Treasury & ALM basic seminar

„Basic knowledge of treasury strategies 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. Dirk Holländer, Expert Partner, zeb

„Sound basic knowledge is indispensable and turning into
a decisive success factor for making the right decisions
in treasury & ALM.“

Dr. Wilhelm Menninghaus, Partner, zeb

More than ever, a fundamental strategic approach to treasury and asset liability management (ALM) is crucial for banks to achieve sustainable earnings growth. In the current volatile environment in particular, a lack of understanding or poor decisions in management can have lasting negative consequences.

This seminar provides in-depth fundamental and specialist knowledge to enable participants to gain a comprehensive understanding of the key issues in treasury and ALM and to place them in an overall banking context. The aim is to establish a robust frame of reference for management and, building on this, to explore the subject in greater depth.

Upon completion a official certificate of participation from zeb.business school is provided.

Facts

Target group

The basic seminar is aimed at newcomers to this topic area from regional banks in Germany, Austria and Switzerland who want to review and enhance their existing knowledge.
All interested persons from the areas of finance and risk controlling as well as overall bank management, who have many overlaps with treasury & ALM topics in their daily work, are also very welcome to participate in the webinar series.

The following topics will be covered during the seminar.

Structure with 10 key topics:

(1) Overview of typical core functions of ALM & Treasury / Perspectives on periodic
and present value management
(2) Cash flow generation and definition of relevant parameters as a basis for inter-
est rate portfolio management
(3) Risk and performance measurement of the treasury result in the interest
rate portfolio
(4) Bank-wide ALM planning and scenario simulation for the sources of net
interest income
(5) Allocation of risk capital and structuring of asset allocation
(6) Liquidity management and refinancing strategy
(7) Regulatory framework for risk management by Treasury – ICAAP and ILAAP
(8) Strategic orientation of ALM & Treasury, importance of benchmarks, and
options for planning
(9) Use of derivatives and measures to manage the interest rate risk of the overall
bank
(10) Governance issues and tasks in the context of a modern ALM & Treasury unit

The seminar will be conducted using a mix of interactive presentations, short case studies, and real-life examples. The aim is to closely link theory and application and to provide concrete ideas for participants' own banking practices.