E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Canada OSFI B-12: Implementing IRRBB and FTP models to comply with the new regulatory expectations

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Canada OSFI B-12: Implementing IRRBB and FTP models to comply with the new regulatory expectations

Meeting regulatory requirements and their implications for balance sheet management to enable profitable and sustainable growth, driving business results through ALM and FTP

3-4 Oct 2019
Toronto, Canada


Why You Should Attend

Canada OSFI B-12: Implementing IRRBB and FTP models to comply with the new regulatory expectations

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we therefore have a limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

How you will benefit

This course is designed for treasury, financial performance analysis and control, as well as risk managers actively involved in asset liability management, risk and performance measurement. The course will cover the different components required to implement OSFI’s B-12 requirements and pro-actively manage interest rate in the banking book, providing practical examples and insights into key implementation issues. Key takeaways include:

  • OSFI B-12 Interest Rate Risk Management requirements
  • Understanding IRR and FTP how to measure the different components
  • Establishing risk appetite and limits, effective risk reporting
  • Development and implications of the different modelling approaches
  • Solving FTP governance and data challenges
  • Understanding internal risk transfer and performance measurement
  • Leveraging FTP to explain and improve business line performance

About your expert trainer

Karl Rubach is the Managing Director and founder of IBSM Solutions, Inc. Karl consults on capital, balance sheet and risk management advisory, providing solutions to help Financial Institutions manage their Treasury and Banking Book Risk Management requirements. 

He has over 20 years of international Treasury, Balance Sheet and Capital Management experience. He has led the implementation of ALM, Liquidity, Risk Adjusted Return on Capital (RAROC) and Balance Sheet Optimization frameworks, including Funds Transfer Pricing (FTP) and Economic Capital allocation.

Prior roles include VP-Balance Sheet and Capital Management for the International Division at Scotiabank, VP and CFO for a Consumer Lending Joint Venture, Comptroller for Central America and Caribbean Region, and Director of Mergers and Acquisitions. Before moving to Canada Karl was the Head of Asset / Liability Management and Basel Office for Scotiabank Inverlat (Mexico).

He holds a BA in Economics, a Master Degree in Finance from ITAM and is a CFA Charterholder. He is a frequent speaker at industry events. 

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

The course is aimed at practitioners in the Treasury, Risk Management and Finance and areas involved in ALM, IRRBB, Liquidity Management, performance measurement (FP&A) and control functions. 


Previous Attendees Include

Bank of America, Citi, JP Morgan, SunTrust, PNC, BOK Financial, Bank of Oklahoma, Federal Home Loan Bank of New York, Morgan Stanley, Bank of the Cascades, Fifth Third Bank, Capital One, State Street, RBS Citizens Bank, Wells Fargo, Union Bank, Bank of the West, Royal Bank of Canada, TD Bank, Scotiabank, KeyBank and Sovereign Bank


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.







Voice of Our Customers
  • “Very good – helped me visualize what I am working backwards from.” – Woodfast National Bank
  • “Experienced trainer with well organized material.” – Freddie Mac
  • “Very good event bringing a very impressive group of experts” Scotiabank
  • “A great event for practitioners” Citigroup
  • “Comprehensive and well structured programme with an open and engaging style of presentation.” Investec
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Event Contact

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

Antonello Sarra


London



Telephone:
+44 203 002 3329
Fax:
Email: antonellosa@marcusevansuk.com