Optimisation and Steering – Interaction of different constraints and ratios

Today banks are facing a multitude of different constraints, often in the form of various ratios set by regulators, rating agencies and other stakeholders. It has become virtually impossible to manage one ratio or particular risk in isolation as there is such interconnectedness involved in the process. Thus it is becoming increasingly necessary to cross silos in a way where everything becomes embedded in the ALM framework. To complicate matters further there is a requirement to do this in a way that is consistent with the SREP Framework and the BCBS 239 requirement concerning Risk Data Aggregation and Reporting.

The webinar goes through a dynamic and holistic ALM Framework - looking at the key considerations and showing how this can be integrated in a firm-wide FTP process to ensure optimal steering.

In the webinar, Mika Mustakallio and Peter Serlachius demonstrate how banks can manage multiple constraints, with an in-depth look at managing funding and liquidity related metrics. 

Request Recording

06 May 2015