zeb.business school | Treasury & ALM Management-Seminar

„In these volatile times, treasury strategy must be rethought
in close coordination with integrated performance and risk
management, and banks need to be prepared for the
turnaround of the interest rate turnaround.“

Dr. Wilhelm Menninghaus, Partner, zeb

„A tailor-made treasury strategy is turning into a decisive success factor for making the right decisions in treasury & ALM.“

Dr. Dirk Holländer, Expert Partner, zeb

Treasury & ALM management seminar

The rapid and unexpected changes in interest rates in the recent past have raised many questions regarding efficient treasury management.
Which investment and refinancing strategy should be chosen when yield curves are inverted or now once again flat? How are deposits to be managed if long-held assumptions regarding core deposits no longer apply? Which strategic positioning should be selected in the context of maturity transformation and where can adequate excess returns still be achieved tactically with an acceptable level of risk?

The focus of the seminar is on joint discussions with the board and management team of banks and financial services providers in order to choose a strategic orientation in Treasury & ALM that can successfully cope with the changed interest rate environment.

Our two-day 360-degree seminar combines both keynotes and interactive workshop sessions. Discuss possible solutions based on practical case studies with our zeb experts and senior executives from various institutions. The seminar focuses primarily on the key strategic and content-related requirements for treasury management in the context of integrated performance and risk management as well as its governance function, role and integration within the bank.

Upon completion of the webinar series, an official certificate of participation from zeb.business school is provided.

Facts

Target group

The seminar is aimed at board members and senior executives of regionally operating banks and financial services providers in Germany, Austria and Switzerland who are looking for new ideas for their strategic orientation.

Division heads and managers from the areas of finance, risk controlling as well as integrated performance and risk management are also very welcome to take part in the seminar.

Content

During this two-day seminar, the following core topics and content will be discussed strategically.

In-depth discussion of current developments along the core topics:

Strategies for interest rate portfolio management

Efficiency and benefits of benchmark strategies
Active or passive management strategy
Ambition level / strategic business area hedge

Framework – methods and models

Designing the cash flow / structure of the interest rate portfolio
Modeling the deposit portfolio and implicit options in the lending business
Reporting structure, regulatory requirements, determination of BFA3 reserves

Guidelines for treasury management

Specification of risk budgets/thresholds and KPIs for management purposes
Management principles and decision rules
Target picture in planning: definition of the target system

Balance sheet structure and P&L planning

Planning process, sources of success for net interest income, interplay
Integration of maturity transformation into strategic planning
Strategic target picture: definition of the target system

Ambition and definition of the management perspective:

self-image / mission / own role

Governance / Organizational positioning and communication in committees

Roles / processes and tasks / interplay of the divisions with Treasury
Monitoring the implementation and success of the treasury strategy
Ensuring acceptance / optimizing transparency and documentation / targeted communication

Discussion of views and requirements among the participants

Social program

The two-day seminar includes a joint dinner at Gastwerk in Hamburg on the first day.

Catering for participants attending in person will be provided throughout the day.

Accommodation expenses are to be borne by the seminar participants themselves.