Asset Liability Management Techniques and Practices

London
14 - 16 September 2010

***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****

Learning outcomes:

ALM Techniques and Practices provide intensive hands-on training on ALM techniques, practices and advance applications. Participants receive content rich course materials along with valuable utilities and templates. Learn how to implement ALM as a strategic decision-making framework to gain competitive advantage and increase value Ensure appropriate policies and control procedures are in place Practice advanced techniques for measuring risk exposure

• Learn the limitations and pitfalls of various risk metrics
• Understand risk exposure and make some effective decisions
• Formulate ALM strategies
• Structure LDI solutions
• Produce an ALM report that effectively communicate the exposure
• Participate in a mock ALM committee meeting

Pre-course material, assigned readings and a number of application exercises will be provided for the participant to cover outside of class time. Participants will also be trained to use several valuable utilities and templates that are yours to keep and provided as part of the course fee.

Course dates & venues

Course tutors

LONDON

Charles L. Gilbert, FSA, FCIA, CFA, CERA

Andrew Smith, BA

Course highlights:

• Learn the limitations and pitfalls of various risk metrics
• Aggregate and attribute economic capital by risk type and business entity
• Understand the practice of capital calculations under QIS5
• Pricing and hedging embedded guarantees
• Embedding ALM in decison making and passing the use test
• Participate in a mock ALM Committee meeting
• 5-week complimentary pre-course e-learning to help participants prepare for the intense course
• Extensive use of case studies
• Live hands on-training (each participant must bring laptop)

This course is intense. Be prepared to roll up your sleeves!