ALM Kickstart is an opportunity for institutions to learn the BEST application of ALM modeling and management in today’s unique and demanding market. Many institutions continue to “comply” with the ALM requirements using outdated approaches and tools to measure risk. Our experts can help you to move from using your ALM model as a good regulatory compliance tool to understand the power of BEST decision-making tool.
How to incorporate credit loss projections into the ALM modeling process.
Understanding Market Value (EVE/NEV), what impacts it, and using EVE/NEV in strategic decision making.
Moving beyond Immediate & Permanent rate shocks in analyzing IRR risk.
The impact key assumptions have on your IRR risk profile.
Agenda is subject to change.
In this session, we will address the following:
- Understanding the use of immediate rate shocks and value/limitations
- Static and dynamic balance sheets
- Understanding cash flows: loan prepayment speeds
- Beta/lags
- Interpretation for strategic decision making
- Layering of growth assumptions
In this session, we will address the following:
- Decay
- Discount rates
- Current versus forecasted EVE
- Interpretation for strategic decision making
- How to bring all of the pieces together
- Reporting examples
- Forecasting credit losses
We will wrap up with a Q&A for the presenters.
Anyone with responsibilities related to asset liability management.
Is your ALM process still stuck in the 90’s? Are you using static forecasts and interest rate shocks as your primary measure of risk? Does your ALCO continually look for alternatives to optimize performance but are not sure how to use your ALM model for validation? Do you want to use your ALM model for managing future performance?
If you answered YES to any of the questions above, this session is for you!
Abrigo is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.NASBARegistry.org.
