Measuring Interconnected Risks in Treasury ALM

Banks are increasingly focusing on breaking down risk silos. In part, this has appeared as banks integrate their Treasury and ALM departments into one unit, including the integration of Interest Rate and Liquidity risk monitoring.

This webinar discusses how an integrated Treasury ALM system can provide a consistent valuation platform across Interest Rate, Liquidity and Credit risk, as well as break down risk silos. The webinar also discusses and demonstrates how scenarios and ‘what-if’ calculations can expose interconnected risks that might otherwise remain uncovered and cause unexpected losses.

Request Recording

08 February 2018