Financial Products & Associated Risk Management

Bank ALM & Treasury Management - Part 1 (2023)

Overview

This eCourse consists of two modules. Module 1 provides an outline of the structure of both bank balance sheets and income statements and how they are affected by regulatory capital requirements.

Module 2 provides an introduction to asset-liability management (ALM) and treasury management. It also looks at some of the treasury operations performed by ALM and treasury management.

Objective

On completion of this course, you will be able to:
- Identify the basic structure of bank balance sheets and income statements
- Recognise some of the key ratios and measures used to assess risk, regulatory compliance, and bank performance
- Identify some of the changes to balance sheet management since the financial crisis
- Recognise the roles of ALM and treasury management in managing risk, profit optimization, and ensuring regulatory compliance
- Identify the risk management framework for ALM and treasury management
- Recognise the need to understand and manage the impact of decisions with regard to balance sheet items on capital adequacy, liquidity risk, leverage, and interest rate risk

Content

Module 1: Bank Balance Sheets
Topic 1: Overview Of Bank Balance Sheets
Topic 2: Elements Of Bank Balance Sheets
Topic 3: Income Statements
Topic 4: Accounting & Reporting Issues
Topic 5: Key Ratios
Topic 6: Balance Sheet Mismanagement

Module 2: ALM & Treasury Management – An Introduction
Topic 1: Overview of ALM & Treasury Management
Topic 2: ALM Governance & Compliance
Topic 3: ALM & Risk Management Frameworks
Topic 4: Managing Capital Adequacy
Topic 5: Liquidity Risk Management
Topic 6: Leverage & Interest Rate Risk Management

Details

Code
TERFR23012901
Venue
ePlatform
Relevant Subject
Others
Language
English
Level
Intermediate
Hours
SFC:2.50, PWMA:2.50
Fees
All Member: HK$765
Staff of Corporate Member: HK$765
Non-Member: HK$1115