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Understanding the Roles & Responsibilities of Asset-Liability Committee
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Understanding the Roles & Responsibilities of Asset-Liability Committee
  • Overview
  • Objectives & Outline
  • Methodology
  • Participant Profile
  • Trainer
  • Overview
    PROGRAMME DETAILS

    DATE

    24 June 2019

    TIME

    9:00 AM – 5:00 PM

    VENUE

    Asian Banking School

    8

    AICB
    CPD HOURS
    The Asset-Liability Committee's (ALCO) provide an important oversight and governance of the balance sheet of any financial institution and are an integral part of its risk management framework. ALCOs may at times be dysfunctional due to the underperformance of its members arising from weaknesses in the understanding of their roles and responsibilities.

    This programme will provide an overview of the ALCO's roles and responsibilities in managing the funding and liquidity of the financial institution as well as its management of the market risk of the accrual portfolio and in capital management. The programme will also provide insights on how to constitute an ALCO, structure its constitution and sets its agenda for effective risk management.
    LEARNING LEVEL

    Intermediate

    PROGRAMME FEE

    AICB MEMBER

    MYR

    1,700

    / PAX

    NON-MEMBER

    MYR

    2,000

    / PAX

  • Objectives & Outline
    LEARNING OBJECTIVES
    By the end of the programme, participants will be able to:
    • Have a good overview of ALCOs and the hierarchy of ALCOs
    • Recognise the roles and responsibilities of ALCOs
    • Develop insight into managing of capital, funding and liquidity and market risk of the non-trading (accrual) portfolio
    • Appraise the constitution of ALCOs and how to set up an ALCO
    • Operate a good overview of the ALCO Agenda
    PROGRAMME OUTLINE

    Overview of Asset Liability Committee (ALCO)

    • Capital
    • Funding and liquidity
    • Market risk of non-trading portfolio
    • Hierarchy of asset liability committees

    Roles and Responsibilities

    Capital Management
    • Minimum capital standards and compliance
    • Dividend remittance
    • Capital hedging
    • Basel III capital requirements and Internal Capital Adequacy Assessment Process (ICAAP)

    Funding and Liquidity
    • Annual funding and liquidity plans
    • Liquidity limits, ratios and utilisation
    • Market triggers and significant funding sources
    • Establish liquidity and stress assumptions
    • Review stress test results and action plans
    • Invoking of local contingency and action plans
    • New Liquidity Framework (NLF)
    • Basel III liquidity requirements (Liquidity Coverage Ratio & Net Stable Funding Ratio)

    Market Risk of Non-Trading Portfolio
    • Identification of Risk-Taking Units (RTU) for accrual portfolios
    • Endorse business transfer pricing processes and adherence
    • Ensure all risks are addressed by limits or triggers
    • Review gap positions and exposures
    • Review results of supplemental stress scenarios

    The ALCO Constitution
    • Membership
    • Frequency of meetings and minutes
    • The ALCO agenda

  • Methodology

    A combination of lectures, group discussions and Q&A

  • Participant Profile
    ALCO members, treasurers, ALM support managers, liquidity managers, market risk managers and internal auditors
  • Trainer

    Philip Tan Puay Koon

    Philip Tan Puay Koon has close to three decades of experience in the field of banking and finance, principally in the areas of Treasury and Risk Management. He was formerly a Managing Director in Citigroup where he served as the Chief Financial Officer of Emerging Markets (EM) Sales & Trading, Asia Pacific of Citibank NA from 2004 to 2006 and as Director of Risk Treasury, Asia Pacific from 2001 to 2004. He was also the Financial Markets Head and Country Treasurer of Citibank Berhad and a Director of Citibank Malaysia (L) Limited.

    He was a member of the Asset-Liability Committee (ALCO) of Citibank Berhad and Committee Member of the Persatuan Pasaran Kewangan Malaysia and a member of the Capital Markets Committee of the Association of Banks in Malaysia. From 1998-2000, he was closely associated with the development and implementation of the New Liquidity Framework (NLF) and the Real Time Gross Settlement System (RENTAS) in Malaysia. Presently, Philip serves as an Independent Director of Cagamas Berhad, MIDF Amanah Investment Bank Berhad, SP Setia Berhad, Citibank Berhad and Payments Network Malaysia Sdn Bhd (PayNet). He has also been appointed by Bank Negara Malaysia as a member of the Corporate Debt Restructuring Committee (CDRC). Philip helped establish Danajamin Nasional Berhad as a pioneer Independent Director in 2009 and recently retired from the board after 9 years.
    Philip has consulted and given lectures on Treasury and Risk Management subjects to corporations, the financial community and central banks including Bank Negara Malaysia, Bank Indonesia, and the State Bank of Vietnam. He is an Associate Fellow of the Asian Institute of Chartered Bankers and an adjunct faculty member of Financial Institutions Directors Education (FIDE). He holds a First Class Honours B.A. Degree in Business Studies (Accounting & Finance) from North-East London Polytechnic, U.K. and has attended the Oxford International Executive Programme, the Stanford-NUS Executive Program, INSEAD's Programme on Strategic Management in Banking, IMD-SIDC Advance Business Management Programme and Cambridge Summer School Programme. He is also a member of the University of Cambridge Judge Business School Executive Education alumni.

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