Balance Sheet and Liquidity Risk Management

1. Objetive

The objective of the seminar is to increase the participants’ knowledge of balance sheet risk management and investment portfolio analytics, as well as to evaluate liquidity risk and contingency funding plans, investment portfolio risk management, interest rate in risk management and the identification of tools for balance sheet risk analytics.

2. Topics

• Assess balance sheet management processes and risk levels within a midsize bank
• Evaluate liquidity risk and contingency funding plans: continency funding plans, liquidity coverage ratio, net stable funding ratio
• Evaluate investment portfolio risk management: credit, liquidity and interest rate implications
• Evaluate interest rate risk management: short term/long term valuation, sources of risk, basel interest rate risk in the banking book
• Identify tools for balance sheet risk analytics

3. Date and venue

October 21 – 25, 2019. Panama City, Panama

4. Host Member

Superintendencia de Bancos de Panama

5. Instructor

Office of the Comptroller of the Currency (OCC)

6. Minimum qualification requirements

• The seminar is designed for supervisors with at least 4 years of practical experience in banking supervision and assessment of balance sheet management and liquidity risk management within a midsize bank.
• Intermediate level of English language.

7. Pre-reading material

This seminar has pre-reading materials.

8. Language

English and Spanish are the official languages for the seminar. Simultaneous interpretation services will be available during the sessions.

9. Application process

1. Request to your training coordinator an access account for the ASBA’s Activities Manager.
2. Once you have your username and password, access the Activities Manager through the following link www.asbaweb.net
3. Complete your profile and personal information.
4. Make your application to the selected course during the registration period.
5. For more information, see the User’s Manual, available at the Annual Training Calendar.

10. Registration Deadline

September 20, 2019.

11. Maximum quota

The seminar is limited to 30 participants who will be selected based on their meeting of the Minimum Qualification Requirements on a first-come firstserved basis.