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Asset Liability Management and Liquidity Risk Management: Practical Guidance
   LIVE Webcast  


Event Details:                                                                                                                                                          

In the current economic climate, a potential liquidity crisis is omnipresent. Financial institutions are not immune to this potentially catastrophic event making it essential to have effective Asset liability management (ALM) and liquidity management programs in place. To help finance executives, risk and compliance officers, bank officers and other finance-related professionals cope, the Knowledge Group is assembling a panel of finance experts to offer you practical guidance in formulating and integrating ALM and liquidity management programs into your business models. Speakers will discuss the significant issues of ALM and liquidity risk management in a two-hour LIVE webcast. They will tackle:

Course Level: Intermediate
Prerequisite: None
Method Of Presentation: Group-Based-Internet
Developer: The Knowledge Group, LLC
Recommended CLE/CPE Hours: 1.75 - 2.0
Advance Preparation: Print and review course materials
Course Code: 124351
Recording Fee: $299 (Please click here for details)


Featured Speakers for Asset Liability Management and Liquidity Risk Management: Practical Guidance LIVE Webcast :

Agenda  (click here to view more)

William J. McGuire, Ph.D., President & CEO,
McGuire Performance Solutions Inc.

  • A. Setting the stage – A return to “old-school” balance sheet management
    • • The business case for IRR analyses – it is more than compliance
  • B. Current mandates for assessing and managing embedded IRR
    • • Near term (earnings at risk) and longer term (equity at risk)
    • • New elements of IRR assessment: Nonlinear rate path views
    • • How do you compare: Peer tendencies in recent IRR positions
  • C. On center stage in IRR control: A certified and validated ALM model
    • • Model risk assessment requires reviewing model and it implementation
    • • Building block of model risk control: Certification, verification, and validation
    • • How does your model compare: Peer model validation experience
    • • What to look for in your model: Key sources of model risk in peer models
  • D. Future trend in IRR analysis and balance sheet risk management
    • • Continued intense regulatory scrutiny and the process and policy revolution
    • • Merging the risk silos – a “balance sheet model” as an enterprise risk solution

Raj Murdia, Senior Manager, Financial Services Risk Management,
Ernst & Young LLP

** Speaker Talking Points to be added soon.. **

Peter B. Marshall, Principal, Advisory, Financial Services,
Ernst & Young LLP

  • Integrated Balance Sheet Management
    • - Traditional balance sheet management and current challenges
    • - Need for a new strategic balance sheet management operating model

Michael B. Glotz, Partner,
Strategic Risk Associates, LLC

  • 1. Setting Risk Appetite for Liquidity and Interest Rate Risk
    • a. Board Responsibilities
    • b. Management Responsibilities
    • c. Sample Risk Appetite Statements
  • 2. ALM Governance
    • a. Board Level Policies
    • b. Board Reporting and Monitoring
    • c. Management ALCO Scope of Responsibilities
    • d. ALCO Committee: Key Agenda Items
  • 3. Quantitative and Qualitative Techniques for Liquidity and IRR Assessment
    • a. Enterprise Risk View of Liquidity and Interest Rate Risk
      • i. Utilize the OCC’s Risk Assessment System (RAS)
        • 1. Understand Regulatory View and Aspects
        • 2. Understanding Regulatory CAMELS Rating
      • ii. Enterprise Liquidity Risk View
        • 1. Quantity of Risk Factors
        • 2. Quality of Risk Management Factors
        • 3. Aggregate Risk and Direction of Risk
      • iii. Enterprise Interest Rate Risk View
        • 1. Quantity of Risk Factors
        • 2. Quality of Risk Management Factors
        • 3. Aggregate Risk and Direction of Risk
    • b. Enterprise Risk Scoring Models
      • i. Introduction for Liquidity Risk Management
      • ii. Example on Industry Model: SRA’s Enterprise RiskScore™
      • iii. Benefits

McGuire Performance Solutions Inc.
William J. McGuire, Ph.D.
President & CEO
speaker bio »»

Ernst & Young LLP
Raj Murdia
Senior Manager, Financial Services Risk Management
speaker bio »»

Ernst & Young LLP
Peter B. Marshall
Principal, Advisory, Financial Services
speaker bio »»

Strategic Risk Associates, LLC
Michael B. Glotz
speaker bio »»

Who Should Attend?

- Financial/Accounting Managers
- Asset/Liability Management Officers
- Risk Managers
- Treasury Managers
- Executive Officers
- Risk Analysts & Controllers
- Contingency Planning Officers
- Fund Managers
- Financial Analysts
- Banks Executives
- CFOs
- Heads and Operating Staff of Liquidity Management, Liquidity Controlling and Treasury Departments
- And Other Interested Professionals

Why Attend?

This is a must attend event for anyone interested in learning practical guidance for ALM and Liquidity Risk Management Programs.

- New guidance explained by the most qualified key leaders & experts.
- Hear directly from key regulators & thought leaders.
- Interact directly with panel during Q&A.

Click the "Register" button below to enroll in this course today. Hurry as space is limited and significant discounts apply to early registrants.

Registration Information:                                                                                                                                    

(Click here for information on group registrations and discounts)

Please note, the event date is firm although it may be subject to change. Please click here for details.
The Knowledge Group, LLC is producing this event for information purposes only. We do not intend to provide or offer business advice. The contents of this event are based upon the opinions of our speakers. The Knowledge Congress does not warrant their accuracy and completeness. The statements made by them are based on their independent opinions and does not necessarily reflect that of The Knowledge Congress' views. In no event shall The Knowledge Congress be liable to any person or business entity for any special, direct, indirect, punitive, incidental or consequential damages as a result of any information gathered from this webcast.









Asset Liability Management and Liquidity Risk Management: Practical Guidance
LIVE Webcast
Speakers and Partner Firms:

McGuire Performance Solutions, Inc. (MPS) provides innovative technical answers for financial institution balance sheet management and compliance. MPS services target specific advanced performance and regulatory needs.

MPS services include advanced statistical analyses of institution specific deposit supply, repricing, and term related behaviors, parallel analyses of loan prepayments and paydowns, verification and validation of ALM models and other advanced financial analysis tools, estimates of ASC 820 (FAS 157) compliant core deposit intangible and fair values, goodwill and core deposit intangible testing, and other specialized services.

MPS is a completely objective partner in delivering all of its services. MPS does not sell models or investments or take any referral compensation from model vendors or brokers. Services have been successfully delivered for more than fifteen years to over 750 financial institutions with assets ranging from $50 million to $500 billion, across all charters and models.

MPS is highly respected in the industry, providing education, publications and consulting expertise to entities such as Bank Administration Institute, Financial Managers Society, American Bankers Association and CUNA CFO Council. MPS President and CEO Dr. William J. McGuire is an expert witness for the FDIC and routinely provides ALM training to federal and state regulatory agencies such as the OCC, FFIEC, and FHLB. He also serves on the faculty for the ABA Stonier National Graduate School of Banking. He is published frequently in the industry trade press; recent examples include Bank Asset Liability Management, Bank Accounting and Finance and ABA’s Bank Marketing Magazine.

Based in Scottsdale, Arizona, MPS has been serving financial institutions since 1995.

Nearly 35,000 Ernst & Young financial services professionals around the world provide integrated assurance, tax, transaction and advisory services to our asset management, banking, capital markets and insurance clients. In the Americas, Ernst & Young is the only public accounting organization with a separate business unit dedicated to the financial services marketplace. Created in 2000, the Americas Financial Services Office today includes more than 4,000 professionals at member firms in over 50 locations throughout the US, the Caribbean and Latin America.

Ernst & Young professionals in our financial services practices worldwide align with key global industry groups, including Ernst & Young’s Global Asset Management Center, Global Banking & Capital Markets Center, Global Insurance Center and Global Private Equity Center, which act as hubs for sharing industry-focused knowledge on current and emerging trends and regulations in order to help our clients address key issues. Our practitioners span many disciplines and provide a well-rounded understanding of business issues and challenges, as well as integrated services to our clients. With a global presence and industry-focused advice, Ernst & Young’s financial services professionals provide high-quality assurance, tax, transaction and advisory services, including operations, process improvement, risk and technology, to financial services companies worldwide.

Strategic Risk Associates, LLC (SRA) is a consulting and advisory firm designed for Community Banks. SRA provides fast, efficient and practical risk consulting services to Banks throughout the country. SRA’s Partners and senior staff have significant regulatory experience and over 100 years of private sector banking and risk management experience. Our team is experienced in virtually every area of banking, eliminating the need for multiple consulting groups.


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Attention New York Attorneys:

This program is approved for CLE credit under New York’s Approved Jurisdiction policy. The Knowledge Group, LLC is an approved sponsor in the state of California, a New York Approved Jurisdiction. This program fulfills the non-traditional format requirement of exceeding 60 minutes in length. Please note only experienced attorneys (more than 2 years) are eligible to receive CLE credit via non-traditional format learning platforms. The Knowledge Group will verify attendance during the webcast via secret words (3 per credit hour) and by auditing attendees log in and log out records. All verification instructions will be provided during the webcast. Once attendance verification requirements have been completed, the attendee will be issued a certificate of attendance be The Knowledge Group for the course with the recommended number of credit hours. The Certificate of Attendance is normally sent via email in 24 hours or less.

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The attorney should simply include credits earned via Knowledge Group webcasts when computing the total number of CLE credits completed, and keep the Knowledge Group Certificate of Attendance for a period of at least four (4) years in case of audit. An attorney may count towards her/his New York CLE requirement credit earned through the Approved Jurisdiction policy without notifying the CLE Board.

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