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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Advanced Management of Banking Book Risk

Effectively govern banking book risk through advanced behavioural modelling for enhanced balance sheet structure and risk management positions

12-13 Nov 2020
London, United Kingdom

Why You Should Attend

Advanced Management of Banking Book Risk

Event Focus

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.

marcus evans Live+

Can’t physically attend this conference? Don’t worry whilst your ability to travel may have been restricted we know your appetite for key business insights remains; our Live+  digital platform has you covered. Our passion is connecting people through our events; we firmly believe a virtual event experience should be no different. Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely; engage with speakers, take part in polling and benefit from the Q&A. In additional all presentations will be available on-demand, hosted on our digital platform for your to re-visit and continue to access for up to 6 months post event. Your content, your way. Register now HERE!

Insightful – Flexible – Impactful

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

    • AFME
    • ABN Amro Bank
    • Banco Espirito Santo
    • Bank of England
    • Bank of Ireland
    • Barclays Bank
    • BNP Paribas
    • Ceska Sporitelina AS
    • Citigroup
    • Commonwealth Bank of Australia
    • Credit Agricole
    • Credit Suisse
    • Credito Trevigiano
    • Danske Bank
    • Deloitte
    • Deutsche Bank
    • DZ Bank
    • Erste Group Bank AG
    • HSBC
    • ING
    • Intesa Sanpaolo
    • ISDA
    • JP Morgan
    • Lloyds Bank Commercial Banking
    • Mizuho International
    • Morgan Stanley
    • Natixis CSP Fournisseurs
    • Nomura International
    • Nordea
    • PWC
    • Santander
    • 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.

    Event Partners

    Practical Insights From

    Eleftherios Lazaris
    Market Risk Senior Manager, G10 Markets Treasury Risk Management

    Alper Özün
    Director of ALM and Capital Management

    Lorenzo Cornalba
    Head of Market and Liquidity Risk Management

    Sandra Argüello
    Head of ALM models Internal Validation Team

    Volker Leistikow
    CFA Head of Treasury Risk EMEA
    State Street

    Martin Hyza
    ALM Analyst
    Česká spořitelna

    Ali Sufyan
    VP Treasury Risk
    Bank of America Merrill Lynch

    Jacek Rzeznik
    Deputy Director of Balance Sheet Risk Management
    mBank S.A

    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
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    Event Contact

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

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com