This 90-minute banking webinar provides an overview of ALM principles and ALM measurement techniques. It focuses on auditor issues and procedures related to the audit of the ALM function.
It covers important ALM topics such as:
This new bank accounting webinar will review and discuss interest rate risk as well as net gap analysis. It will emphasize the importance of valuing the assets and liabilities at current market prices (fair value approach), as well as the importance of hedging fair value positions. Paul will also discuss the composition of the ALM committee and the decisions expected of that high level committee.
Attention will be focused on ALM committee approaches to interest rate risk management such as:
Attendees will review examples to help them learn about simulation models, particularly dynamic simulation, and also about the use of “duration” analysis.
Specific auditor issues are addressed, outlining an ALM audit approach that includes:
A special part of the coverage includes a review of controls for derivatives.
This great new accounting webinar provides an excellent review of ALM and how the auditor approaches ALM audit coverage.
If you are having issues with registering online, please contact CBAO's Education & Training Coordinator, Lianne Simeone, (614) 610-1877.