Asset & Liability Management
15
5
2020-09-21
Lun, Mar y Jue de 17:00 a 20:00 hrs.
Descripción
El concepto de administración de activos y pasivos (Asset-Liability Management, ALM) existe desde hace mucho tiempo y su correspondencia se considera un aspecto clave para el control del balance. Este enfoque se veía como una parte “voluntaria” de la administración de riesgos, mucho antes de que el camino al infierno (que es la regulación) se pavimentara con buenas intenciones. ALM fue el primer enfoque científico aprobado para administrar el balance de forma holística tomando en cuenta técnicas matemáticas sencillas.
Sin embargo, el cambiante panorama normativo dio lugar a una enorme confusión y ALM pasó de ser una técnica de administración a un informe reglamentario, y todos los aspectos prácticos relacionados con ALM se sustituyeron por cuestiones complejas en torno a la brecha, la duración, la simulación y las pruebas de estrés.
Dirigido A:
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Conoce a nuestro profesorado
Suresh Sankaran
CEO
Suresh Sankaran is the Chief Executive Officer of KKCL Consulting Ltd., an organisation providing niche bespoke risk management consulting services for the financial services segment, and primarily focuses on credit, liquidity, and model risks, as well as economic capital allocation models. He is an acknowledged subject-matter expert and he, along with a team of expert consultants, provides practitioner-based services to two-thirds of the top banks around the world as well as providing certified risk management training courses.
Prior to this, Suresh was invited to join as the Head of Model Risk & Governance at Metro Bank in March 2020, where he oversaw all aspects of model risk and other risk-related governance. He advised on factors that the Board should collectively consider when overseeing the bank’s risk management framework and policies.
Earlier, he was with Kamakura Corporation as Principal Risk Officer, where he drove forward key aspects of a niche advisory services function whilst simultaneously developing a trusted advisory role and winning new business, and for developing a talented and expanding team.
Before Kamakura, Suresh was the Principal Operations Officer for the International Finance Corporation, part of the World Bank Group, where he worked with the private sector and with governments of developing economies to develop risk infrastructure in these countries.
Prior to that, he managed consulting services with Fiserv Inc., for Europe, Middle East, & Asia, was with ABN-AMRO as Regional Risk Manager, and with HSBC as Regional MIS Co-ordinator. He started his career with KPMG as a Consulting Manager.
