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Global Financial Markets Intelligence

Global Financial Markets Intelligence

3rd Edition Interest Rate Risk Management Strategies

Develop an optimal interest rate risk management strategy to attract savers and borrowers while staying liquid and profitable in the current economic climate

22-23 Apr 2021
Virtual, United States of America

Why You Should Attend

3rd Edition Interest Rate Risk Management Strategies

This GFMI conference will examine the latest interest rate risk (IRR) management strategies to overcome the challenges faced by the current environment. Delegates will learn how industry leaders prepare their ALM teams to address a negative interest rate environment, and the adaptation of IRRBB after COVID-19. Leading experts will discuss challenges faced during the LIBOR transition, strategies to successfully migrate ALM systems to the new SOFR rate and the latest methodologies to optimize IRR modeling in an almost zero-rate environment. They will also address approaches to enhance customer behavior forecasting considering current market volatility and other macroeconomic factors. Delegates will have the opportunity to learn the latest methodologies in deposits modeling and pricing, and approaches to improve their deposit beta for the shift in customer behavior, as well as discuss how aligning IRR, ALM and Balance Sheet resources can optimize their overall treasury strategy.  Finally, the meeting will explore how emerging technologies can enhance operational efficiency in IRR management.

Key Topics

  • Benchmark industry strategies to enhance IRR management in the current environment
  • Identify approaches to protect your bank’s NII in a negative rate environment
  • Adapt ALM strategies to add the new SOFR rate
  • Explore methodologies to address the customer behavior shift for interest earning products
  • Learn different options for deposits modeling and pricing

  • 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

    Michael Berkowitz
    Managing Director, Treasury and Trade Solutions

    Brian Milton
    Head of Retail Banking, President of PurePoint Financial
    MUFG Union Bank

    Michael Harmon
    Managing Director Market Risk Management
    Wells Fargo

    George Gau
    Head of US Liquidity Risk Management and IRRBB

    Armel Kouassi
    Senior Vice President, Balance Sheet Strategy, ALM
    Northern Trust Corporation

    Jorge Segura
    Senior Director, ALM

    Jeff Wenham
    Senior Vice President, Head of Deposit and Core Treasury Pricing and Analysis

    Fabrice Fiol
    Managing Director Market Risk, Deputy Head of Enterprise Risk Management Americas
    Société Générale

    Click Here For Full Agenda

    Voice of Our Customers
    • “Very valuable conference for me, educational and enjoyable. Great networking also. I look forward to next year.” Citi
    • “Excellent Conference” MD, UBS
    • “As ever, GFMI conferences have proven themselves to be excellent. The subject material and speakers are consistently excellent.” Wells Fargo
    • “This was one of the best conferences I have attended. Good discussions and speakers.” JP Morgan
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    Event Contact

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

    Jeremy Wise GFMI

    455 N Cityfront Plaza Dr, Chicago, IL 60611
    – 9th Floor

    +1 312-540-3000 ext 6523
    Fax: +1 312-540-6523
    Email: jeremywise@global-fmi.com