Learn how to conduct ALM stress testing across all risk types with the help of this quick and convenient webinar. As a participant, you’ll discover what data is needed, how to determine subjection assumptions, and what output and results are required. You’ll also learn the different scenarios for applying standard liquidity stress templates to retail and commercial balance sheets.

In addition to integrating stress testing across risk types, you’ll discover how successful institutions conduct their ALM and profitability management in order to maximize their position and stay healthy amid all the regulatory changes.

Finally, you’ll gain insight into your next exam by reviewing the key areas regulators are looking for within your stress tests and by evaluating your institution’s ALM metrics compared to those of your peers.

• Learn how to conduct ALM stress testing across all risk types
• Determine the data needed, subjection assumptions, and what output and results are required
• Examine the different scenarios for applying standard liquidity stress templates to retail and commercial balance sheets
• Review the area regulators are looking for in your stress tests
• Gain insight into how successful institutions conduct their ALM and profitability management
• Compare your institution’s ALM metrics to your peers

• Market stress and its integration to other types of risks
• Stressing credit risk and its effect to other types of risks
• Counterparty stress in regards to market and behavior risk
• Stressing sensitivities to credit/market risk factors
• Stressing ratings in correlation to financial market and economic factors
• Downgrading under market crisis
• Stressing market and counterparty driven behavior
• Integrating financial analysis to achieve robust stress testing methodologies
• Valuation and income analysis under stress conditions
• Liquidity risk resulted by integrated stress risks
• Case study on stress scenarios across the risks
• Emphasizing the importance of stress and scenario testing as a tool for identifying, assessing and communicating risks at the enterprise-wide level

FMS is registered with the National Association of State Boards of Accountancy as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses. Complaints regarding sponsors may be addressed to: The National Registry of CPE Sponsors, 150 Fourth Avenue, North, Suite 700, Nashville, TN 37219-2417 Web: www.nasba.org.

• Level: Basic
• Prerequisites: None
• Advance preparation: None
• Instructional Method: Live-Group
• Length: 60 Minutes
• CPE Info: 1 Credit in the Field of Finance

For more information regarding administrative policies such as complaints or refunds, call 800-ASK-4FMS (800-275-4367).

This webinar is designed to benefit anyone responsible for asset/liability management at a community financial institution, including:

• CEOs
• CFOs
• Controllers and Comptrollers
• Asset/Liability Managers
• Financial Analysts
• Investment Managers
• Treasurers
• ALCO Members

As a key member of the Product Management team at FRSGlobal, Andrew is responsible for developing product roadmaps in reporting and risk management areas. Prior to joining FRSGlobal, Andrew expanded his experience through several roles within the financial services industry, including; senior analyst for the Risk and Capital Markets practice at IDC Financial Insights, member of the Strategy and Development group at State Street Global Markets, and roles at both a small consulting firm and Scudder Zurich.

 

Can't make the date? Order a CD-ROM or On-Demand access to the recorded webinar. Note: CPE credit cannot be earned by viewing the recorded webinar.