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Practical Asset and Liability Management Workshop

15 - 16 May 2012 London

Brochure Download | Register Now

Scope and Purpose

Asset and liability management (ALM) strategies can be applied in a number of financial planning contexts: pension funds, insurance, banks lending and borrowing and life cycle planning for wealthy individuals. The quant models for these applications compute various risk exposures. These are longevity risk, interest rate risk, inflation risk, default risk etc. These risks have to be measured and directly managed through the use of decision models. This one day in-depth workshop provides insight into "what" is the problem and "how" to analyse the challenging pension problem by showing real life case studies as well as research led approaches by experts from both academia and industry. Different methodologies and strategies including alternative investments (i.e. hedge funds), the latest technologies (i.e. optimisation software) and enhancing financial products (i.e. longevity bonds, swaps or swaptions) are introduced and discussed. The workshop is targeted at quantitative and technical analysts, risk analysts, pension fund managers and academics and is presented in an interactive format with ample time for question and answer sessions and discussions.

Key Features include:

  • Introduction to practical asset and liability management principles
  • Explanation of the key risk features affecting the ALM problem
  • Measurement and management of the key risk factors
  • Implementation of quantitative models to bank borrowing and lending, pension funds, insurance companies, bank borrowing and lending, and individuals’ ALM.
  • Desirable Properties
  • Asset Price Dynamics
  • Liability Modelling
  • Bank ALM

Asset Liability Management Handbook
CARISMA with OptiRisk Systems has published a biannual Asset Liability Management: Handbook (Palgrave & MacMillan)
Benefits of Attending

The Practical Asset & Liability Workshop covers ways to analyse ALM problems. Mathematical models are supported by illustrative cases studies, which help translate theory to practice. This allows the attendee to gain access to real solutions and techniques, which they are then able to implement for their own work.
At the end of this workshop you will have:-

  • Gained insight into understanding ALM strategies
  • Found out how to analyse the challenging risk management problems of ALM
  • Learned from real-life case studies and research-led approaches
  • Heard from experts from both academia and industry
  • Acquired helpful techniques and tips on how to productively apply ALM strategies to their own and their clients’ wealth management.
Target Audience

This workshop is targeted at

  • Quantitative and technical analysts,
  • Risk analysts,
  • Fund managers,
  • ALCO members of pension funds, insurance and banking industries and academics
  • Strategic decision makers (CEO, CFO, CTO, CRO etc), ALCO members and fund managers from pension, insurance, banking industries and fund managers of HNI will all benefit from this
  • For Quantitative Analysts/Risk Analysts: This workshop give you an overview of the wide range to the technologies available, allowing you to define and conceptualise your business problem in terms of an optimisation problem
  • For Academics and Students: Take advantage of our special academic prices to view optimisation from a business perspective, as well as receive hands-on experience with leading optimisation software.

2 days: £1025 + VAT

Thanks to our sponsors, there are a limited number of bursaries available for academics and research students.
For more information regarding bursaries, please contact us on + 44 (0) 1895 819 488 or email

Discounted rates for group bookings can be also arranged on request.

Brochure Download
| Register Now