ALM & Balance Sheet Optimization Webinar
A comprehensive 60-minute session on stochastic dynamic programming for banking professionals.
60 min
2024-10-01
ALM
Webinar
Balance Sheet Optimization
Key Takeaways
- Stochastic Modeling: Why deterministic models fail in modern ALM and how to incorporate uncertainty.
- Optimization Framework: Setting objectives, constraints, and decision variables for balance sheet management.
- Regulatory Impact: Handling Basel III, IRRBB, and ICAAP requirements through integrated modeling.
- Implementation: Practical steps to build your first ALM optimization model.
About This Session
This webinar is based on the book "Building a Banking Balance Sheet Optimization Model" by our lead instructors, Diogo Gobira and Luiz Aizemberg. It bridges the gap between theoretical finance and practical banking applications, covering the full lifecycle of an ALM system — from data and scenarios to mathematical programming and result analysis.
Who Should Watch
- ALM professionals and treasury managers
- Risk managers (market, credit, liquidity)
- Financial planners and CFOs in banking
- Quantitative analysts and model developers
- Students pursuing careers in banking risk management
Want to go deeper?
This webinar covers the essentials — our full ALM Training goes further with 30+ hours of hands-on modeling, code, and real-world case studies.
Recommended Course
ALM & BSO Training
The complete 40+ hour certification program covering everything from this webinar and beyond.
$999
or 3x $333/mo
View Course Details