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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Bank Asset-Liability Management, IRRBB Principles and Good Practice

Account for an integrated ALM origination framework, capital management, liquidity risk, and interest rate risk in the banking book (IRRBB)

29-30 Nov 2020
Frankfurt, Germany

Why You Should Attend

Bank Asset-Liability Management, IRRBB Principles and Good Practice

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

This workshop guides participants through the key areas of bank ALM: integrated ALM origination framework, capital management, liquidity risk, and interest rate risk in the banking book (IRRBB), an integrated approach to managing all these aspects of balance sheet risk is essential during the post-Covid environment in an era of onerous regulatory requirements.

Attendees will leave the course with a well-rounded understanding of the best practices to modern ALM and balance sheet management and will be able to depict elements to enhancing their own institutional practices to achieve higher efficacy and effectiveness of bank balance sheet management.

About your expert trainer:

Moorad Choudhry is an Independent Non-Executive Director on the Board of Recognise Bank in London. He has over 30 years’ experience in the City of London, and was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland. Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the Global Association of Risk Professionals, a Fellow of the Institute of Directors, a Fellow of the London Institute of Banking & Finance and a Freeman of the Worshipful Company of International Bankers. He is author of “The Principles of Banking”.

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?

ALCO members, Treasurers, Heads of ALM, Heads of Balance Sheet Management, CFOs and deputies, CROs and deputies, Internal Audit

Key Topics

  • Implement best-practice ALM processes
  • Apply strategic ALM discipline to ensure an optimized balance sheet in Basel III implementation
  • Implement an integrated liabilities strategy that will optimize the liability structure while enabling efficient compliance with NSFR and LCR
  • Manage the balance sheet efficiently to account for new capital regulations such as Leverage Ratio
  • Ensure IRRBB is managed efficiently to maximize hedge effectiveness and to minimize the regulatory capital charge

  • 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
    • “Benefitted from invaluable lessons learned” BNP Paribas
    • “The practical approach solidified my understanding of the topic, well structuredcourse” ING Bank
    • “Very good, lots of content and applicable and interesting real-life stories/examples Morgan Stanley
    • “Very good event bringing a very impressive group of experts” Scotiabank
    Join the Discussion

    Event Contact

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

    Kamelia Simeonova

    101 Finsbury Pavement, London, EC2A 1RS

    0044 203 002 3172
    Email: kamelias@marcusevansuk.com