Semināra datums: 2018.gada 12.-13. decembrī  (trešdiena-ceturtdiena), no 10:00 līdz 17:00

                            (kopējais semināra ilgums 16 ак. stundas)

Apmācības valoda:   angļu

Semināra norises vieta: Rīga, Meistaru iela 10/12, 301. auditorija.

Semināra apraksts: The role of the active management of the banking book in the banking industry is constantly growing. This is dictated by heavily regulated landscape and increased competition for resources such as liquidity and capital. Given the market pressure, the relentless pursuit for the most efficient and

productive use of a bank’s resources subject to consolidated risk and return appetite remains of upmost importance for banks of all size. Consequently, strategic ALM can significantly improve financial performance by delivering a better balance between returns and risks across the on and off-balance sheet

items. This advanced 2 -day course covers best practice in Asset - Liability Management (ALM), as well as ALM role’s as zza strategic function in financial institutions.

Semināra pasniedzēja: Beata Lubinska Head of Market Risk, MeDirect Group, London, UK

Beata is a financial engineer with 15 years of practical experience gained in international financial institutions such as GE Capital, Deloitte and Standard Chartered Bank based both in Milan and London.

Currently she is a Head of Market Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also pursuing the academic research. In her PhD thesis she launches the hypothesis that the application of the optimization techniques improves the management of the banking book in terms of quantifiable economic impact on the P&L of the bank and that there is clear benefit from the integrated treatment of the interest rate risk and liquidity risk under one approach. She strongly promotes the proactive management of the Balance Sheet of a bank. The results of her research are published in Financial Sciences, Springer Proceedings in Business and Economics and Research Papers of Wroclaw University of Economics