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Event Date Tue Nov 9 EST - Wed Nov 10 EST (8 months ago)
Location Virtual
Region Americas

As a follow up to the successful Comprehensive IRR and Liquidity from Three Perspectives, FMS is pleased to offer a two-day virtual expanding on the fundamentals of IRR and Liquidity. Join Alpha-Numeric Consulting LLC and Darling Consulting Group as they present a multi-day virtual on comprehensive interest rate risk (IRR) and Liquidity/Contingency Funding programs to prepare for your next exam.

Day 1 will cover interest rate risk and liquidity/contingency funding programs, including:
• Overview of IRR and Liquidity management and contingency funding
• Evaluation of the policies/limits, inputs, data, assumptions, and requirements of effective IRR and Liquidity modeling processes
• Required IRR rate scenarios (shocks, ramps, yield curves) and time frames
• Production of accurate outputs
• Characteristics of effective ALCO reporting for IRR and LIQ/CFP
• Back-testing and trend analysis
• Stress testing
• Review of the biggest modeling mistakes and how to avoid them
• Corporate governance: Board, ALCO and senior management responsibilities
• Governance
• Model Risk Management
• Q&A

Day two will focus on a review of the first day topics and a question and answer session, with attendees able to submit questions following the first day program to be discussed during day two.

Please join FMS, Deb Donaldson, Mark Haberland and your peers for a 2-day intensive session on Interest Rate Risk and Liquidity/Contingency Funding. This is an opportunity to strengthen your ALM foundation and seek guidance from industry experts for those issues that are most pressing in your institutions. Make your ALM process more efficient and gain more confidence in the results that lead to better discussions and decision making at ALCO.


2021 Speakers


Deborah Donaldson
President and CEO, Alpha-Numeric Consulting, LLC

Mark Haberland
Managing Director, Darling Consulting Group