marcus evans will host the 2nd Annual Interest Rate Risk in the Banking Book Conference on December 5-7, 2018 in New York. This conference will give banks the practical insight to optimize their interest rate risk management strategies in an uncertain economic environment. Firms will gain insight into the regulatory priorities and concerns surrounding the proposed IRRBB regulation in order to streamline their strategies to position themselves for compliance. Delegates will also advance their ALM
Delegates attending the 2nd Edition Insurance and Pension Asset Allocation Conference, February 26-28, 2018 in New York will gain invaluable insight into how they can achieve a greater yield from their fixed income assets as well as how they can better manage the risk associated with alternative investments. Develop competitive to enhance the profitability of your investment portfolios.
Attending This Premier GFMI Conference Will Enable You To:
- Develop profitable insurance asset investment strate
marcus evans will host the Interest Rate Risk in the Banking Book Conference, December 4-6, 2017 in New York, NY. By attending this conference you will take away insights on maximizing your interest rate risk strategies to enhance your efficiency and effectiveness. Banks will also gain a critical, last minute opportunity to enhance their understanding of the IRRBB regulation by gaining a clarification of the rule and benchmarking their compliance strategies
Attending This Premier GFMI Conference
Liquidity and Treasury Professionals from the Banking Industry will come together to share practical solutions for optimizing liquidity management and improve business as usual
New York, NY–May 2015– GFMI, a leader in knowledge sharing for capital markets, will host the 2nd Annual Liquidity and Funding Risk Management Conference on October 5-7th, 2015 in New York, NY. Building on the success of the previous edition, this year’s meeting will demonstrate how by optimizing liquidity management bank
Funds transfer pricing is under increasingly sharp focus. Financial institutions need to respond to Basel III, as well the Dodd-Frank Act in order to change the way their liquidity is managed and regulated. The efficiency, with which banks adapt their business strategy and their FTP model, will be a deciding factor in the future profitability of core product lines.
Christian Pichlmeier, CFA, Senior Vice President, Corporate Treasury, Institutional Clients Group at Citi answered a series of questi
Basel III includes a new standard for Liquidity Risk which seems to be tripping up a few risk analysts attempting to reach this complex requirement.
In this post, we briefly look at the possible outcomes from a poorly managed liquidity risk program and the types of initiatives banks need to consider to meet the Basel III "International framework for liquidity risk measurement, standards and monitoring."
This post contains a presentation which can be downloaded