Advanced Management of Banking Book Risk
Effectively govern banking book risk through advanced behavioural modelling for enhanced balance sheet structure and risk management positions
10-11 Jun 2021
London, United Kingdom
- Why You Should Attend
Advanced Management of Banking Book Risk
Banks are constantly striving towards more effective governance of banking book risk. At the core of achieving this are effective hedging strategies to maintain basis risk and advanced behavioural modelling to better understand banking book risk. Both of these things would help to inform funding and balance sheet plans. With this in mind this marcus evans meeting will look at how banks can effectively govern IRRBB through advanced behavioural modelling for enhanced balance sheet structure and risk management positions.
Your safety is our top priority. Click HERE to find out how we are ensuring our events are a safe place to be.
Can’t physically attend this conference?
Don’t worry we have you covered! If your ability to travel is restricted we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.
Your content. Your way.
- Key Topics
- HSBC evaluate how to tackle basis risk in a period of low interest rates
- Santander focus on the importance developing behavioural modelling techniques and technologies for enhanced banking book governance
- Citi highlight the impact of IBOR and LIBOR on banking book governance and behavioural modelling
- Česká spořitelna explore the benefits of NII forecasting and how to develop architecture to incorporate it into the banking book
- Previous Attendees Include
• ABN Amro Bank
• Banco Espirito Santo
• Bank of England
• Bank of Ireland
• Barclays Bank
• BNP Paribas
• Ceska Sporitelina AS
• Commonwealth Bank of Australia
• Credit Agricole
• Credit Suisse
• Credito Trevigiano
• Danske Bank
• Deutsche Bank
• DZ Bank
• Erste Group Bank AG
• Intesa Sanpaolo
• JP Morgan
• Lloyds Bank Commercial Banking
• Mizuho International
• Morgan Stanley
• Natixis CSP Fournisseurs
• Nomura International
• VTB Capital
- 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.
- Practical Insights From
- Click Here For Full Agenda
- Voice of Our Customers
- “Very interesting and useful conference covering the key topics in liquidity risk managers’ minds. I particularly enjoyed the interactions with the various participants” State Street
- “Very relevant and “on topic” in terms of focus and good speakers” Credit Suisse
- “Great place for meeting our peers, exchanging ideas, coming from other banks’ experience and practice” Head of ALM, mBank
- Latest Conference News & Resources
- Interview with Nebojsa Trajic, Head of International Asset Liability Management at Raiffeisen Bank International AG
- Join the Discussion
- Event Contact
For all enquiries regarding speaking, sponsoring and attending this conference contact:
marcus evans (Europe) Ltd
PO Box 24797
Telephone: +357 22 849 404
Fax: +357 22 849 310