Large Bank Supervision On-Demand Training

Asset Management Risk

Executive Leadership: Asset Liability Management and Financial Risk 15 Minutes This interactive course addresses the role of executive leadership and the board of directors in managing the asset liability and financial risk of the institution. It discusses key areas of financial risk and considerations for an effective Asset/Liability Management (ALM) policy. This engaging learning experience features audio, video, and interactive activities. 1.25 Hours In this session, the speakers provided a high-level overview of digital assets and key industry events from the past year that have impacted the broader banking and financial services sectors. They also walked through the FTX collapse and the role of the digital asset industry in the failures of Silvergate Bank and Signature Bank. Finally, the speakers provided a high-level overview of the digital asset regulatory landscape in key global markets and the USA and concluded with a deep dive on managing IT and cybersecurity risks associated with digital assets. 2023 FFIEC Information Technology Conference. 3.1 Hours The Model Validation & Model Risk Management presentation was designed for examiners with a basic knowledge of liquidity, asset/liability management, and interest rate risk. Participants achieved a more in-depth understanding of static and dynamic liquidity risk models, the factors to consider in modeling for falling rates, and how to interpret asset and deposit premiums and discounts. Participants also learned how to identify common modeling errors that could impact the model output. 2023 FFIEC Capital Markets Conference. Rethinking Risk: Thoughts on Liquidity and Interest Rate Risk for Community Banks 1.5 Hours This session discussed the importance of effective liquidity and interest rate risk management for community banks in today’s challenging economic environment. Attendees were updated on the recent bank failures that began in March 2023 as well as learn about some of the current best practices for Asset-Liability management modeling. There was also an example of liquidity pro forma cash flow analysis and thoughts on the investment portfolio as it is related to liquidity and duration risk. 2023 FFIEC Capital Markets Conference. Managing Risk at the Intersection of Digital Assets and Banking Model Validation & Model Risk Management

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