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Transparenza | News | An ALM and Market Risk Management Solution

You can download the seminars Agenda by clicking the link below:

An ALM and Market Risk Management Solution

Please contact Suvada Rondic to book your place:

Email: suvada.rondic@transparenza.biz

Telephone: +385 99 381 0282

Click here to visit the education page on our website

Click here to arrange individual ALM seminar for your bank

ALM, Market Risk Management and Reporting tailored for Regional Banking needs

Transparenza, consulting company with global experience, and expertise in the introduction of integrated performance and risk management for financial institutions, invites you to a seminar on its Assets and Liability Management (ALM) and Market Risk Management solutions.

Seminars will take place on:

This seminar will give you a full understanding of the common framework for ALM and market risk management, and present a solution that will enable you to face both business and regulatory challenges with confidence.

Topics covered will be

  • Data gathering
  • Portfolio instruments & cash flows
  • Portfolio composition and structure
  • Portfolio liquidity management
  • Portfolio evaluations and sensitivity analysis
  • Portfolio interest income management & Fund Transfer Pricing
  • Scenarios & simulations
  • Stress tests and regulatory reporting

Who should attend?
This seminar will benefit individuals within group risk management, IT, finance, treasury, accounting and reporting functions.

This seminar is one in a series of Transparenza seminars on performance and risk management for financial institutions.

Our special focus this time, will be on managing the bank's portfolio and market risk , in a way which meets both internal business needs and regulatory requirements.

We will introduce and explain key ALM methodologies and how do they relate to the regulatory requirements on liquidity and market risk management- interest rate, currency exchange risk and pricing risk. We will also address the process of setting up and implementing the organization for the ALM management – such as ALCO Committee and ALCO Committee support. We will cover an important aspect of the efficient portfolio management- building a portfolio of competitive products for the banks marketing and sales activities.

We would like to present our analytical software solution that is:

  • Up to date with best market practices and regulatory requirements.
  • The only solution of this type that is already adjusted to the specific conditions and products of the local market
  • Can be smoothly integrated in the existing operational environment of the bank
  • Can be efficiently implemented in a short time frame, in local language and supported by local language speaking consultants, and
  • Can fit within existing IT structures.


Nermina Vranješević is the principal consultant, founder and owner of Transparenza, the independent consultancy firm established in Germany in 2003, and implementing solutions for performance and risk management in the financial institutions. Before this, Nermina was an Executive Business Consultant in the European Headquarter of the NCR Corporation, for more than 10 years. In this position she successfully executed numerous international banking projects, in Europe, Middle East, North America and Africa. Since the inception of the New Basel Accord in 1999, the focus of Nermina’s work is on designing and implementing solutions for portfolio and risk management based on this new regulation. In 2008, Nermina founded RiskAnalitika d.o.o., local affiliation of Transparenza for supporting operations on the regional markets, where she acts as the managing consultant.

Denison Chapman is the business and IT Consultant with 30 years international cross industry experience providing motivational leadership in delivery of practical business solutions. He combines vision, creativity and innovation with strong pragmatic orientation to quality and results. Denison is a business consultant with great vision who knows how to guide company's, starting with data warehousing, from start-up to an operational solution. Denison combines his analytical view of data warehousing with strong coaching skills, and has done an outstanding job in many projects across Europe and Middle East region.

Prof. Dr Anatoliy Antonov is the professor for software and information technology for financial institutions on the Technical and Economy Faculties on University of Varna, for more than 20 years. He is also the leader of the Institute for development and practical implementation of analytical and statistical models for measurement of credit, market and operational risk , providing development and out-sourcing services to number of financial institutions in Germany, Austria and Switzerland.

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