ALM and Balance Sheet Management
January 31st, 2008
DAY THREE: 9AM - 3PM
ALCO Best Practices
9:00 a.m. – 10:15 a.m.
Emily M. Hollis, CFA, Partner
What reports should be shared with your board? Which calculations should be the focus of the ALCO? What should be included in ALCO meeting minutes? This session will answer these questions and address suggested minimum ALM analytics and reporting. Suggestions for constructive ALCO meetings and examples of what not to do will also be part of the discussion.
Understanding Loan Analysis
10:30 a.m. – 12 noon
David Montgomery, Director of Analytics & Development
Develop a thorough understanding of how loan analysis works and what benefits it can provide your financial institution. We will discuss data preparation, how to perform calculations, and what the results really mean.
Case Study: Interpreting Your Quarterly Report
1:30 p.m. – 3:00 p.m.
Jiwen Chen, CFA, Financial Advisor
Stacey Wilkerson, Financial Advisor
The last session will tie the different topics discussed into an interactive case study. You will review, through “what-if” scenarios, the different ALM tools discussed: gap, NII and NEV. These scenarios will contain a variety of asset and liability options such as loan growth, investment purchases, deposits and borrowing options. |
Investment Management and Strategies
January 31st, 2008
DAY THREE: 9AM - 3PM
Arbitrage Opportunities
9:00 a.m. – 10:15 a.m.
Angela C. Calvert, Partner
As current market conditions have returned the yield curve to a more “normal” shape, opportunities for arbitrage transactions are again in favor. This course will review the basics of an arbitrage, explain the pros and cons of different leverage structures, and help you evaluate which trades are appropriate for your financial institution.
Investment Portfolio Strategies
10:30 a.m. – 12 noon
Travis Goodman, CFA, Financial Advisor
This session is the culmination of the preceding investment management courses. We will discuss the risk associated with investing, classic investment strategies and the role of an investment portfolio on a financial institution’s balance sheet. Learn more about what the experts look at and how they come up with their unique investing strategies.
Investment Case Study
1:30 p.m. – 3:00 p.m.
Cullen Coxe, Financial Advisor
Travis Goodman, CFA, Financial Advisor
The final session will require participants to asses and diagnose an investment portfolio. Attendees will draw from their new found knowledge to develop a strategy and successfully manage their investment portfolio within the guidelines provided. |
