台灣金融研訓院(教育訓練)台灣金融研訓院(教育訓練)

班名

不確定市場環境下ALM之創新與實踐
ALM MOST RECENT PRACTICES IN MARKET UNCERTAINTIES

市場不確定性因素持續升溫,收益率曲線倒掛、市場波動性加劇等,導致金融機構面臨實體經濟與金融資產價格間的錯位,系統性風險隱隱若現,本活動特別邀請來自歐盟資深金融專家從資產負債管理的觀點,詳細剖析全球金融市場當前關鍵風險點、BASEL IV最新趨勢,以及因應全球風險局勢升高,未來銀行資產負債管理(不論是風險衡量、壓力測試等)需要有哪些新的做法,歡迎各界金融人士踴躍參加!

-課程大綱-
本課程全程以英文授課

3/21 上午

Melting pot for Systemic risk back on the cards?
系統性風險風暴再現?-長、短期殖利率曲線、QEs退場影響、避險策略
  • Establishing the potential scenarios for yield curves on the short and long end.
  • Assessing the impact of the end of QEs on Emerging markets currencies.
  • The main lessons from the most recent crisis, and potential risk hedging.
Managing the next liquidity and market corner for banks
銀行業下一階段所面臨的流動性及市場性風險-ALM工具、波動性指標
  • Optimizing ALM tools in the wake of higher interest rates and liquidity drying
  • Addressing the most efficient volatility indicators
  • Understanding how banks could cope with the next waves of systemic fears

3/21 下午

Latest ALM developments to enhance risk management
運用最新ALM工具提升風險管理-經濟價值、壓力測試、敏感性分析
  • Computing the Economic Value of the Banking Book
  • Analyzing the sensitivity of the Economic Value under stress tests
  • Mapping Credit ratings with risk dashboard
Addressing next risk regulatory framework for banks
銀行業風險監管框架未來將如何演變- Basel IV資本計提及緩衝區規範
  • Discussing the need of Bank Capital Base with 2007-10 crisis and great recession
  • Evaluate the need for counter cyclical buffer and how they might be structured
  • Assessing potential evolution of Basel IV regulation together with EBA requirements.
※本院保留變更活動內容及講座、講題、時間安排等權利。

講師介紹

  • Patrick LEGLAND
    Affiliate Professor, Finance Department - HEC Paris

    Finance professional since more than 25 years, Patrick LEGLAND has worked in London, Hong Kong, New York and Paris for BNP Paribas, UBS, and for 14 years at Société Générale as Managing Director and Member of Global Capital Markets Executive Committee.

    During his Investment Banking career, he had to deal with many financial situations, including risk management, new regulatory frameworks, Investment analysis, capital market transactions including IPO valuations and M&A Advisory Patrick LEGLAND teaches at HEC – Paris, in the World’s first Master in Finance (MIF), banking regulation, Asset Liability Management, risk and corporate finance. Patrick LEGLAND has created LGD-Partners an International Consulting Firm, providing independent, Taylor-made Financial Advisory and Consulting Services. Based on strict Independence, Ethical, and Governance criteria’s, LGD Partners has gradually developed a strong reputation with its clients.

-課程資訊-

課程時間 /
2019/03/21 (週四) 9:00-17:00
課程地點 /
台灣金融研訓院 (100臺北市中正區羅斯福路三段62號)
參加費用:
單一門課程 套裝課程
同時報名3/20及3/21課程
現金價:6,000元
點數價:540點
現金價:10,200元
點數價:1,020點
參加對象
  • 金融監督管理委員會、中央銀行及財政部等主管機關代表
  • 金融業相關公會及周邊單位負責人及相關主管
  • 各金融機構國際金融、策略發展、金融商品交易與設計、財務管理、資本市場、風險管理、法令遵循、內部稽核等相關部門主管及從業人員

單一課程報名 套裝課程報名 下載報名表

- 其他事項 -

  • 報名後如欲取消,請於2019/03/15前以書面通知本院客戶服務中心;如未辦理書面取消手續,仍須照常收費。如有活動異動或調整事宜,將以簡訊或e-mail通知。
  • 本院保留變更本活動內容、講座、講題及時間安排等權利,活動資訊如有異動,以本院網站更新公告為準。