This pathway continues the discussion on asset and liability management, delving further into the topics required to fully understand this area.
Watch all the videos and pass the test to obtain a certificate showing your completion of this Pathway. Certificates can be shared directly to your LinkedIn profile and social media accounts.
8 videos • 1 hour 38 minutes
A bank’s Asset-Liability Committee or ALCO is possibly the most important executive operating committee in a bank. Here, Moorad explains what ALCO is, outlines their responsibilities and provides some insight into their objectives and governance structure.
Moorad Choudhry • 11:25
Any transaction undertaken by a bank carries an element of risk. Value-at-risk, or VaR, quantifies the probability of loss to a dollar value. Moorad shows how this is achieved using the variance-covariance method.
Moorad Choudhry • 15:24
For a bank, the act of undertaking ordinary customer business generates interest rate risk. Moorad explains: why this is the case, the different forms of interest rate risk, and strategies used to manage these risks.
Moorad Choudhry • 11:46
In Part III of this series, Moorad covers the practical issues concerned with managing the Interest Rate Risk Banking Book, or IRRBB. He covers topics including the treatment of variable rate financial products, Net Interest Income (NII) sensitivity and interest rate shock scenarios.
Moorad Choudhry • 14:47
Unlock the expertise of over 100 genuine industry leaders
Access courses wherever and whenever, through our cutting-edge platform
All of our content has been created specifically for finance professionals