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Course Description

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.

Who Should Attend

Asset Liability Management Techniques and Practices has both reflected and influenced industry best practices, regulatory guidance and rating agency assessment. This course is a must for anyone responsible for risk management. Past course participants have immediately put to use the tools and techniques provided, used insights gained to prepare for reviews with rating agencies and regulators and have realized real bottom line results from being able to apply ALM at a strategic level. Course participants typically include:

• Senior management looking to gain a firm grasp of the financial risks facing their organizations, make more effective business decisions and use ALM strategically, beyond risk mitigation and compliance;
• Risk professionals already well versed in the underlying theory, but who want to gain further deep insight into the tools and techniques that are used in industry practice today;
• Professionals looking to enter into the field of ALM and who are willing to invest some additional time pre-course to learn the basic concepts;
• Asset managers and investment bankers wanting to provide sound ALM solutions to their clients;
• Actuaries looking to gain a more in-depth knowledge of this key area of practice;
• Board members looking to ensure they have the requisite knowledge of risk management in order to perform their fiduciary responsibilities.

Interest Rate Models

Master Class "expert edition"
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

Who Should Attend

Interest Rate Models Master Class Expert Edition is designed for the risk professional looking to gain an in-depth understanding of Interest Rate Models. This course will be valuable to anyone working with and calibrating interest rate models. Course participants typically include:

• Risk professionals with a solid mathematical background who work with interest rate models;
• Actuaries looking to gain a more in-depth knowledge of how to construct and calibrate interest rate models.

Dyamic Hedging

Master Class "expert edition"
Dynamic Hedging Master Class "Expert Edition" is an advanced one day program providing more than 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

Who Should Attend

Dynamic Hedging Master Class Expert Edition is designed for the risk professional involved in implementing and executing dynamic hedging strategies for equity-based guarantees. This course will be valuable to anyone looking to gain greater insights into dynamic hedging. Course participants typically include:

• Risk professionals with a solid mathematical background who are responsible for dynamic hedging;
• Actuaries looking to gain a more in-depth knowledge of how to implement and execute dynamic hedging strategies;