3rd ALM and Liquidity Conference, Warsaw, Poland
Sep
30
to Oct 1

3rd ALM and Liquidity Conference, Warsaw, Poland

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By attending 3rd ALM and Liquidity Conference you will get:

  • •Tips from Liquidity and ALM professionals from other European countries

  • Overview of current market practices in Liquidity Management and ALM model

  • Guidelines on EBA, BCBS and local regulators’ requirements

  • Essence of IRRBB challanges

  • AI and machine learning techniques

  • Elements of Liquidity and IRRBB metrix

  • Trends in intraday liquidity management

  • Best practice in capital and liquidity management under Essence of FTP in Liquidity Management

  • Hints on balance sheet optimization

  • Essence of Asset Liability Management

  • Recipe for behavioral models

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4th annual Interest Rate Risk in the Banking Book (IRRBB) Summit, London, UK
Nov
14
10:30 AM10:30

4th annual Interest Rate Risk in the Banking Book (IRRBB) Summit, London, UK

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Benefit from regulatory insights and insights practical perspectives via multiple case studies and panel sessions featuring ALM, Treasury and Regulatory specialists from Banks, specialist Advisors and Regulators.

Learn more about the new IRRBB Guidelines' key challenges & implications:

  • EBA perspective on the finalised IRRBB guidance

  • New guidance vs existing IRRBB framework & Basel CRR II

  • Profitability, structural hedging & ALM risk under rising interest rates & new regime

  • Governance, controls, disclosure to meet IRRBB requirements

  • Impact of the FRTB review for IRRBB management & links with new guidelines

  • Credit spread risk in the Banking Book under the latest guidelines

  • Reference rate reform impacts for IRRBB and related industry initiatives

  • IRRBB modelling including behavioural and dynamic balance sheet challenges

  • Managing Income (NII) vs Value (EVE) regulatory preferences

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13th annual Liquidity & Balance Sheet Management Forum, Vienna, Austria
Nov
13
to Nov 14

13th annual Liquidity & Balance Sheet Management Forum, Vienna, Austria

Identify effective liquidity, stress testing and contingency planning by real market examples to be ready for potential stress scenario. 

Key takeaways:

  • Discuss how the rising rate scenarios might impact the financial sector

  • Identify effective liquidity stress testing and contingency planning by real market examples to be ready for potential stress scenario

  • Explore the latest applications of technological innovation of AI and automation for better forecasting measures & insights through

  • Design a complex plan for effective implementation of the Basel III & IRRBB regulatory standards into your bank strategy

  • Learn more about the optionality models

  • Update “IBOR” news and gain a market awareness

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