Balance Sheet Management Series

Practical Steps in Solving ALM Problems - A “How to” Series

This series focuses on practicalities. Each episode will take you through real examples of how to tackle topical issues related to capital, liquidity and interest rate risk.

Watch On-Demand

schedule 15 August 2022

Balance Sheet Management "ZMFS" Conference

In-person | Washington Duke Inn | Durham, NC

We look forward to seeing everyone in person once again at the Washington Duke Inn to ACE the power of asset-liability management

schedule 60 Mins | 1 December 2021

How to create bespoke liquidity tests/survival horizons using LCR cohorts

The next episode will walk you through a ‘how to’ on creating bespoke liquidity tests/survival horizons using LCR cohorts.  

schedule 60 Mins | 18 November 2021

How to include the impact of post-Covid defaults in IRRBB and funding analytics

The next episode will walk you through a ‘how to’ on adjusting Funding Plans, NII Forecasts and EV projections for defaulted loans.

schedule 60 Mins | 13 October 2021

How to Adjust FTP Calculation for Excess Liquidity

The next episode will walk you through a ‘how to’ on adjusting your FTP framework to account for excess deposits. 


schedule 60 Mins | 21 September 2021

How to Calculate Value at Risk Using Historical or Monte Carlo Simulation

In this webinar we will walk you through a ‘how to’, using RiskConfidence to measure and manage market and balance sheet VaR (Value-at-Risk)

schedule 60 Mins | 3 August 2021

How to project a balance sheet for IRRBB purposes

In this webinar we look at IRRBB – guidelines and challenges and dynamic Analysis in RiskConfidence.

schedule 60 Mins | 1 July 2021

How to perform effective hedging strategies for your balance sheet for Liquidity, IRR & FX gaps

In this webinar we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.

schedule 60 Mins | 2 June 2021

How to perform FTP and IRR Stress Testing post IBOR transition

The next episode will walk you through a ‘how to’ on the new benchmark curve inputs for FTP and IRRBB.

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