ASSET LIABILITY & LIQUIDITY MANAGEMENT
27th & 28th January 2011
Langkawi, Malaysia

This advanced ICAAP modules workshop focuses on issues related to modelling using Interest Rate simulations, Interest Rate Mismatch and Liquidity Risk for Internal Capital Adequacy Assessment.

Starting with a balance sheet model, we quickly introduce tools and traditional models including gap analysis and earnings at risk, stress testing, scenario planning, policy making and simulations, followed by structured analysis required for ICAAP submissions, reporting and recommendations.

By the end of this workshop participants will be able to

• Use models to identify fixed income arbitrage opportunities in treasury term structure
• Build basic and advance interest rate models in excel for forecasting and extrapolating interest rates across the full range of maturity tenors
• Review the impact of external shocks (such as oil prices) on domestic interest rate environment and monetary policy
• Review interest rate inputs for ALCO meetings as well as ALM models

For more details on the workshop, please click here or contact the following:

Jawwad Farid, Uzma Salahuddin at:
Alchemy Technologies (Pvt.) Ltd.
166 Block 7/8, KMCHS,
Karachi

Phone: 021 - 34556431 / 52
Fax: 021 - 34556447
Email: jawwad@alchemya.com, uzma@alchemya.com,
Web: www.alchemya.com, Learning Corporate Finance