How To Assess a Bank’s Asset Liability System

W317040270 How to Assess a banks asset 11 21 17
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Time:
11:00 AM-12:00 PM PST
December 13, 2017
 
Speakers:
Thom Back
Assett Liability Management Consultant
Performance Trust Capital Partners
 
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Speaker Bios

Thom Back
Asset Liability Management Consultant
Performance Trust Capital Partners
Thom serves as an Asset Liability Management Consultant to new and prospective clients. He has significant financial institution experience consulting with and investing in community banks across the United States, sitting on boards of directors of portfolio companies, and regulating bank holding companies in the upper Midwest. Before joining Performance Trust in November 2016, Thom was a Senior Manager in the Chicago office of Wipfli—a Wisconsin-based accounting and consulting firm— helping financial institutions with strategic and capital planning. Thom also spent 10 years in the Federal Reserve System, most recently as a supervision analyst with the Federal Reserve Bank of Chicago. Thom holds a Bachelor of Science degree in engineering from Trinity College and an MBA from University of Chicago Booth School of Business.
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Registration Includes:
*Up to 4 log-ins from the same bank or firm.
 
After 4 log-ins, you may incur additional fees.
 
WiBinar Code:
W317040270
Overview:
 
In this historically low interest rate environment, most of the focus has been on rates up. Are banks prepared for rates down or a prolonged low interest rate environment? Are banks appropriately modeling the impact on their bottom lines if rates do not rise or if they fall further? With deposit costs nearing or at the bottom, it is important to assess the impact of legacy asset repricing to current market levels. Are banks’ asset/liability model assumptions outdated or flawed? If rates do rise, are banks prepared for a potential liquidity runoff if rates return to normal level and the economy stabilizes? Are banks prepared for deposit rates tracking closer to market rates as rates rise, and this potential impact on the net interest margin? This WiBinar will expose many of the outdated or flawed assumptions in asset/liability modeling.
 
Learning Objectives:
 
  • Explore the significant shortcomings of traditional asset liability metrics 
     
  • Discuss an analytical adjustment that can eliminate the shortcomings
     
  • Understand why core deposit assumptions are a really big deal when determining economic value
     
This WiBinar is ideal for:
 
Credit Analysts, Credit Specialists, Junior & Senior Lenders, Underwriters, Relationship Managers, Business Bankers, Commercial Lenders, Special Assets Officers, Problem Loan Management Officers, Business Development Officers, Training Managers
 
CPE Credits:
 
1 CPE Credit
When
12/13/2017 - 12/13/2017
Where
Webinar, United States
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Pricing ForThru 01/01After 01/01
Bank Member$195.00$195.00
Bank Nonmember$249.00$249.00
Associate Member$195.00$195.00
Associate Nonmember$249.00$249.00
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