3rd Edition Interest Rate Risk Management Strategies 2021 | GFMI | 22 April 2021 | Virtual Event

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

2021 Speakers

Michael Berkowitz
Managing Director, Treasury and Trade Solutions, Citi

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, HSBC

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

Jorge Segura
Senior Director, ALM, Santander

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

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