Receive regulatory Asset/Liability Management (ALM) training directly from former senior Federal Field Bank Examiners and ALM Model Experts. Learn exactly what the current regulatory ALM examination compliance requirements are, and which are the most critical that examiners will focus on. Learn how to document your regulatory ALM compliance program, and how each critical supporting report should look in order to have a successful examination of ALM (Interest Rate Risk and Liquidity Risk Management).
Unlike other regulatory ALM "workshops" and "panel discussions" (ABA, CBA, WIB, ICBA, etc.), presented over 2-4 hours, our in-depth ALM Regulatory Compliance Training course is provided over 3 days, in small classroom environments and with 2 regulatory ALM expert instructors. Learn the internal regulatory examination process, examiner's examination perspectives and compliance expectations, pre-examination readiness, CAMELS rating criteria and ratings' inter-relationships, and ALM examination weaknesses that will result in significant Report of Examination criticisms, Matters Requiring Board Attention (MRBA/MRA), Rating Downgrades, Violations, and Formal/Informal regulatory Enforcement Orders.
The purpose of this course is to provide participants with proven and effective methodologies to have a successful Interest Rate Risk (IRR) and Liquidity Risk Management regulatory bank examination. Both of these areas continue to undergo increased regulatory scrutiny; with deficiencies often resulting in harsh Reports of Examination criticism, Matters Requiring Board Attention (MRBA/MRA), Violations and/or Enforcement Orders.
The focus of this course is exclusively on Bank Regulatory ALM (IRR and Liquidity Risk Management) Compliance. This course is delivered by 20-year veteran Federal Field Bank Examiners with ALM field bank examination specializations; as well as former Executive Bank Managers, experts in ALM models, assumptions, stress testing, scenario analysis, backtesting and validation. The focus of this course is to present and discuss information that, when implemented appropriately, will yield improved bank examination ALM ratings and favorable examiner comments.
The scope of this course will cover all key ALM regulatory compliance requirements contained in both the FFIEC Advisory on Interest Rate Risk Management (January 6, 2010) and the FFIEC Interagency Policy Statement on Funding and Liquidity Risk Management (March 17, 2010). The course includes the regulatory agencies' examination expansion of Interest Rate Risk (IRR) compliance beyond model backtesting, as well as Liquidity Risk Management compliance beyond liquidity ratio analysis.
Instructors will provide comprehensive regulatory and examination ALM analysis, interpretations, compliance guidance, common and uncommon compliance pitfalls, and compliant documentation examples. Instructors will provide in-depth discussions and presentations on regulatory ALM (IRR and Liquidity) modeling, stress testing and scenario analysis; as well as model assumption support and documentation, model backtesting and validation.
This course will cover regulatory Interest Rate Risk, Liquidity Risk Management and Contingency Funding Plan (CFP). Instructors will provide a deep review of these three key regulatory ALM areas, which, if implemented appropriately, should enable participants to assist their banks in having a successful examination of ALM Management, Liquidity and Sensitivity to Market Risk (IRR) CAMELS examination component ratings.
TRAINING OBJECTIVES & BENEFITS
Upon completion of this course, participants should be able to:
- Better understand the bank examination ALM scope, process and rating criteria for M, L and S components.
- Better understand regulator's ALM examination perspectives and compliance expectations.
- Improve the bank's Interest Rate Risk (IRR) regulatory compliance risk profile.
- Improve the bank's Liquidity Risk Management regulatory compliance risk profile.
- Improve the bank's Contingency Funding Plan (CFP) regulatory compliance risk profile.
- Improve ALM Policies and Procedures.
- Improve ALM (IRR and Liquidity) model configuration, assumptions and validation.
- Improve ALM Model Stress Testing and Scenario Analysis.
- Improve ALCO reporting (measurement and monitoring), minutes and documentation.
- Improve the bank's Enterprise Risk Management (ERM) and Risk Assessment of IRR and Liquidity Risk Management.
- Improve ALM Corporate Governance, Internal Controls and Risk Mitigation.
- Improve ALM Strategies, Diversification and Risk Tolerance.
Click the following agenda link to see the daily schedule for this 3-day regulatory ALM training course, AGENDA.
WHO SHOULD ATTEND
- PRESIDENT & CEO
- BOARD MEMBERS
- MEMBERS OF THE BOARD ASSET/LIABILITY COMMITTEE (ALCO)
- MEMBERS OF THE SENIOR MANAGEMENT ASSET/LIABILITY COMMITTEE (ALCO)
- MEMBERS OF THE LOAN AND DEPOSITE PRICING COMMITTEE
- CHIEF FINANCIAL OFFICER (CFO)
- CHIEF RISK OFFICER (CRO)
- INTERNAL AUDITORS
- ALM MODEL OPERATORS
- TREASURY STAFF
WHO SHOULD NOT ATTEND
The focus of this course is not financial or technical IRR or Liquidity. Rather, the focus of this course is exclusively on how to appropriately comply with the various banking regulatory agencies' ALM (IRR, Liquidity Risk Management and Contingency Funding Plan) Examination requirements.
Directly or indirectly preparing, reviewing, analyzing, assessing and/or decisioning ALM (IRR and Liquidity) and ALCO reports.
- Thoroughly review, annotate and be prepared to discuss the FFIEC Advisory on Interest Rate Risk Management (January 6, 2010), https://www.fdic.gov/news/news/press/2010/pr1002.pdf.
- Thoroughly review, annotate and be prepared to discuss the FFIEC Interagency Policy Statement on Funding and Liquidity Risk Management (March 17, 2010), https://www.federalreserve.gov/boarddocs/srletters/2010/sr1006a1.pdf.
Two classroom instructors. One instructor is a 20-year veteran senior Federal Field Bank Examiner and regulatory examination ALM Subject Matter Expert (SME), and a former Executive Bank Manager. The second instructor is a former Executive Bank Manager and an ALM (IRR and Liquidity) Model expert and practitioner.
Small classroom instructions on effective regulatory compliance of ALM (IRR and Liquidity Risk Management) practices and controls; small group ALM regulatory compliance and remediation discussions, and in-class case studies and examples.
Complimentary breakfast, lunch, refreshments, coffee/tea and dinner provided daily.
Casual business attire.
Training will be held in the Torrey Hills Boardroom on the Homewood Suites property; 11025 Vista Sorrento Parkway, San Diego, CA 92130.
HOTEL: Homewood Suites at 11025 Vista Sorrento Parkway, San Diego, CA 92130
RESERVATIONS: (858) 523-0500
AMENITIES: Complimentary Wi-Fi, breakfast, dinner, coffee/tea, beer/wine and parking. Fully equipped kitchen, heated outdoor pool and jacuzzi, gym, laundry, salon, message, business center and restaurant.
ROOM RATE: $179.00 plus applicable taxes (Please contact hotel directly to make room reservations. Be sure to mention REGWIRE to receive the 10% discounted room rate.)
TRANSPORTATION: Taxi or rental car from San Diego International Airport to Homewood Suites at 11025 Vista Sorrento Parkway, San Diego, CA 92130. Alternatively, the hotel has an arrangement with ASAP Transportation for a flat one-way charge of $60 (including gratuity and no metering). Contact ASAP Transportation at (858) 603-7600; ask for Toni and mention Homewood Suites at Torrey Hills. Homewood Suites is approximately 16 miles from the airport and the drive is approximately 20 minutes,
Substitutions are allowed at no additional cost. Written notice is required for all substitutions and cancellations. The full registration fee will be refunded if the written request is received by January 6, 2017, with 50 percent refunded if the written request is received by January 31, 2017. No refunds will be granted on or after February 1, 2017. Registrations made on or after February 1, 2017, are not subject to refunds.
Please call our offices at (858) 244-7216, or email us at email@example.com, for any questions or concerns. If you need, or prefer, to pay registration by check, please call our offices for instructions. You may also reach us on our website, WWW.REGWIRE.COM.