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ITS_264 - Strategic Balance Sheet Management

Enrollment in this course is by invitation only

About This Course

To provide a broad understanding of a successful and effective ALCO, its composition and authority, its forward-looking asset and liability management strategies and policies and strategies of the NHFC.

Delegates will gain a thourough understanding of:

  • Managing business objectives through Balance Sheet Management
  • Basel III regulatory world and key elements thereof
  • Risk capital requirements of credit and operations
  • Quantifying capital cost aspects of asset creation
  • Leverage caps and guidelines
  • Liquidity Coverage Ration (LCR)
  • Net Stable Funding Ratio (NSFR)
  • Interest Rate Risk Management
  • Understand the key concepts of corporation Economic Capital_principles of economic value-added (EVA) frameworks
  • Staffing ALCO forums effectively

Course Director

Course Staff Image #1

Andrew Kinsey

Andrew has over 25 years’ experience in financial markets both for international and local (South African) institutions. He was a trader and senior manager in the derivatives and cash-trading environment, and worked as a Derivatives Trader at Nedcor, Standard Bank and Corpcapital Bank, trading foreign exchange, fixed income and equity assets. He was head of the ABN AMRO South Africa Money Market and Foreign Exchange unit. From 2008 to 2014 he was Head of Market and Trading Risk at the Purple Capital Group. This set the basis for the next period as he moved into risk management for hedge funds and in the online trading environment. This allowed him to build on his skills as a market trader to construct risk management systems, which illuminated granular market exposures as well as a communication tool for the business executives. At the same time he began to spend an increasing amount of time training and lecturing both graduates and experienced staff in market products and economics.

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