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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Advancing your ALM Framework and Leveraging Funds Transfer Pricing

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

27-28 Feb 2020
Downtown Conference Center, New York City, NY, United States of America


Why You Should Attend

Advancing your ALM Framework and Leveraging Funds Transfer Pricing

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

The cumulative impact of the multiple regulatory requirements on liquidity, interest rate risk and capital management demand that banks and other financial institutions take a proactive approach in terms of balance sheet and risk management. The challenges in implementing an effective ALM framework are many, requiring financial institutions to integrate IRR, Liquidity and Financial Planning (i.e. capital allocation) with their broader risk management framework, develop risk management capabilities that are flexible, forward looking and aligned with their business / capital planning and budgeting activities. F.I.s will need to update their existing risk management framework, policies, procedures and risk management models to comply with the new regulatory expectations. Specifically, Balance Sheet and NII modelling capabilities will need to update and have significant flexibility, e.g. to accommodate ad-hoc regulatory requirements using different scenarios and/or assumptions and measuring risks across the different dimensions.

Weak practices for allocating costs and benefits associated with funding and contingent liquidity risks, and not having a clear understanding of the risk adjusted contribution from the different business lines, products and activities, has been recognized as a key contributor to the GFC and several major institution specific risk events. Given the multiple regulatory requirements and associated costs (LCR, NSFR, Leverage Ratios, etc.), compounded by a higher rate volatility environment, running an efficient FTP process to centralize the management of funding and contingent liquidity risk exposure becomes a strategic priority. An effective FTP process will align risk-taking incentives of individual business lines with the firmís risk appetite, driving volume and terms of new business and portfolio composition for an improved allocation of limited financial resources.

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 OSFIís 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:

  • How to advance your ALM practice and generate a roadmap for effective balance sheet management
  • Understanding IRR and liquidity risk, and 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.



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