Asset Liability Management Summit


2011 Asset Liability Management Summit

Asset/Liability Management
This session will focus on the “systems approach” to Asset/Liability
Management and Liquidity Management.  We will drill down and explore the
financial nuts and bolts of a bank and examine how the dynamics of a
balance sheet interact with the movements in interest rates to produce
financial performance.  Bankers who are new to the topic will benefit
from a discussion of the history of A/L management and a simple
progression from basics to advanced interest rate risk issues. 
Experienced CEOs and CFOs will learn new ways of looking at their
balance sheet and ideas on how to use the investment portfolio as a tool
for managing the bank’s liquidity and interest rate risk.

Items to be discussed include:

  • Interest Rate Trends and the Economic Outlook
  • The Banking Environment in 2010
  • Asset/Liability Reporting (including sample reports)
  • Liquidity Management Basics
  • The Integration of Investment Management with A/L Management
  • Specific Case Studies of A/L and Investment Strategies: Before and After Analysis

Investment Portfolio Strategies: A Liquidity Management Approach
The theme of this session will be how to optimize returns on the
investment portfolio while using it as a tool for managing liquidity,
cash flows, and interest rate risk.  Attendees will gain insight into
the current market environment and the remarkable changes that the
banking industry continues to experience.  We will examine the unique
challenges of the current environment and discuss necessary new
considerations in security selection.  Investment management processes
will be discussed in the context of complementing the bank’s overall
balance sheet.  Specific topics include:

  • Market Conditions and the Banking Landscape
  • Strategic Investment Issues: Keys to Success
  • Bond Market Sector Analysis: What’s Rich / What’s Cheap
  • The Prepay Environment for MBS: New Considerations
  • Agency Alternatives: Risk and Reward
  • Municipal Credit Analysis: More Important Than Ever

Regulatory Overview of the Current Environment
This timely session will help shed light on some of the volatile
changes taking place in the financial industry, and their impact on
community banks.
 
CDARS

CDARS® provides flexible funding and relationship-building options
that can help a bank regardless of its liquidity position.  Learn how
over 3,000 banks across the country have used the service to attract new
deposits, strengthen customer relationships, reduce collateralization
costs, and purchase wholesale funds.