Funds Transfer Pricing (FTP) - Asset Liability Management (ALM) Certificate - Part 1 скачать в хорошем качестве

Funds Transfer Pricing (FTP) - Asset Liability Management (ALM) Certificate - Part 1

Vector ML Academy (VMA) by Vector ML Analytics is a leading global provider of online treasury, banking and risk courses for professionals. Register for the Asset Liability Management (ALM) Certificate https://academy.vectormla.com/ Corporate Product and Services https://www.vmlanalytics.com/ Sales & Other Inquiries info@vmlanalytics.com sales@vmlanalytics.com Vector ML Platform Suppose you are a bank or a lending institution looking to manage your assets and liabilities, seeking to increase return and minimize losses. In that case, our automated and dynamic loan-level analytics tool powered by AI algorithms allows for better credit analytics, loan pricing, and asset-liability management. Treasury 1- Cash Flow Projections & Analytics 2- Loan Valuation 3- Asset Liability Management (ALM) 4- Liquidity Management (CVA, FVA, MVA) 5- Deposit Management & Analytics 6- Duration Gap Analysis 7- Balance Sheet Modeling 8- Prepayment Analysis 9- Value at Risk (VaR) and Scenario Analysis 10- ALM Optimization 11- Internal Liquidity Adequacy Assessment Process (ILAAP) 12- Interest rate risk in the banking book (IRRBB) 13- Fund Transfer Pricing (FTP) 14- Interest Rate Lock Commitments (IRLCs) 15- ALCO Reporting 16- Interest Risk Management (MVE, NIM, Duration, etc.) 17- Basel reporting (LCR, NSFR, CCL, ALMM, CFEN) Yield curve construction and dual curve swap pricing (SONIA, SOFR, LIBOR) Credit Risk 1- Probability of Default (PD) 2- Loss given default (LGD) 3- Exposure at Default (EAD) 4- Expected Loss (EL) 5- Unexpected Credit Loss 6- IFRS 9 & Current Expected Credit Losses (CECL) 7- Credit Scorecard 8- Risk-Based Pricing 9- Machine Learning 1. Logistic Regression 2. Decision Trees 3. Support Vector Machine (SVM) 4. Random Forest 5. Ensemble Techniques 6. GBM 7. XGBoost 8. LightGBM 9. Neural Networks and Deep Learning Financial Planning and Analysis (FP&A) 1- Enterprise & Equity Valuation 2- Financial Projections 3- Loan Pricing 4- Regulatory Reporting Basel II & III ‣ Basel Capital Adequacy Reporting (BCAR) ‣ Net Cumulative Cash Flow (NCCF) ‣ Net Stable Funding Ratio (NSFR) ‣ Regulatory Liquidity Analysis ‣ Regulatory Capital Analysis ‣ Stress Testing 5- Loans to Deposit Ratio (LDR) 6- Liquid Coverage Ratio (LCR) 7- Net Stable Funding Ratio (NSFR) Additional Reading Asset Liability Management Optimisation: A Practitioner's Guide to Balance Sheet Management and Remodelling (Wiley Finance) by Beata Lubinska https://www.amazon.com/gp/product/B08... Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance) by Beata Lubinska https://www.amazon.com/gp/product/B09...