-MSI in Tokyo. He has also published over 30 journal papers on financial engineering, AI applications in finance, Basel 2 risks and material science.


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