ACI Poland. ALM education + Exam Offer

Transcription

1 ACI Pland ALM educatin + Exam Offer Dec 2016

2 Abut Finance Trainer Finance Trainer is a training and cnsulting cmpany specialized in the fields f asset and liability management, risk management, ttal bank management and financial markets with ffices in Austria and Luxemburg. Finance Trainer has been prviding bankers frm Eurpe and all ver the wrld with state-f-the-art knwledge thrugh seminars, nline-learning prgrammes, sympsia and in cnsulting prjects since its fundatin in Finance Trainer Tls & Teaching Methdlgies Exam Learning Treasurer's Handbk Script Testing Cyber*Schl Multi-level tests Training Wrkshp Mck-tests 60 the. questins 10 calc. questins 3 case studies Cyber*Schl (e-learning platfrm) The Finance Trainer Cyber*Schl has turned ut t be the maybe mst efficient training methd. Available since 1996, it is perfect fr laying the fundatins in a particular field. Via answering questins (aided by the accmpanying answers and explanatins and cmprehensive scripts) Cyber*Schls embdy the Finance Trainer mtt f playful learning. Cyber*Schls are accessible frm everywhere at all times via the internet; wrklad and temp can be individually chsen. Learners get instant feedback t mnitr their prgress; a qualified Cyber*Trainer answers questins as they arise. Wrkshp (n-site) Specialized seminars prvide the participants with many examples and rules fr a systematic apprach t cmplex questins n the ACI exam. It is usually rganized by lcal ACI rganizatin during the running Cyber*Schl preparatin, s that the participants f the whle grup can questin the mst imprtant tpics and calculatins, as well as try sme mck tests befre their real exam. ALM Exam Preparatin Page 2

3 ALM Handbk Assets and Liabilities Management: A Practitiner s Guide A handbk n Asset Liability Management (ALM) and Ttal Bank Management (TBM) is expected t fulfil the fllwing challenges: - T give an verview n rganizatin, tasks, prcesses, interfaces and regulatin - T ffer Knw Hw n ALM/TBM Instruments and techniques f applicatin. The ALM Handbk is available bth in print as well as in e-bk versin. Cntents and Targets ALM Cyber*Schl (withut financial markets instruments) (apprx. 48 hurs f study, script questins and explanatins) Asset liability management (ALM) plays a central rle in generating returns in banks. This rle has becme even mre prminent thrugh CRD/CRR and Basel 3. Therefre, a cmprehensive knwledge f the wrkings f ALM and their cnsequences n the bank's verall result is vital fr all ALM and supprt staff. While traditinally ALM was mstly seen as managing interest risk, currently tpics such as liquidity management and pricing (liquidity transfer price), management f the bnd prtfli (liquid assets), ICAAP and equity as well as managing returns under IFRS are majr ALM tasks. The ALM Cyber*Schl ffers a cmprehensive verview n the management cncept, the legal and regulatry framewrk and the instruments and implementatin strategies in a mdern ALM: Bank management basics Bank cntrlling; the central rle f transfer prices fr risk management in ALM; the rle f transfer prices in calculating the result f the custmer and risk business; cnsequences f the market rate mdel as a basis fr setting transfer prices Measuring risk Statistical backgrund fr mdern risk measurement mdels; types f risk; risk ALM Exam Preparatin Page 3

4 measurement mdels fr market, liquidity and credit risk; tasks, cmpetencies and respnsibilities f back ffice, mid ffice, frnt ffice and ALM in measuring risk Legal framewrk Basel 2/3 equity requirements fr credit risks; equity requirements fr market risks in the trading bk; new liquidity ratis (LCR/NSFR); leverage rati; replacement risk and CVA fr derivatives; netting agreements; ICAAP prcess; ging cncern, gne cncern and stress in the cntext f risk-bearing capacity and risk measurement; pillar 2 minimal requirements fr credit, liquidity and market risk; principles and cnsequences f IFRS accunting and the IAS framewrk fr hedge accunting Exam Preparatin Wrkshp During the wrkshp, the lecturer will fcus n applicatin f the acquired ALM knwledge in case studies. The ALM Management using instruments and cnsideratin f valuatin rules and the regulatry Framewrk will be als discussed. The mst emphasis will be given n the exam caching. Pricing, cnventins and calculatin n Bnds and Fixed Incme, Futures, IR Swaps, OIS, CC Swaps Mdel calculatins questins and slutins The architecture f IR management in ALM The capital cmmitment and liquidity mapping Case studies IR mapping f balance sheet IR Gap cnstructin P&L calculatins Mdelling ther Assets and Liabilities LQ mapping f balance sheet IR Gap cnstructin LQ risk/prfit calculatin EXAM 2 nd day f wrkshp in the afternn (duratin 3 hurs): - Start: 1pm - End: 4 pm Everybdy must have the valid ID card t prf the identity. ALM Exam Preparatin Page 4

5 Frmula sheet (Attachment) If yu want t use the frmula sheet attached, please bring a printed versin t the wrkshp and exam. We allw t use it during the exam. Frmelsammlung_CA LM ENG.pdf Exam Test Frmat: The written exam is 3 hurs and includes questins frm all mdules and is set up as fllws: Theretical Cyber*Schl questins: à 1 pint Arithmetic and calculatin examples: à 3 pints 3 case studies: à 15 pints In rder t pass the exam, yu need mre than 60%, t pass the exam with merit yu need mre than 75%, t pass the exam with distinctin yu need mre than 85%. We recmmend t wrk with the Cyber*Schl as well as g thrugh all dcuments frm the past mdules/seminars. That way the participants will be able t ask the trainer questins and he will be able t help them with any difficulties that may have ccurred. Example questins and case studies will be wrked n the wrkshp, in rder t ffer perfect exam preparatin. Technical equipment: Fr the wrkshp and exam everybdy will need a calculatr as well as OWN LAPTOP (with Excel). Target grup ALM and Treasury prfessinals Scpe f services Pre-curse e-learning Cyber*Preparatin (duratin: 6 mnths) PDF Cyber*Schl script, Cyber*Schl nline tests, Cyber*Schl Final Test Preparatin and hlding f the wrkshp (2 days) Case studies Language: Lcatin: Trainers: English n-site P. Haas r M. Mack N participants: recmmended 15, max 18, min. 10 Date: t be agreed (suggestin Sept 2017) ALM Exam Preparatin Page 5

6 Finance Trainer will prvide ur full cmmitment fr successful realizatin f suggested ACI educatin prgramme, s that the participants can successfully pass their exams and afterwards apply the knw-hw acquired in their daily wrk. Martin Mack Partner and Managing Directr Bearning s.r.., Zchva 6-8, Bratislava Business partner f Finance Trainer Internatinal Mb: Tel: (Vienna) Attachments: Lecturers prfiles Cpyright: All rights reserved. The cpyrights and rights f use regarding the cntent f this presentatin remain with Finance Trainer Internatinal Ges.m.b.H. Neither this presentatin nr any f the presented ideas and/r slutins may be used, published, reprduced, stred in a retrieval system, transmitted t third parties in any frm r by any means, electrnics,mechanical, phtcpying, recrding r therwise withut the prir permissin f Finance Trainer Internatinal Ges.m.b.H. All calculatins were undertaken t the best f ur knwledge. Errrs and misprints excepted. Prices are subject t alteratin withut ntice. ALM Exam Preparatin Page 6

7 Lecturer s prfiles Patrick Haas Partner Finance Trainer _Degrees & Certificates & Lectures Titulaire d une maîtrise en sciences écnmiques (equiv. t MSc), fcus n mney and finance, Université de Strasburg, France ( ) Pstgraduate diplma in Operatins Research - Institute f Advanced Studies, Vienna ( ) Hlder f ACI Diplma & The Mdel Cde Lecturer n banking and finance at the University f Applied Sciences bfi Vienna Develpment f several successful and highly demanded certificatin prgrammes; e.g. Certified Asset Liability Manager; Banking Certificate; Crprate Treasury Certificate; Certified Retail Risk Manager _ Prfessinal experience : Herba AG Vienna, implementatin f a cntrlling and management infrmatin system Since 1986: funding partner f Finance Trainer Internatinal GmbH : Lecturer n Ttal Bank Management at the Vienna University f Ecnmics and Business Administratin _Banking experience Installing Transfer Price Systems fr interest, liquidity and credit Respnsible fr prduct develpment and quality assurance in the fields f Credits & Markets Installing Risk Measurement and Limits n ttal bank level Implementing regulatry requirements (Basel 2/3, IFRS, LCR/NSFR) Installing Flw Bks in ALM and ptimizing flw returns _Prfessinal cmpetence Trading strategies Risk management Capital market pricing Credit risk management ALM Exam Preparatin Page 7

8 Martin Mack Funding Partner and Managing Directr, Bearning s.r.. Extensive experience in Bank Management, Treasury & Financial Markets, ACI exam, Market Risk Management, Assets and Liabilities Management, Bank regulatin, Private banking, Crprate Sales. Direct lng-year experience as lecturer, as well ask cnsultant and lead f educatin prjects in abve mentined areas. Specialties: Trainings, Cnsulting and Caching in Treasury, ACI exams, Financial Markets, Assets&Liability Management, Market Risk Management, Bank Management, Private Banking Educatin, Certificatins ACI Dipl. - ACI - The Financial Markets Assciatin Ing. (equiv. t MSc) - Slvak Technical University, Bratislava State Language Schl (German Language) Experience Mney market and FX dealer, ISTROBANKA, a.s. Bratislava Directr f Treasury Department, ISTROBANKA, a.s Directr f Treasury Divisin, Živnstenská Banka, a.s. Prague, UniCredit Grup (parallel t UniBanka assignment) Directr f Treasury Divisin, UniBanka, a.s. Bratislava, UniCredit Grup : exclusive Partner, Finance Trainer s.r present: Funding partner and managing directr, Bearning, s.r.. Additinal experience Implementatin and cnsulting prjects in the area f financial markets and ALM (Transfer price system fr interest, liquidity and credit spread, Basel 2/3) Trainer and lecturer at ALM and Treasury seminars rganized by Finance Trainer Trainer and lecturer at in-huse educatin prgrams at several banks: Bank Management, ALM and risk management, Treasury, Private Banking Head f several internal banking prjects (e.g. Internatinal Markets & Treasury Wrkgrup, Eur implementatin, bank mergers and integratin) Publicatins Financial Markets in a Nutshell (a series f articles), Bank*Frum at Finance Trainer expert articles in internatinal magazine "The Jurnal f Mney and Banking - Bančni vestnik" abut banking system in Slvak Republic ALM Exam Preparatin Page 8