Navigating Emerging Risks in ALM & Integrated Balance Sheet Management
Join Senior Financial Services professionals for a dynamic 3-hour session exploring the future of Asset Liability Management and Integrated Balance Sheet Management. This interactive event will unpack macro trends shaping the financial landscape—rate volatility, liquidity stress, regulatory shifts—and why IBSM is now a strategic imperative.
Expect actionable insights, expert perspectives, and networking opportunities designed to help you strengthen your institution’s risk and balance sheet strategies. Don’t miss this opportunity to learn from industry leaders, exchange ideas, and expand your network.Secure your spot today—register below!
Sessions
- 5.30pm – 6.30pm:
Registration & Welcome Drinks
- 6.30pm – 6.45pm:
Welcome & Introductions
Anselmo Marmonti, VP – Banking Risk, Fraud & Compliance, SAS
- 6.45pm – 7.15pm:
Fireside Chat: From Global to Challenger: Rethinking IBSM with End-to-End Accountability
This session explores how Integrated Balance Sheet Management evolves when leaders are involved across most balance sheet touchpoints. Through a candid fireside discussion, we compare global bank complexity with the agility and transparency of a smaller institution, and what that means for smarter decision-making.
Christopher Blake, Head of Treasury, Unity Trust Bank & Former Education Director at ALMA UK.
- 7.15pm – 8.00pm:
Panel: Emerging Risks & Optimization Strategies for Integrated Balance Sheet Management
Join a moderated discussion with senior experts as they examine the most pressing emerging risks and explore optimisation strategies in integrated balance sheet management. The panel will cover themes including interest rate / market volatility, liquidity and funding under stress and regulatory uncertainty. The session will highlight how advanced AI techniques are reshaping data management, enhancing modelling accuracy and speed, and generating sharper insights—empowering institutions to strengthen resilience and elevate strategic decision making.
Moderator: Muzammil Shabudin, Head of Risk Solutions Advisory – Northern Europe, SAS
Panellists: Raymond Zhu, Head of Financial Resource Management, Deloitte Consulting and Svetlana Kardan, Head of ALM, Monzo and Gabriel Herz, Financial Risk Lead, Handelsbanken
- 8.00pm: Closing Remarks
Anselmo Marmonti, VP – Banking Risk, Fraud & Compliance, SAS
- 8.00pm – 9.30pm:
Networking Drinks, Nibbles & Deep Individual Demos
Speakers
Anselmo Marmonti, Vice President – Banking Risk, Fraud & Compliance, SAS
Anselmo Marmonti is Vice President for Risk, Fraud and Compliance Solutions, leading globally the Initiatives, GTM strategy and Practice for Financial Services.
Helping Financial Institutions and Supervisors improving the efficiency of their processes in Risk, Fraud & Compliance departments through advanced solutions. Focused on business needs and regulatory requirements, leading the innovation through advanced analytics. Extensive expertise across the areas of Risk, Fraud and Compliance, gained at international level cooperating with International Financial Groups. Previously, he led the Risk & Finance practice globally with a focus on transformational projects in Risk and Finance areas to optimize Credit Processes, Risk Models lifecycle, IFRS 9, IFRS 17, Asset Liability Management, Integrated Balance Sheet Management, Stress Testing and Planning in Banks and Insurances. Anselmo holds a degree in Economics of Financial Institutions and Markets from Bocconi University in Milan. After graduating he was acknowledged by the Global Association of Risk Professionals (GARP) as a certified professional operating in the financial risk management area. He’s board member of the Master in Credit Risk Management from Catholic University in Milan, and he is coauthor of Retail Credit Risk Management book. He has been working as a Risk expert at SAS since 2001 thus acting as a consultant within credit, market and operational risk areas for leading international banks, insurance groups and supervisors. He was then appointed as Leader of the South Emea Risk Solutions Practice used for compliance with Basel 2 and 3 as well as Solvency II and BCBS 239 regulations.
Christopher Blake, Head of Treasury, Unity Trust Bank & Education Director at ALMA UK.
Chris is Head of Treasury at Unity Trust Bank. Previously, Chris worked for HSBC for 12 years in various roles including Global Treasury, where he was Group Head of Liquidity Framework, Policy and Governance. Prior to that he was a risk specialist in ALM for the FSA, leading on the setting of Individual Liquidity Guidance for regulated firms and the implementation of FSA liquidity rules. He has also worked as a Money Market and Interest Rate Derivatives trader for Investec, alongside experience in Retail banking in London, Private banking in Switzerland and Off-Balance Sheet vehicles. Chris has a BSc in Economics and Government from the London School of Economics. He is the Education Director of the UK Asset and Liability Management Association and is the author of the Liquidity and Funding Unit of ALMA’s CertBALM®.
Muzammil Shabudin, Head of Risk Solutions Advisory – Northern Europe, SAS
Muzammil is a commercially focused Risk Management, Governance, Compliance and Financial Crime leader, with experience across the UK financial sector. An SMF4, 16 and 17 regulatory Approved Person role holder, achieved via previous employment as a UK Building Society Chief Risk Officer & MLRO. Leveraging over 20 years’ domain expertise in enterprise-wide risk management across the 3 lines of defence, providing trusted assurance & advice to embed risk culture, transform Board effectiveness & enhance customer experience.
Raymond Zhu, Head of Financial Resource Management, Deloitte Consulting
Raymond leads Deloitte’s Financial Resource Management practice. His work sits at the intersection of commercial excellence & pricing, financial resource management, operations transformation, and risk & regulatory insight, with a strategic imperative of driving disciplined shareholder returns for Tier 1 banks.
He counsels senior banking executives on enterprise-wide commercial and balance sheet strategy, this is complemented by considerable engagement with regulators (PRA, FCA, FED, OCC, DOJ). He serves as a PRA Skilled Person, leading S166 & SREP reviews focused on enterprise risk and capital management.
He is also a corporate member of Chatham House representing Deloitte, focusing on China. He engages with senior executives, policymakers, business councils on high-level, often sensitive, UK–China financial services initiatives.