Advanced Management of Banking Book Risk 2021 | Marcus Evans | 10 June 2021 | Live, Digital Platform, London, UK

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.

Can’t physically attend this conference?

Don’t worry we have you covered! If your ability to travel is restricted we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.

Your content. Your way.

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.

2021 Speakers

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

Alper Özün
Director of ALM and Capital Management, HSBC

Lorenzo Cornalba
Head of Market and Liquidity Risk Management, Mediobanca

Sandra Argüello
Head of ALM models Internal Validation Team, Santander

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

2021 Partners

• BobsGuide
• Financial IT
• Global Risk Community
• The GRC Bluebook
• Private Banking