On-Demand Webinar

ALM & Balance Sheet Management back under the spotlight - are you ready?

 

About the webinar

The latest industry developments have had serious implications for companies and financial institutions around the world. While trying hard to assess and mitigate the quickly increasing risks, at the same time banks are also looking for new means how to manage profitability in the low interest rate environment. ALM and Liquidity management as the bank’s core risk and finance process has been back to the center of the regulatory and management attention. A surging number of banks are re-thinking their approach towards ALM and its role within the broader risk and finance eco-system.

In this webinar, we will discuss what the leading banks are doing, what their experiences are, how they set priorities in this situation and how they can leverage the latest analytics including optimization techniques in going forward.

What you'll learn:

  • What are the implications of the latest industry developments (pandemic and economic crisis, negative interest rates, LIBOR transition…) on ALM activities and how are banks responding?
  • What is the impact of recent regulatory trends (IRRBB, EBA full balance sheet Stress Test 2020, ECB 2019 Liquidity Stress test, Liquidity Reporting…) on future-proof ALM processes and systems?
  • How can ALM and liquidity risk optimization techniques support today’s search for profitability?
  • How can banks profit from a more aligned ALM and integrated risk & finance application landscape?
  • How can SAS help to reduce the TCO of bank’s technology and resources in and around ALM and balance sheet management?

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About the Experts


Peter Plochan
Principal Risk & Finance Specialist
SAS EMEA

Peter Plochan is assisting institutions in dealing with their challenges around finance and risk regulations, enterprise risk management, risk governance, risk analysis and modelling.

Peter has a finance background (Master’s degree in Banking) and is a certified Financial Risk Manager (FRM) with 13 years of experience in risk management in the financial sector. He has assisted various banking and insurance institutions with large-scale risk management implementations, while working internally and externally as a risk management advisor (PwC).

 


Xavier Vandermosten
Principal Asset and Liability Management Product Manager
Risk Research and Quantitative Solutions
SAS Institute

As the SAS Asset and Liability Management Product Manager, Xavier sets the product vision and direction, delivers a market driven offering by knowing the market, competition and customer inputs and translating these into requirements. He collaborates with development teams to drive product development.

Before joining SAS end 2011 as a risk pre-sales risk business consultant during about 6 years, Xavier worked 20 years in the financial sector, spending about half of his career heading a team in charge of measuring operational, credit, market and business risks, and the other half in IT, leading application development projects.

Xavier is a Certified Financial Risk Manager of the Global Association of Risk Professionals, and, by original degree, is a civil engineer in computer science.

 


M. Aşkın DOLAŞTIR
CFO of TEB 

M. Aşkın DOLAŞTIR was born in 1962 in İstanbul. He attended Şişli Terakki Lisesi and then he went to İ.T.Ü. Management Engineering Faculty. After completing undergraduate program, he received MBA Degree from the same Faculty. For a short period of time he stayed in the Faculty as Research Assistant. M. Aşkın DOLAŞTIR first became interested in banking when he was appointed as Expert Consultant in Central Bank of Turkey in 1984. Afterwards, he joined Arthur Andersen & Co where he worked as auditor in Istanbul, Lisbon, London and Cambridge offices.

In 1990 he started working in Finansbank A.Ş. which lead him to first Commercial Union Sigorta A.Ş. and next Finansbank N.V., Amsterdam as start-up operations in the same group. He took up Deputy Managing Director position in TEB N.V., Amsterdam which would bring about for him to spend total thirteen years in the Netherlands. In 2008 Dolaştır returned to Turkey in the employ of TEB Group where he worked last thirteen years as CFO of TEB A.Ş.

He is married with two children.


Georgi Valev
Head of Balance Sheet Management, ALM Directorate
DSK Bank

Georgi Valev is heading the Department for Balance Sheet Management at DSK Bank, one of the leading banking institutions in Bulgaria. He along with his team of experienced professionals is responsible for maintaining bank`s asset liability management at a level corresponding to the best industry practices.

During the course of his career, Georgi participated in various projects aiming to covering the latest regulatory requirements in the areas of liquidity risk, IRRBB and equity management. He took an active part in the area of ALM during the recently completed merge process between DSK Bank and another Bulgarian bank. 

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