The objective of this 4.5 hour webinar is to emphasize that ALM is an all – encompassing discipline and one that should be at heart of all senior bankers, particularly the executive committee. Therefore, during the session, the key challenges in modern banking will be raised, for example: is it possible to optimize the banking book of a bank to achieve lower cost of funding or increased profitability of assets? Should modern ALM operate based on the integrated model rather than on the model which is silo based? The audience will be witnessing the application of the numerical optimization techniques on both sides of the banking book and will analyse the benefits which are quantifiable and measurable. By the end of the course the audience will be provided with the simplified version of the optimization model for the funding base of a bank. After the course the participants will have the one to one live session with the tutor to go through all questions/thoughts.
Non editable automatic button
Created by
Dr Beata Lubinska
London
Dr. Lubinska is a financial engineer with over 15 years of practical experience gained in international financial institutions such as GE Capital, Deloitte and Standard Chartered Bank based both in Milan and London.
She is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley and &Sons Ltd in London.
Currently she leads a small boutique consulting company, BL Advisory &Consulting based in London.
Previously she was a Head of Market Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of BTRM Faculty founded by Professor Moorad Choudhry in London.
In addition, Dr. Lubinska is actively providing trainings for professionals from banking industry across the globe (Kuwait, London, USA, Oman, Qatar, Turkey).
Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.
Mrs Lubinska holds PhD granted by Wroclaw University of Economics in Poland. In her PhD thesis she launches the hypothesis that the application of the optimization techniques improves the management of the banking book in terms of quantifiable economic impact on the P&L of the bank and that there is clear benefit from the integrated treatment of the interest rate risk and liquidity risk under one approach. She strongly promotes the proactive management of the balance sheet of a bank. The results of her research are published in Financial Sciences, Springer Proceedings in Business and Economics and Research Papers of Wroclaw University of Economics.
