Workshop
Managing a Bank's Balance Sheet
A one-day intensive workshop that puts you behind the wheel as the management board in charge of a bank's entire balance sheet.
Overview
As the board, you will be faced with several different scenarios that mirror real challenges faced by balance sheet managers. The market has high expectations for both the height and stability of your earnings — expectations that you will need to meet. At the same time, you must abide by regulatory and business constraints.
The workshop is intensive and interactive by design. Seats are limited to ensure every participant gets hands-on time with each scenario.
What you'll gain
- Learn how to think about a bank's balance sheet holistically.
- Understand the dynamic interplay between different components of a bank's balance sheet.
- Learn how to optimize a balance sheet under different constraints.
- Networking opportunities with industry peers.
Agenda
-
Introduction
- Welcome and objectives overview
- Workshop format and expectations
-
Session One: Fundamentals
- Key bank balance sheet ratios (Tier 1 Capital, LCR)
- Regulatory regimes (Basel IV)
- Asset-liability management basics
-
Game One: Balance Sheet Optimization
- Team setup and assignments
- Play simulation
- Solutions presentation and discussion
-
Game Two: Managing Risk Under Constraints
- Scenario-based decision-making exercise
-
Game Three: Interest Rate Shock Simulation
- Teams adjust balance sheets based on interest rate changes
- Pricing strategies and risk mitigation discussion
-
Close: Recap and Q&A
- Key takeaways from the day
- Additional resources for continued learning
- Open Q&A