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All these lessons are neatly structured in to a lesson plan with links to view, download and discuss.45+ Example Excel WorkbooksAlmost all the topics in Excel training course include downloadable content – either excel files or ppts or pdf files.
Using these files, you can easily improve your understanding and play with the concepts right-away.8 Hour Lessons on Excel DashboardsWe will discuss dashboard design principles, best practices, see several examples, build 4 different dashboards.
Also, you can download unlocked dashboard excel files and reuse them as you see fit.Free Bonus – Formula Cheat-sheet If you use excel formulas a lot, then this cheat sheet can help you. This will come very handy in creating excel dashboards for project management and investment analysis.30 Day money back guaranteeEach Excel Training Course comes with a 30 day money back guarantee. If you don’t like what you see in course, just drop an email and your money will be refunded.
No questions asked.TestimonialsYour sense of humor, kindness and enthusiasm for Excel are fantastic. The numerous shortcuts that you teach are invaluable.Mary Scott- Project ManagerI can view the lessons at my own leisure. Completely packed with information that it is almost overload.Monique Ballard- Business Owner I get my most benefit from first reviewing the lesson but then “reverse engineering” the sample files. We use a stylzed template (shared below) to review the maturity distribution of assets or liabilities for a given interest rate scenario. Our objective is to review the tool kit of established ALM responses to common interest rate outlook changes.Figure 1 A stylized template for analyzing Asset Liability Management challenges We use nine asset classes ranging from maturities of 3 months to 10 years in our template. Each bucket in our stylized presentation is marked with the relevant balance sheet percentage allocation.Figure 2 A stylized template for liabilities for answering ALM questions The same template is used for the distribution of liabilities. The only difference is that we use six different liability classes with maturities spread between 3 months to 5 years.Using the stylized ALM template.How do we put the template to work?


It would be interesting to examine how our allocation strategy would change based on our view of the interest rate environment.An Ideal ALM maturity distribution for a given interest rate scenario?We start with the last question first.
If you know interest rates are going to rise, how would you change the maturity distribution of assets and liabilities? The maturity extension strategy would focus on approaches and incentives that would allow deposits to be locked in at fixed rates for significantly longer period of time.Once we lock in ourselves and rates rise a new question arises. If we managed to do a mark to market at fair value of liabilities, at the new rates, there should be a mark to market gain (loss) on the liability account. Longer term rates (yields on 10 year bonds) did not rise by as much but still moved from 7% to just under 13%. If in 1978 we had access to a interest rate oracle, our original deposit profile would shift from figure below to the figure that follows immediately after.Figure 4 ALM default maturity distribution of liabilities While a perfect fit would be to move all deposits to the 5 year bucket, realistically speaking that is not possible.
Asset maturities should shrink across the board with the largest chunk bucketed in the short term maturity buckets.This is easier said than done.
Restructuring asset maturities on a bank balance sheet over a six month to a yearlong window tends to be difficult. It is like making a super tanker (VLCC) take a u turn in the middle of Atlantic ocean.Liquidity is an issue with long duration investments as well as with term loans.
While as a bank we would love to switch maturity buckets at our whim 10, 15, 20 and 30 year bonds are significantly less liquid than treasury bills. Large positions take time to liquidate but they are still easier to switch than the advances portfolio. Even working capital and running finance lines need to be rolled over a few years in adjustment mode before they are paid down in full by clients.Restructuring a fresh balance sheet is easier.


Alternatively if you have been hoarding cash by restricting credit as reflected by your advances to deposit ratio, that too can work in your favor.
But the decision to restrict credit and the implementation of this decision across your lending network can only be executed over a multiyear time frame. As clients pay down balances on loans, the freed up cash is not reinvested within the lending balance sheet but parked in liquid assets for future redeployment.
Interest rates expected to decline.How does your strategy change if you expect interest rates to decline. For a fully deployed balance sheet restructuring the advances portfolio however is still a challenge.Bank ALM scenarios.
Uncertain interest rate outlook?When we are not sure about the direction of the interest rates, the best approach is to hedge our bets by using maturity ladders.
For liabilities as well as assets.On the liability front this implies a decision to distribute deposits across maturity buckets.
There is still a bias towards short term deposits because they are relatively easier to book.Figure 12 A maturity ladder for liabilities On the asset front this leads to an attempt for an even distribution across asset maturity buckets.
Or we successfully manage to re-position our balance sheet but the interest rate outlook fails to oblige and goes in the opposite direction.To answer these questions we need to take a closer look at the interaction of interest rate changes and maturity profiles with value and income.
Working with clients on four continents he helps bankers, board members and regulators take a market relevant approach to risk management.



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