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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Interest Rate Risk in the Banking Book

Maximizing ALM, deposits and balance sheet management to ensure that banking book assets are optimized

4-6 Dec 2017
New York, NY, United States of America

Conference Workshop

Workshop Title: Examining the Impact of Interest Rate Risk on the FRTB Regulation

Workshop Moderator: Dr. Alex Shipilov
Company: iGRC Advisors


Why You Should Attend

Interest Rate Risk in the Banking Book

This GFMI conference will give banks expert insight into the best strategies to maximize their practices for interest rate risk modeling. In doing so, banks will develop the ability to optimize data and ensure high quality forecasting in a turbulent economic and political environment. Additionally, best methods for the management and modeling of deposits will be assessed with a specific focus on NMDs, as well as critiqued insight into the challenging relationship between interest rate risk and liquidity and maximize the ALM practices and analytics to ensure the liquidity of their balance sheets. Furthermore, banks will gain a critical, last minute opportunity to enhance their understanding of the IRRBB regulation by gaining a clarification of the rule and benchmarking their compliance strategies.


Key Topics

  • Maximize modeling strategies to minimize interest rate risk
  • Advance your understanding of customer behavior to maximize deposit forecasting
  • Examine the relationship between interest rate risk and liquidity regulations
  • Develop your understanding of ALM practices to control interest rate risk
  • Leverage technology to maximize risk management
  • Previous Attendees Include

    Bank of America, BankUnited, BMO Harris Bank, BOK Financial, Deutsche Bank, FDIC, Federal Reserve Bank of New York, HSBC, JP Morgan Chase, KeyBank, New York Community Bancorp, Northern Trust, OCC, PNC Bank, RBS Citizens, State Street Bank, Scotiabank, SunTrust Bank, TD Bank, Wells Fargo, and many more..


    Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.




    Event Partners


    Practical Insights From

    Stephan Meili
    Managing Director, Risk Management
    Citi

    Steve Hageman
    Managing Director, Liquidity Risk Officer
    Société Générale

    Sundeep Kumar
    Executive Director, Global Technology
    JPMorgan Chase

    Yujush Saksena
    Head of Interest Rate Risk
    GE Capital

    Gregg Silver
    Chief Financial Officer
    1st Financial Bank

    Gordon G. Liu
    Executive Vice President, US Head of Global Risk Analytics
    HSBC

    Frank Sansone
    Senior Vice President, Head of Treasury
    China Construction Bank

    Jeff Deajan
    Senior Director, Treasury, Capital Management and Balance Sheet Strategy
    CIBC

    Click Here For Full Agenda

    Voice of Our Customers
    • "Enjoyed the conference...great mix of bankers, bank regulators, and vendors in a workable size." - Federal Reserve Bank of New York
    • "The topics and presenters were very targeted to the purpose of the conference and resulted in a valuable experience with a wealth of ideas to build actions for when I return to the office." - Commerce Bank
    • "Nice balance of information for large and small organizations; well organized and well expected conference." - AIG
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Amanda Pink - GFMI


    NBC Tower, 9th Floor
    455 North Cityfront Plaza Drive
    Chicago, IL 60611

    Telephone:
    (312) 894-6310
    Fax: (312) 894-6304
    Email: apink@global-fmi.com