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Title

RBA program - Module: Balance Sheet Management

Event Description

About this module
This module provides participants insight in how institutional investors, such as pension funds and insurers, run their balance sheets. Balance sheet management encompasses optimizing multiple strategic objectives by managing the key balance sheet risks, such as interest rate, liquidity, inflation, funding and currency risks. After completing this module, you will be able to design and evaluate balance sheet management programs, as well as understand the most important financial instruments and strategies institutional investors use in their investment practice.

Content
Insight in balance sheet management requires a thorough understanding of the strategic objectives, constraints, the regulatory environment and future challenges of various types of institutional investors. Balance sheet objectives and risks are subsequently translated into a deeper understanding of the key risk exposures of these investors. Risks can be managed on either side of the balance sheet, with a dominant role for dynamic investment strategies and financial derivatives to alter the balance sheet’s risk profile. In this module, participants get to test their knowledge by addressing realistic balance sheet management case studies.

Learning objectives
Gaining insight into various types of institutional investors, their stakeholders and requirements with respect to balance sheet management
Translating top-down balance sheet management approach into investment strategy
Understanding the importance of consistency in the process from ALM study to implementing investment solutions
Getting to know the future of balance sheet management as a result of the new Dutch pension reform act
Understanding the interaction between investment management, insurance risk, capital management and ALM for insurers
Understanding which instruments and strategies contribute to sound balance sheet management
Identifying, managing and monitoring key risks and risk synergies in balance sheet management and instruments used in balance sheet management
Understanding how to implement balance sheet management by focusing on real-life cases for various types of institutions

Topics
Getting to know various types of institutional investors, their regulatory environment, key objectives and risks
Translating the key balance sheet risks into investment and risk management objectives 
The effectiveness of investment solutions, dynamic strategies and financial derivatives to manage the key balance sheet risks
Real-life case studies for a number of different institutional investors

Classes & Lecturers
Monday April 12, 2021 from 15.00 to 21.00, Introduction to balance sheet management, by Bart Oldenkamp 
Monday April 26, 2021 from 15.00 to 21.00, Balance sheet management for insurers, by Marc Meertens
Monday May 10, 2021 from 15.00 to 21.00, Balance sheet management for pension funds, by Remmert Koekkoek
Monday May 31, 2021 from 15.00 to 21.00, Investment solutions for balance sheet management, by Tom Steenkamp
Monday June 14, 2021 from 10:00 to 12:30 
Examination

Event Type

Society; Educational; Featured

Education Topic

 

Start Time

12-4-2021 15:00

End Time

12-4-2021 21:00

City

Amsterdam

State/Province

 

Event Country

 

Event Region

EMEA

Location Info

Vrije Universiteit FEWEB ​
De Boelelaan 1105
1081 HV Amsterdam​


Speaker

 

CE Credits

15

SER Credit

n/a

Currency

EUR

Member Price

2.050

Non-Member Price

2.295

Candidate Price

2.295

Registration

​Please register by sending an email to irma.willemsen@cfavba.nl.

Presentations

 

All Day Event

 

Recurrence

 

Event Link

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Event Link Leads To New Tab

Yes

Event Short Info

<b>RBA program</b> - Module: Balance Sheet Management

Attachments

Content Type: MyCFA Custom Calendar
Created at 22-10-2020 12:05 by irma.willemsen@cfavba.nl[CASMSTS:username]
Last modified at 23-2-2021 05:15 by irma.willemsen@cfavba.nl[CASMSTS:username]