Banking Book in Treasury system

Following the global financial crisis, there has been a clear trend among banks to integrate risk management across treasury and the banking book. Banks are increasingly breaking down risk silos and focusing on holistic interest rate risk management across the balance sheet.

Many banks are also operationally organizing themselves as Treasury ALM, aka TALM. From an IT systems perspective, both the requirement and challenge are to offer one user-friendly system based on a single database covering the entire balance sheet, which serves the combined Treasury and ALM team.

This webinar presents how a contemporary Treasury ALM system incorporates the entire balance sheet in one system and database, with a focus on how to seamlessly handle the banking book alongside the treasury book. Webinar looks at specific requirements for Interest Rate Risk in the Banking Book (IRRBB) and how these can be solved in a Treasury system. Finally, the webinar looks at data management efficiencies and increasing the speed of calculations in the banking book by using in-memory analytics.

Learn more about:

  • Banking Book IRR analysis included in TALM
  • IRRBB requirements
  • In-memory analytics

Request Recording

20 September 2017