Training Programs

Nexus Risk Management is a leading industry provider of ALM courses and training. The widely acclaimed Asset Liability Management Techniques and Practices for Insurance and Pensions course has been conducted globally with the Society of Actuaries and co-sponsored by Standard and Poor's.  We also offer extensive on-site that is customized to best suit your needs.

Our internationally acclaimed course continues to evolve to meet the changing needs of today's risk professional. A 5 week e-learning course covers ALM Essentials and prepares participants for the intense on-site experience. The 5 day on-site program includes the core Asset Liability Management Techniques and Practices along with a new Master Class and Seminar series.

2009 Program Series


Dynamic Hedging Master Class

Dynamic Hedging Master Class "Expert Edition" is an advanced one day program providing seven hours of hands-on applications and case studies. Participants learn about hedging instruments and dynamic hedging techniques. Learn about hedging instruments and dynamic hedging techniques

  • Practice advanced techniques for measuring risk exposure
  • Formulate a dynamic hedging strategy to hedge equity-based guarantees
  • Execute a hedge position
  • Perform attribution analysis
  • Quantify the cost of guarantees / embedded options

ALM Techniques and Practices

ALM Techniques and Practices provides intensive hands-on training on ALM techniques, practices and advance applications. Participants receive content rich course materials along with valuable utilities and templates. Learn how to implement ALM as a strategic decision-making framework to gain competitive advantage and increase value. Ensure appropriate policies and control procedures are in place. Practice advanced techniques for measuring risk exposure.

  • Learn the limitations and pitfalls of various risk metrics
  • Understand risk exposure and make more effective decisions
  • Formulate ALM strategies
  • Structure LDI solutions
  • Produce an ALM report that effectively communicates the exposure
  • Participate in a mock ALM committee meeting

Pre-course material, assigned readings and a number of application exercises will be provided for the participant to cover outside of class time. Participants will also be trained to use several valuable utilities and templates that are yours to keep and provided as part of the course fee.


Interest Rate Models

Interest Rate Model Master Class "Expert Edition" is an advanced one day program providing more than seven hours of hands-on applications and case studies. Participants learn stochastic modeling techniques and diffusion processes for interest rates. In addition to the valuable models you will receive, participants gain hands-on practice to build, calibrate and use your own interest rate models.

  • Learn stochastic modeling techniques
  • Explore diffusion processes for interest rates
  • Program Monte Carlo simulations
  • Program stochastic differential equations
  • Build interest rate models
  • Calibrate models using market data
  • Apply interest rate models to calculate exposure

Past ALM Courses

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