Managing Interest Rate Risk and ALM

This advanced course provides comprehensive coverage of interest rate risk management and asset-liability management techniques essential for financial institutions operating in volatile interest rate environments. Participants will learn sophisticated methods to measure, monitor, and manage interest rate risk in the banking book using advanced analytical tools and regulatory frameworks. The curriculum covers gap analysis, duration concepts, simulation modeling, hedging strategies, and balance sheet optimization techniques while addressing evolving regulatory requirements and best practices across different markets. Through practical exercises and complex case studies, learners will develop the expertise to optimize balance sheet structure, enhance financial performance, and ensure regulatory compliance in varying interest rate scenarios and economic conditions.