Director
By the end of this video you will be able to evaluate the role of the treasury or ALM function and understand how it is described as “the bank within the bank”, alongside analysing the importance of asset and liability management in optimising the balance between risk and return. Finally, we will compare and contrast different organisational models of the treasury function
By the end of this video you will be able to evaluate the role of the treasury or ALM function and understand how it is described as “the bank within the bank”, alongside analysing the importance of asset and liability management in optimising the balance between risk and return. Finally, we will compare and contrast different organisational models of the treasury function
Subscribe to watch
Access this and all of the content on our platform by signing up for a 14-day free trial.
17 mins 23 secs
This video considers the central role of a Treasury or ALM function in prudently managing a bank’s balance sheet whilst supporting management of financial returns.
Key learning objectives:
Evaluate the role of the bank treasury or ALM function
Discuss how the function can be considered as “the bank within the bank”
Compare and contrast different organisational models that can be applied to the treasury function.
Access this and all of the content on our platform by signing up for a 14-day free trial.
Unfortunately, there is no commonly agreed terminology. Most firms use the term "treasury" to cover all related activities associated with managing Liquidity and Funding, Capital, and Interest rate risk in the Banking Book (IRRBB), Funds Transfer Pricing and market-facing execution, alongside a huge range of possible reporting undertakings (both internal and regulatory) and hedge accounting.
TLAC refers to Total Loss-Absorbing Capacity, which is the standard that requires the world’s largest banks, so-called Global Systemically Important Banks, or G-SIBs, to issue capital instruments that absorb losses and allow them to recapitalise while remaining going concerns.
MREL stands for Minimum Requirement for own funds and Eligible Liabilities. This is the EU’s version that requires banks to issue securities that absorb losses.
Access this and all of the content on our platform by signing up for a 14-day free trial.
There are no available videos from "Chris Blake"