VU Amsterdam - Learn modules

Balance Sheet Management

Duration
25 hours
Language
English
Location
VU - Amsterdam
Diploma
Certificate

Balance sheet management requires a thorough understanding of the strategic objectives, constraints, the regulatory environment and future challenges of various types of institutional investors. Balance sheet objectives and risks are subsequently translated into a deeper understanding of the key risk exposures of these investors. Risks can be managed on either side of the balance sheet, with a dominant role for dynamic investment strategies and financial derivatives to alter the balance sheet’s risk profile. Participants get to test their knowledge by addressing realistic balance sheet management case studies.

• Gaining insight into various types of institutional investors, their stakeholders and requirements with respect to balance sheet management
• Translating top-down balance sheet management approach into investment strategy
• Understanding the importance of consistency in the process from ALM study to implementing investment solutions
• Getting to know the future of balance sheet management as a result of the new Dutch pension reform act
• Understanding the interaction between investment management, insurance risk, capital management and ALM for insurers
• Understanding which instruments and strategies contribute to sound balance sheet management
• Identifying, managing and monitoring key risks and risk synergies in balance sheet management and instruments used in balance sheet management
• Understanding how to implement balance sheet management by focusing on real-life cases for various types of institutions

Topics include:

• Getting to know various types of institutional investors, their regulatory environment, key objectives and risks
• Translating the key balance sheet risks into investment and risk management objectives 
• The effectiveness of investment solutions, dynamic strategies and financial derivatives to manage the key balance sheet risks
• Real-life case studies for a number of different institutional investors

Ideally you are a mid to senior career professional. Typically you work as: 
• investment manager
• portfolio manager
• risk manager
• investment administrator
• investment advisor
• fiduciary manager
• client manager
• analyst 
• researcher

Participants could also work in a capacity of trustee, work for a regulatory authority or hold a supervisory position.

Dates:

The module is expected to be scheduled to start in 2025. The exact dates are still to be determined and will be posted shortly.

Lecturers:

Bart Oldenkamp
Marc Meertens
Remmert Koekkoek

 

Cost of Learn module(s):

1 module                        2.295 euro
2 modules or more         2.195 euro per module

For members of CFA Society Netherlands:

1 module                        2.050 euro
2 modules or more         1.950 euro per module

Full RBA program:
per module                     2.000 euro 

Employers who would like to enroll several employees may receive a customised offer.

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