Date: February 13-14, 2015 (Friday-Saturday)
Venue: Gov. Licaros Hall, RBAP, Intramuros, Manila
Time: 8:30am to 5:00pm
Resource Person: MR. AUDIE A. CABUSAO, CPA
Investment Banker at Land Bank of the Phils., Trainer and Consultant
Seminar Fee:
1. Early bird – P4,400 (on or before Jan 27)
2. Regular Rate –P4,800 (After Jan 27)
3. Non-Member/Delinquent – P5,760
Mode of Payment
• A Non-Refundable commitment fee of P2,400.00 per participant.
• Bank account (LBP – Intramuros Branch Savings Account Number 0012-1046-26).
• Proof of payment fax to (02) 527-2980.
• Check payments, should be payable to (RBRDFI).
Training Policies:
Reserve first with RBAP-RBRDFI your training slot, and wait for RBAP-RBRDFI confirmation of your reservation. Thereafter, you may deposit the Registration Fees, book ticket (airline) and secure accommodations.
RBAP-RBRDFI will not be responsible for any damage caused by unconfirmed reservation (s).
Likewise, once training is FULL, RBAP-RBRDFI has the right to refuse participation or reimbursement on any damage brought by unconfirmed reservations.
Deadline for submission of registration is not later that February 10, 2015.
1. Reservation via telephone conversation is accepted. However, Registration Form and fee must be settled 10 days prior the seminar date or January 30, 2015. Otherwise, reservation is considered cancelled.
2. Cancellation Policy: – This will apply to non-subsidized training fee.
a) 10 days prior the seminar date is entitled for a full refund. *Regular Rate only
b) 3 days prior to the seminar date is entitled for a half refund * Regular Rate only
c) Participants who have paid but failed to show up for the seminar will only be entitled to a rebate of 50% of the total registration fee. (Regular Rate only)
d) For special cases (health, accident etc.), kindly coordinate with RBRDFI staff for refund procedures and requirements.
Expected Participants
President, Director, Risk Manager, Fund Manager, Treasury and Fund Manager, Compliance Officer, Internal Auditor, and Branch Managers
Learning Objectives
a) Understand fundamental ALM concept and framework
b) Appreciate the importance of ALM in banks
c) Understand the interrelationship of ALM and risk management
d) Identify major risks inherent in banking operations
e) Learn the mechanics of basic ALM risk measurement and strategies
f) Recognize the role of ALM in achieving the bank’s business goals and objectives and in complying with regulatory requirements
Course Outline
I. ALM Conceptual Framework
* Definition and Concept
* Primary Objectives
II. Importance of ALM to Banks
*Relevance and Impact
*Economic and Financial Market Developments
*Key Role of Banks
*Banking Regulations
III.Scope of ALM
IV. ALM Support Structures
Alternative Approaches to ALM
V. Interest Rate Risk Management (IRR)
*Approaches to IRR Management
*Governance
*Risk Identification
*Risk Measurement
*Developing Scenarios and Assumptions
*Computing Risk Levels
*Risk Monitoring
*Evaluating and Implementing Strategies
*Risk Reporting & Control
*Auditing the Rate Risk Measurement Process
* Risk Limits
* Risk Measurement Techniques
* Simulation Approaches
* Worked Examples
VI. Liquidity Risk Management
*Importance of Liquidity Risk Management
*Relationship of Liquidity Risk to Other Banking Risks
*Early Warning Indicators of Liquidity Risk
*Asset & Liability Liquidity
*Funding Concentrations
*Off-Balance-Sheet Activities
*Governance
*Risk Management Process
*Risk Measurement System
*Management Information System
*Risk Limits
*Internal Controls
*Monitoring and Reporting Risk Exposures
*Contingency Funding Plan
*Other Liquidity Risk Management Tools
*Worked Examples
VII. Workshop, Analysis and Interpretation
*Liquidity Gap Report
* Repricing Gap/Earnings-at-Risk Report
*Contingency Funding Plan
*ALM Policy
Download the Confirmation Sheet in PDF