ALM and financial risk

Commercial Bank Management

• 1 An Overview of Banking Industries and Their Services

  • Bank classification and functions
  • Nepalese development and structure
• 2 Banking Supervision and Regulation

  • Regulation and NRB mechanisms
  • Ethics and macroprudential regulation
  • Onsite and offsite supervision
  • CAMELS analysis
• 3 Financial Statements and Performance Evaluation of Commercial Banks

  • UBRS and bank statements
  • Ratios, DuPont and industry comparisons
• 4 Asset-Liability Management

  • ALM and financial risk
  • Interest rates and margin hedging
  • Interest-sensitive gap management
  • Duration and duration-gap management
• 5 Investment Management of Commercial Banks

  • Investment purposes and instruments
  • Nepalese investments and security selection
  • Maturity management and NRB directives
• 6 Liquidity and Reserve Management

  • Liquidity demand and strategies
  • Estimating liquidity needs
  • Legal reserves and NRB directives
  • Stress testing
• 7 Managing and Pricing Deposit Liabilities

  • Deposit types, structure and rates
  • Deposit pricing approaches
  • NRB deposit directives
• 8 Managing Non-Deposit Liabilities

  • Interbank, repo and NRB borrowing
  • Certificates of deposit and commercial paper
• 9 Management of Capital

  • BIS, Basel and capital foundations
  • BASEL III and Nepalese capital adequacy
• 10 Bank Lending: Policies and Procedures

  • Loan types, regulation and process
  • Credit analysis and information
  • Agreements, recovery and directives
• 11 Agency Services and Electronic Banking

  • Transfers and bank-customer relationships
  • Agency and payment services
  • Electronic and internet banking
• 12 Project Work

  • Project requirement
  • Assignment and preparation