The marcus evans 8th Edition Banking Book Risk Management conference taking place on 23-25 September, 2024 in Stockholm, Sweden will provide delegates with the best practices to mitigate the impact of macroeconomic volatility such as interest rate fluctuations on the banking books according to regulatory requirements in preparation for the regulatory report deadline in September 2024. Delegates will have the opportunity to discuss progresses of the regulatory application, challenges related to the current financial volatility and interest rate changes and areas of improvement they should be focusing on moving forward to enhance banking book risk management practices and increase the institution's profitability.

Key Topics include:

  • Enhance the approach to Credit Spread Risk according to regulatory requirements.
  • Reflect on the IRRBB application challenges to maintain regulatory compliance.
  • Manage Net Interest Income sensitivity in changing interest rate environments to mitigate risks and optimize financial outcomes.
  • Elevate risk management practices within banking book to overcome future challenges
  • Manage non-maturity deposits dynamics in the face of interest rate risks volatility challenges.
  • Improve consumers behaviour modelling strategies considering the current macroeconomic and financial volatility.

Best Practices and Case Studies from:

  • Maxime Segal, Risk Modeling and Assessment, Íslandsbanki
  • Jacob Ramskov, SVP, Head of Market & Liquidity Risk Control, Danske Bank
  • Nikolay Lambov, Head of Treasury Steering, Raiffeisen Bank International
  • Peter Bekesi, Global Head of FTP Risk, Deutsche Bank
  • Andreas Haider, Head of Market and Liquidity Risk Controlling, Volksbank Wien
  • Adam Kot, Head of ALM Risk, Bank Pekao

For more information please contact Ria Kiayia at riak@marcusevanscy.com or visit: https://bit.ly/3IVsfMp

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