The conference will focus on emerging ALM trends in relation to Liquidity and Capital (Basel III, ILAAP, MREL), IRRBB and FTP. The conference will also give an overview of current market practices in ALM model, and discuss EBA and BCBS guidelines and local regulatory requirements. Other topics to be covered are trends in intraday and ILLAP liquidity management, as well as the essence of Asset Liability Management.
On the first day of the conference, 16 April, MORS Software Partner Peter Serlachius, along with the Head of Sales, Niklas Fellman, will hold a presentation entitled: ‘IRR and Liquidity Risk Management as Part of Integrated ALM and Balance Sheet Management’. The presentation will look at interconnectivity as a trend, Risk as a Service (including system aspects) as well as stress testing and scenario selection from the point of view of regulation.
On the second day of the conference, MORS Software Partner Peter Serlachius will chair the summit as well as host discussions regarding FTP as a Balance Sheet Steering tool and IRRBB.