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Global Financial Markets Intelligence

Global Financial Markets Intelligence

2nd Annual Interest Rate Risk in the Banking Book

Position your banking book to optimize strategy in the current interest rate environment to minimize IRR

5-7 Dec 2018
New York, NY, United States of America

Conference Workshop

Workshop Title: IRRBB: Implementing a proactive balance sheet management strategy
This Masterclass will enable you understand and navigate multiple regulatory requirements affecting ALM, develop your ALM risk inventory and a coherent risk management framework, measure the different IRRBB and balance sheet components, performance measurement and decision support for structural balance sheet risk management, and develop an efficient ALM infrastructure.
Workshop Moderator: Karl Rubach
Company: IBSM Solutions, Inc

Why You Should Attend

2nd Annual Interest Rate Risk in the Banking Book

This GFMI conference will give banks the practical insight to optimize their interest rate risk management strategies in an uncertain economic environment. Firms will gain insight into the regulatory priorities and concerns surrounding the proposed IRRBB regulation in order to streamline their strategies to position themselves for compliance. Additionally best practices for deposit modeling will be addressed, enabling attendees to augment their customer behavior analytics and optimize their management of non maturing deposits. Delegates will also advance their ALM models in order to improve their cash flow analytics and understand their capital limits to achieve strategically priced deposits. Furthermore we will address the interaction of the proposed IRRBB rule with liquidity regulations to develop strategies to ensure the harmonious compliance with various regulatory requirements.

Key Topics

  • Position your banking book to withstand interest rate risks
  • Understand the latest regulatory priorities and concerns to streamline your strategy to prepare for compliance
  • Develop enhanced interest rate risk scenarios and stress tests
  • Optimize deposit modeling to develop best practice in your firm
  • Strategically price your deposits
  • 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

    Brinda Bhattacharjee
    Managing Director
    Goldman Sachs

    Augusto Ballester
    Senior Vice President, Senior Manager, Portfolio Risk Strategy
    Bank of America

    Maxwell Zhu
    Managing Director, Head of Quantitative Analysis & Strategy, US Corporate Treasury
    BMO Harris Bank

    Yujush Saksena
    Managing Director, Head of Market Risk
    GE Capital

    Matthew Whaley
    Head of Interest Rate Risk & Liquidity Risk Oversight

    Armel Kouassi
    Head of Balance Sheet Modeling & Interest Rate Risk
    Northern Trust

    Bianca Wallace
    Head of Financial Markets & Treasury Risk

    Vikas Gupta
    Executive Vice President, Treasurer

    Click Here For Full Agenda

    Voice of Our Customers
    • “As ever, GFMI conferences have proven themselves to be excellent. The subject materials and speakers are consistently excellent.” – Wells Fargo
    • “This was one of the best conferences I have attended. Good discussions and speakers.” – JP Morgan
    • “I thought the conference was great. I discussions, participation and presentations were very good.” - Discover
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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

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