Is your ALCO doing all it can to drive performance? Are we actively managing risk levels for performance goals, or simply ensuring compliance with our limits? It is time to re-examine the role of ALCO and how the measurement and management of risk should lead to decision making in financial institutions. Gone are the days of silo-based risk measures and contingency plans. In this session we will present Asset/Liability Management in the ERM sense with a focus on the measurement and management of capital needs. We will review stress testing concepts for Interest Rate, Liquidity and Credit risks and build the framework for effective capital contingency planning including a review of policies and processes to support. Participants will take back a new perspective on the role of ALCO in risk management and the capital planning process.
- Build a Framework for Capital Planning and ALM
- Review approaches to stress testing individual risk
- Build a framework for integrated enterprise stress testing
- Examine how to use Static & Dynamic scenario analysis and stress tests
Target Audience: CEOs, CFOs, ALCO members, controllers, chief risk officer, chief retail, funding officers