3rd Edition Managing Interest Rate Risk in the Banking Book Conference 2018 | Marcus Evans | 27 June 2018 | Novotel Wien Hauptbahnhof, Canettistraße 6, 1100 Wien, Austria
Venue
Novotel Wien Hauptbahnhof
Novotel Wien Hauptbahnhof, Canettistraße 6, 1100 Wien, Austria
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| Event Date |
Wed Jun 27 BST - Fri Jun 29 BST (over 6 years ago)
In your timezone (EST): Wed Jun 27 12:00am - Fri Jun 29 12:00am |
| Location |
Novotel Wien Hauptbahnhof
Canettistraße 6, 1100 Wien, Austria |
| Region | EMEA |
Details
A deep dive into the exploration of individual behavioural models under the updated IRRBB guidelines
The workshop will first address the FTP model governance in banks, in particular looking at the FTP process, structural hedging needs for BSM and looking at the incorporation of liquidity components in your NMDs pricing.
Speakers
2018 Speakers:
Sander Boogmans
Head of Interest Rate Risk Management, ING
Mads Gydesen
Chief Risk Manager, Danske Bank
Jacek Rzeźnik
Head of Market and Liquidity Risk, mBank
Anja Bozak
Head of Group Market and Liquidity Risk, Addiko Bank
Sergey Kharinov
First Deputy Head of Internal Treasury, Russian Agricultural Bank
Frank Mulder
Head of Interest Rate Risk Management and Strategy, Rabobank
Marco Castagna
Head of Centralised Treasury Management, Intesa Sanpaolo
Jeff Simmons
Managing Director, Head of Enterprise Risk, The Bank of Tokyo-Mitsubishi UFJ
Sponsors & Partners
2018 Sponsors:
• QRM Quantitative Risk Management
• Prometeia
• Financial Risk Fitness
PARTNERS:
• Global Banking & Finance Review
• TheGRCBluebook
• Allaboutrisk
• GlobalRisk Community
• Private Banking
• Bobs Guide