{"courseid":"522","coursename":"Strategic Asset Liability Management","coursecode":"ALM","courseimage":"https://f.hubspotusercontent00.net/hubfs/8053800/Header%20Images/Group%208.jpg","youwilllearn":"
  1. ALM optimisation to maximise EVA subject to internal and regulatory constraints
  2. Best practice measurement and management of core interest rate and liquidity risks
  3. Use of derivatives in ALM - economic, accounting and regulatory considerations
  4. Tools for capital planning and management
","when":"

25th - 27th November 2024

","prices":"

£4860 (US$5670)

","whoshouldattend":"","priorknowledge":"

It is assumed that participants have a basic familiarity with a bank\u2019s treasury operations, banking activities, and fundamental market instruments such as forwards, swaps and options.

","teacherimage":"https://f.hubspotusercontent00.net/hubfs/8053800/Teachers/Rupesh%20Tailor-min.jpg","teachername":"Rupesh Tailor","teacherbio":"

Rupesh Tailor is a banking sector specialist with over fourteen years\u2019 experience, having worked for sell-side and buy-side financial institutions including Goldman Sachs, Barclays Capital, Merrill Lynch, Auriga Investors and Morgan Stanley. He specialized in the European bank sector as well as the analysis of high yield and leveraged finance investments. His responsibilities included analysis, trading and portfolio management of credit and equity products.

Rupesh has consulted for two of Europe\u2019s Global Systemically Important Banks (GSIBs) regarding their stress test modelling - as part of the 2014 European Central Bank/European Banking Authority stress test of euro area banks - and has also developed stress test models for a variety of other banks\u2019 ICAAP and ILAAP needs. His proprietary stress-testing models are widely recognized as having accurately predicted the failures of various US, Irish, Spanish and Icelandic banks; as well as being highly successful at identifying businesses in structural decline at an early stage.

He delivers courses globally in Asset-Liability Management, Bank Stress-Testing, Basel III, High Yield & Leveraged Finance, Distressed Debt, and Fixed Income Attribution to financial institutions and central banks. He is also a sought-after speaker and chairperson at leading industry events.

Rupesh received a MA in Economics from Cambridge University and achieved First Class Honours.

","brochureid":"3361","sampleid":"no sample"}