25 de outubro de 2017 | Quarta-feira
| 8h – 8h30 | Registration |
| 8h30 – 10h15 | Asset & Liability Management, an Introduction to Corporate Financial Goals and Value Center Management. Advanced Fund Transfer Pricing and the Liquidity Coverage Ratio (LCR). |
| 10h15 – 10h30 | Coffee-Break |
| 10h30 – 12h30 | Introduction to ALCO Challenge. ALCO Challenge, Decision 1 |
| 12h30 – 13h30 | Almoço |
| 13h30 – 15h | Capital Allocation, Value-Based Loan Pricing, Dynamic Loan-Loss Provisioning, Securitization and Marketplace funding. |
| 15h – 15h15 | Coffee-Break |
| 15h15 – 17h30 | ALCO Challenge, Decision 2 |
26 de outubro de 2017 | quinta-feira
| 08h30 – 10h15 | The Control of Interest Rate and Liquidity Risks Part I (the ‘Banking’ book): The ‘Earnings-at-Risk’. Gap vs Simulation Models. Financial Futures, a Review. |
| 10h15 – 10h30 | Coffee-Break |
| 10h30 – 12h30 | ALCO Challenge, Decision 3 |
| 12h30 – 13h30 | Almoço |
| 13h30 – 15h15 | The Control of Interest Rate and Liquidity Risks Part II (the ‘Banking’ book): The ‘Economic Value of Equity (EVE) at Risk’. Basel 2016 regulation on IRBB. Risk Appetite. Options, a Review |
| 15h15 – 15h30 | Coffee-Break |
| 15h30 – 18h | ALCO Challenge, Decision 4 |
27 de outubro de 2017 | sexta-feira
| 08h30 – 10h | Aggregation of Risks, VAR and Expected Shorfall (trading book) Basel 3 and 2016 Fundamental Review of Trading Book Swaps, a Review |
| 10h – 10h15h | Coffee-Break |
| 10h15 – 12h30 | ALCO Challenge, Decision 5. Swaps Negotiation and Multi-Currency Book |
| 12h30 – 13h30 | Almoço |
| 13h30 – 14h30 | Special Resolution Regime with Bail-In Bonds. Benefits of Business Portfolio Diversification Strategy for Value Creation and Growth, International Review |
| 14h30 – 16h30 | ALCO Challenge, Decision 6 |
| 16h30 – 17h | ALM Summary. Results, Cheers and Sorrows |
Seminário com tradução simultânea