The Marcus Evans 11th Edition Banking Book Risk Management conference will provide banking book, ALM, and risk professionals with the opportunity to benchmark best practices in managing interest rate, credit spread, and deposit-driven risks in today’s evolving financial landscape. It will feature case studies and insights from leading European institutions on optimising FTP, hedging strategies, and integrating IRRBB and CSRBB frameworks with economic capital and governance objectives. Core discussions will explore AI-driven behavioural modelling, deposit segmentation, prepayment risk management, and strategic funding decisions to preserve NII and EVE stability. Participants will also gain practical guidance on aligning regulatory compliance with forward-looking balance sheet strategy, leveraging integrated risk insights, and enhancing collaboration across treasury, ALM, and risk teams to drive resilient and profitable banking book performance.
Topics Covered:
- Risk mitigation accounting: The new accounting model reflecting interest rate risk management in financial statements and its prudential implications
- Improve banking book risk modelling accuracy through detailed segmentation and data governance
- Integrate deposit behaviour insights into IRRBB and banking book risk management under shifting rate environments
- Leverage AI and advanced analytics to optimise banking book risk insights
- Optimise FTP and Hedging to enhance ALM and interest rate risk management
- Drive balance sheet performance through strategic funding and hedging
Best Practices and Case Studies from:
- Luca Ciavoliello, Team Lead , Supervisory Policy Division, European Central Bank
- Tullio Lucca, Head of Strategic Asset & Liability Management, Intesa Sanpaolo
- Jacek Rzeźnik, Deputy Director ALM Risk, mBank S.A.
- Lejla Hodzic, Head of ICAAP/ILAAP, Market and Liquidity Risk Management, Sparkasse Bank
- Thomas Obitz, Expert Advisor Risk and Regulatory Change, RiskTransform
- Uwe Jurkschat, Head of Treasury, Deutsche Kreditbank AG
Special discounts available to Global Risk Community members! For more information please contact: Stefanos Ioannou, Digital Media and PR Executive at stefanosi@marcusevanscy.com or visit: https://tinyurl.com/bdztu856
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