Venue
Hotel NH Amsterdam Leidseplein
Hotel NH Amsterdam Leidseplein, Stadhouderskade 7, 1054 ES Amsterdam, Netherlands

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Event Date Mon Feb 5 CET - Wed Feb 7 CET (10 months ago)
In your timezone (EST): Sun Feb 4 6:00pm - Tue Feb 6 6:00pm
Location Hotel NH Amsterdam Leidseplein
Stadhouderskade 7, 1054 ES Amsterdam, Netherlands
Region EMEA
Details

This industry meeting will provide delegates with the opportunity to hear from experts in banking book risk into how they are integrating the new regulation into their strategies as well as meeting the growing challenges relating to the macroeconomic environment. There will be case studies into how changing rates are impacting customer deposits and what interest rate risk professionals can do to minimize the risk of deposit flight. The event will also look into how to better monitor and model for changing interest rates to ensure that the impact on the balance book can be reduced and profit margins can still be met. Finally, there will be discussions into the relationship between interest rate risk and funds transfer pricing and how these strategies can be used to ensure optimal product pricing in the growing interest rates environment.

Speakers

2024 Speakers

Andrea Ciaparrone
Head of ALM and Pricing Italy, UniCredit

Thomas Ribarits
Director, Head of Group Financial Risk Department, European Investment Bank

Gábor Koncz
Head of Balance Sheet Risk Management, Raiffeisen Bank International AG

Roberto Virreira
Lead Treasury Modeller, Rabobank

Sikandar Hayat
Senior Manager Interest Rate Risk, HSBC

Xavier Garcia Tomo
Head of IRRBB Model Validation, UBS

Gennaro Salzano
Head of Group Banking Book Modelling and Measurement, Intesa Sanpaolo

Jan-Willem Jagtenberg
Head of ALM, De Volksbank N.V

Christoph Waser
Global Head of Interest Rate Risk Management, State Street

Ankit Dixit
SVP-ALM, Al Masraf

Svetlana Kardan
Head of Balance Sheet Management, Monzo

Jacek Rzeznik
Deputy Director ALM risk, mBank S.A

Ceren Üstün
Head of Risk Management, Yapı Kredi Bank Deutschland

Salvatore Sarnataro
Expert Coordinator of the IRRBB Behavioural Modeling Team, Intesa Sanpaolo

Suresh Sankaran
Head of Model Risk Governance, Metro Bank

Wilson Jan Kansil
Head of Market Risk Management, Knab Bank

Giovanni Campo
Associate Partner, Head of ALM & Liquidity competence line for International Markets, Prometeia

Sponsors & Partners

2024 Sponsors

• Zanders
• Prometeia