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A new era: the return of classical risks and beyond.

Rethinking ALM and liquidity risk for integrated balance sheet management.
 

Thursday 8th June, 2pm – 5pm
The Queens Hotel, New Station Street, Leeds, LS1 1PJ

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Current market volatility reinforces the importance of sound risk management processes for the entire banking industry.  Coupled with interest rate and inflation instability, banks must have the right tools to assess risks and adjust business strategies consistently.    

SAS is organising a special session from 2-5pm on Thursday 8 June to bring together ALM & treasury executives to discuss these challenges and what tools banks have to successfully address and overcome them.

AGENDA

  
1pm – 2pm
RegistrationTea & Coffee available
2pm – 2.15pm
Welcome & opening remarks 
2.15pm – 3pm

Session 1

ALM Challenges in 2023 and possible future glidepaths

Discussion:

  • Which came first: the funding concentration or the business model?
  • 2 sides of the same coin: compete for depositors or fear lackluster loan growth?
3pm – 3.45pm 

Session 2  

Using ALM analytics to steady the turbulence & drive competitive advantage 

Discussion:  
  • ALM war-gaming: supercharging your ‘what-if’ analysis 
  • Who needs a good Recovery Plan anyway? 

3.45pm – 4pm 

Comfort Break 

  

4pm – 4.45pm 

Session 3 

Driving enterprise-wide value from an integrated balance sheet management framework 

Discussion:  
  • How well do I understand how correlation between behavioural assumptions distort under stress? 
  • Dynamic counterparty risk management to determine my organisation’s interconnectedness comfort level 

4.45pm – 5pm 

Concluding thoughts 

 

Location

The Queens Hotel

New Station Street, Leeds, LS1 1PJ
Thursday 8th June, 2pm – 5pm

Come along to discuss:

  • ALM Challenges in 2023
  • Lessons every bank can take from the current market volatility
  • Moving towards integrated balance sheet management to strengthen your bank’s position
  • NII Stress testing and behavioural modelling
  • Dynamic balance strategies
  • Simulations and macro factor sensitivity
     

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This event is no longer available for registration.

 
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