What is the value of ALM under the new regime of IRRBB?
Who runs a bank today: The treasurer, the risk manager or the regulator?
Date: May 15, 2017
Time: 3:00 p.m. UK
The latest guidelines illustrate the regulatory concerns of the current low interest rate environment. Our experts will discuss how interest rate management takes into account the treasury, the risk and the regulatory view.
Join this webinar and discover how you can:
- Strategically position against interest rate movements by optimizing the funding mix.
- Leverage your hedging strategies to effectively mitigate interest rate risk.
- Understand the new regulatory approach, both by Basel and the EU, to interest rate risk with a “non-mandatory” standardized approach.
- Understand technology impacts to achieve sustainable profitability under the new “dynamic earnings simulation and static value effect regime.”
- Colin Johnson, Head of Prudential Risk, Charter Court Financial Services
- Hadrien Van Der Vaeren, Manager, Avantage Reply
- Marco Seeliger, Director Product Management, Ambit Focus, Risk and Compliance
- Sven Ludwig, PRMIA Dusseldorf Regional Director and PRMIA Frankfurt Advisory Committee