Lecture, Group Discussion, Case Study, Panel Discussion and Formulation of Recommendation
Resource Person
Internal/External
Time
From-28 May 2018
To-27 May 2018
Course Coordinator
Saima Kamal
Manager, Learning & Development, NRB Bank Ltd.
Course Objectives:
1. To familiarize the participants with the policies, techniques and strategies involved in effective management of assets and liabilities of banks and financial institutions.
2. To develop skilled manpower needed for effective management of various risks that arise from the bank's dealing with assets and liabilities.
Course Contents:
Regulatory Framework of Asset Liability Management-ALM Policy Statement, Structure of ALM, MIS for ALM, ALCO.
Financial Statements of Banks and Financial Institutions.
Deposit and Non-deposit Liabilities and their Management.
Management of Earning Asset Portfolio.
Capital Management in line with RBCA Guideline.
Off-Balance Sheet Activities and their Implications.
Liquidity Management- Demand for and Supply of Liquidity, Maturity Profiles and Forecasting Liquidity Requirements, Strategies for Managing Liquidity Risk.
Interest Rate Risk Management-Mismatch between Assets and Liabilities, Gap and Duration Analysis and Hedging Techniques.
Treasury Operations of a Bank-Policies and Dimensions, Relation between Money Market and Foreign Exchange Operations.
