managemen t
Asset & Liability MANAGEMEN T
JUNE 2018 MEXICO CITY
Marcelo Rodríguez Regional Treasurer Scotiabank Canada
Marcelo Rodriguez is Commercial Engineer and holds a master´s degree in Finance; he has more than 20 years of experience in LatinAmerican financial markets. He has, as well, extensive experience in the development, marketing and trading of financial products either for trading goals or balance management. He has led the Asset & Liability Management area in various institutions at different jurisdictions within Latin-America, where he introduced concepts such as differentiated transfer prices, the use of derivative products for the purpose of managing the liquidity and interest rate conditions, and optimizing the investment portfolio management. Additionally, he has performed multiple roles in the financial and banking industry, including the management of financial risks (either relating to the balance management (ALM) or the trading portfolio risks), structured notes emission, derivative products trading and investment funds advisor. He has performed international academic activities in Universities and other academic organisms, on various topics of the financial and banking sector in multiple countries of the region. Currently, he is Vice President & Regional Treasurer at Scotiabank Canada, being responsible in multiple countries of the balance management, including liquidity management and funding, the interest rates structural risk and the investment portfolio management.
DESCRIPTION The Asset & Liability Management workshop is an excellent theoretical-practical combination of balance sheet management of financial institutions, putting in perspective the active management of financial risks on one hand, and on the other the strategic objectives that allow a sustainable growth of income of a Bank or Financial Institution. The changing reality of the financial industry after the financial crisis of 2007/2009 has made the management of assets and liabilities much more relevant, introducing new practices, metrics and regulations regarding liquidity, capital and interest rates risk management of a Bank, among other aspects that are covered both theoretically and practically in this workshop.
OBJECTIVES Understand the nature of risks and returns in a financial institution, understand the evolution of the capital regulations of the financial industry, and its main differences, theory and practice of liquidity management, theory and practice of risk management of interest rates , Instruments available for risk management of balance sheets and transfer prices.
TOPICS 1. What is Asset & Liability Management? 2. Risks and Returns Nature. 3. Capital Regulations. 3.1. 3.2.
Banking Evolution. Capital Assessment.
4. Liquidity Management. 4.1. 4.2.
Cash Flow Gaps. Assumptions.
5. Interest Rate Risk Management and Measurement. 5.1. 5.2. 5.3.
Margin Impact. Economic Value. Simulation Models.
6. Management Tools and Hedging. 6.1. 6.2.
Derivatives. Other Instruments.
7. Performance Measures. 7.1.
The Transfer Prices Role.
8. Contractual Life versus Expected Life.
REQUIREMENTS: • Graduated from an economic and/or administrative career. • Preferably working in Financial Institutions. • Participants should bring a laptop.
LIMITED OPENINGS
VENUE: Hotel JW Marriott Santa Fe, Avenida Santa Fe 160, Col. La Fe Santa Fe, CDMX. COST: $25,000 MXN + TAX AGENDA
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SCHEDULE: 10:00 AM - 6:00 PM DURATION: 2 SESSIONS (16 HOURS)
REGISTRATION E-mail: [email protected] Telephone: (Mexico): +52 (55) 5638 0367 +52 (55) 5669 4729 PAYMENT METHODS: 1. Bank Transfer and Cash Deposits (for Local Institutions) NAME: RiskMathics, S.C. BANK: BBVA Bancomer CLABE: 012180001105829640 BANK ACCOUNT: 0110582964 2. Bank Transfer in US Dollars (Foreign Institutions) BANk: BBVA Bancomer BRANCH NUMBER: 0956 SWIFT: BCMRMXMM BENEFICIARY: RiskMathics, S.C. ACCOUNT: 0121 8000 11 0583 0066 3. Credit Card: VISA, MASTERCARD or AMERICAN EXPRESS IMPORTANT NOTICE: There will be no reimbursements.
WWW.RISKMATHICS.COM
JUNE 2018 MEXICO CITY
Marcelo Rodríguez Regional Treasurer Scotiabank Canada
Marcelo Rodriguez is Commercial Engineer and holds a master´s degree in Finance; he has more than 20 years of experience in LatinAmerican financial markets. He has, as well, extensive experience in the development, marketing and trading of financial products either for trading goals or balance management. He has led the Asset & Liability Management area in various institutions at different jurisdictions within Latin-America, where he introduced concepts such as differentiated transfer prices, the use of derivative products for the purpose of managing the liquidity and interest rate conditions, and optimizing the investment portfolio management. Additionally, he has performed multiple roles in the financial and banking industry, including the management of financial risks (either relating to the balance management (ALM) or the trading portfolio risks), structured notes emission, derivative products trading and investment funds advisor. He has performed international academic activities in Universities and other academic organisms, on various topics of the financial and banking sector in multiple countries of the region. Currently, he is Vice President & Regional Treasurer at Scotiabank Canada, being responsible in multiple countries of the balance management, including liquidity management and funding, the interest rates structural risk and the investment portfolio management.
DESCRIPTION The Asset & Liability Management workshop is an excellent theoretical-practical combination of balance sheet management of financial institutions, putting in perspective the active management of financial risks on one hand, and on the other the strategic objectives that allow a sustainable growth of income of a Bank or Financial Institution. The changing reality of the financial industry after the financial crisis of 2007/2009 has made the management of assets and liabilities much more relevant, introducing new practices, metrics and regulations regarding liquidity, capital and interest rates risk management of a Bank, among other aspects that are covered both theoretically and practically in this workshop.
OBJECTIVES Understand the nature of risks and returns in a financial institution, understand the evolution of the capital regulations of the financial industry, and its main differences, theory and practice of liquidity management, theory and practice of risk management of interest rates , Instruments available for risk management of balance sheets and transfer prices.
TOPICS 1. What is Asset & Liability Management? 2. Risks and Returns Nature. 3. Capital Regulations. 3.1. 3.2.
Banking Evolution. Capital Assessment.
4. Liquidity Management. 4.1. 4.2.
Cash Flow Gaps. Assumptions.
5. Interest Rate Risk Management and Measurement. 5.1. 5.2. 5.3.
Margin Impact. Economic Value. Simulation Models.
6. Management Tools and Hedging. 6.1. 6.2.
Derivatives. Other Instruments.
7. Performance Measures. 7.1.
The Transfer Prices Role.
8. Contractual Life versus Expected Life.
REQUIREMENTS: • Graduated from an economic and/or administrative career. • Preferably working in Financial Institutions. • Participants should bring a laptop.
LIMITED OPENINGS
VENUE: Hotel JW Marriott Santa Fe, Avenida Santa Fe 160, Col. La Fe Santa Fe, CDMX. COST: $25,000 MXN + TAX AGENDA
JUNE 2018 D
L
M
M
J
3
4
5
6
7
V
S
1
2
8
9
10 11
12 13 14 15
16
17 18
19 20 21 22
23
24 25
26 27 28 29
30
SCHEDULE: 10:00 AM - 6:00 PM DURATION: 2 SESSIONS (16 HOURS)
REGISTRATION E-mail: [email protected] Telephone: (Mexico): +52 (55) 5638 0367 +52 (55) 5669 4729 PAYMENT METHODS: 1. Bank Transfer and Cash Deposits (for Local Institutions) NAME: RiskMathics, S.C. BANK: BBVA Bancomer CLABE: 012180001105829640 BANK ACCOUNT: 0110582964 2. Bank Transfer in US Dollars (Foreign Institutions) BANk: BBVA Bancomer BRANCH NUMBER: 0956 SWIFT: BCMRMXMM BENEFICIARY: RiskMathics, S.C. ACCOUNT: 0121 8000 11 0583 0066 3. Credit Card: VISA, MASTERCARD or AMERICAN EXPRESS IMPORTANT NOTICE: There will be no reimbursements.
WWW.RISKMATHICS.COM
