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Topics:

• Scope of ALM

• Objectives of ALM

• Growing Relevance of ALM

• A Nine-part Framework for ALM

• Strategies of ALM

• Yield Curve Analysis

• Interest Rate Gap Analysis - I

• Interest Rate Gap Analysis - II

• Interest Rate Gap Analysis - III

• Simulation and Scenario Analysis - I

• Simulation and Scenario Analysis - II

• Duration I

• Duration II

• Duration III

• Duration IV

• Strategies for Interest Risk Management

• Basis Point Value

• Convexity

• Review of Statistical Concepts

• Value at Risk - I

• Value at Risk - II

• Application of Analytical Techniques

• AL Organization

• ALCO Meetings

• ALM Policies and Procedures

• Funds Transfer Pricing-Practices

• Funds Transfer Pricing

• Audit of ALM

Online interactive Job Aids:

• Measurement Tools
• Disclosures
• Regulations
• Global Best Practices
• Benchmarking Data
• Policy Templates

Online Calculators:

• Standard Deviation for a given Confidence Level
• Confidence Level for a given Standard Deviation
• Duration
• Duration of a Portfolio
• Duration using Zero Coupon Yield Curve
• Duration of Amortizing Assets
• Duration of uneven cash flows
• Duration of Equity
• Convexity
• Convexity of uneven cash flow
• BPV of a Bond
• BPV of a Forward Rate Agreement (FRA)
• BPV of a Portfolio
• BPV of a Coupon Paying Bond
• Value at Risk - Variance Covariance Method
• Value at Risk for Different Weights
• Gap Income Impact
• Forward Rate Calculator
• Zero Coupon Yield Calculator
• VaR for required period and confidence level

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