ALM SEMINAR

2012 Course Overview


ASSET LIABILITY MANAGEMENT SEMINAR provides an unsurpassed opportunity to network with leading risk professionals involved in ALM, dynamic hedging, stochastic modelling and asset management. Hear from prominent experts in the field on the latest ALM topics.

  • Significant market volatility & significant uncertainty
  • Implementation of Solvency II
  • Liquidity risk management
  • Exposure to industry leading experts
  • Networking opportunities

Past Courses


ALM SeminarOct 25-26


Location: Chicago, US



See also: ALM Techniques and Practices


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.


What You Will Gain

  • Take home valuable Excel Tools, Interest Rate Models, Dynamic Hedging Utilities, Course Materials and Lecture Notes
  • 5-week e-learning course ALM Essentials
  • Learn how to perform Risk Optimization
  • Gain hands on experience formulating ALM Strategies
  • Gain hands on experience executing mock trades to immunize a liability portfolio
  • Calculate the one-year value-at-risk measures for Solvency II
  • Learn techniques for integrating Credit Risk and Interest Rate Risk
  • Demonstrate the value of executing ALM at a Strategic Level vs. Tactical Level
  • Learn how to integrate ALM with ERM and execute as a Strategic Decision Making Framework
  • Learn about the new paradigm for executing Asset Management within a Risk Management Framework
  • Learn how to implement a Liability Driven Investing for pensions
  • Simulate a dynamic hedging strategy
  • Calibrate interest rate models
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