Thai Farmers Bank
Program
During January 2002, we were invited by Thai Farmers Bank to present an in-house training program on Asset/Liability Management.
Target Audience:
30 delegates from the Senior Management Team and Operations Team of Thai Farmers Bank
Program Objective:
Apply Asset/Liability Management concepts at Thai farmers Bank
Independently review and evaluate Interest Rate Risk exposure, the Asset/Liability Management process/strategies, and Interest Rate Risk modeling, within the organization
Program Highlights:
The training program was an effective blend of classroom discussion with e-learning. It was uniquely structured to accommodate the suggestions of the client. Content and case studies were customized as per the inputs of the client. During the program, participants were introduced to a dynamic E-learning Course on Asset Liability Management with several Job Aids designed to serve as a reference tool and aid in application of theoretical knowledge. All delegates gained a free post-seminar access to the e-learning product. All delegates are currently utilizing e-learning technology for communication with the instructor for additional information, latest developments, and to maintain a continuous dialog.
The program also focused on blending the ALM requirements for Senior Management (Day 1) and Middle Management (Days 2,3 & 4)
Program Design
Day 1:
Target audience:
Senior Management (including ALCO members)
Focus: Strategic Perspectives
Topics:
  • Role of top management to provide an optimal oversight of Asset/Liability Management function
  • Role of Asset/Liability Management in value creation
Day 2,3 and 4:  
Target audience: Operating Management
Focus: Analytical Techniques
Topics: Gap Analysis
Simulation
Duration
Value-at-Risk
Funds transfer pricing
Case studies and interactive exercises