7th Annual Banking Book Risk Management conference

With interest rates changing massively over the last 12-18 months and the impact this has had on how much risk banks are exposed to, Interest Rate Risk has become a top priority for financial institutions. Banks need to adjust their balance sheet and ALM strategies to make sure that they stay liquid and profitable as the value of different assets change as a result of changing rates. They also need to ensure that they can maintain an optimal interest rate risk management strategy where they can attract savers and borrowers whilst also staying liquid and profitable. 

With this is mind, the marcus evans 7th Annual Banking Book Risk Management conference taking place in Amsterdam, Netherlands on 5-7 February, 2024, will provide delegates with the opportunity to hear from experts in banking book risk into how they are integrating the new regulation into their strategies as well as meeting the growing challenges relating to the macroeconomic environment. There will be case studies into how changing rates are impacting customer deposits and what interest rate risk professionals can do to minimize the risk of deposit flight. The event will also look into how to better monitor and model for changing interest rates to ensure that the impact on the balance book can be reduced and profit margins can still be met. Finally, there will be discussions into the relationship between interest rate risk and funds transfer pricing and how these strategies can be used to ensure optimal product pricing in the growing interest rates environment.

Topics Covered:

• Develop predictive models to assess changing customer behavior in a volatile interest rate scenario.
• Understand and apply equity modelling in the Interest Rate Risk Management of the banking book.
• Maintain an accurate and effective approach of the latest EBA’s guidelines on IRRBB.
• Understand the best practice to approach deposits’ pricing and modelling. 
• Analyse customers behaviors in a volatile interest rate environment.
• Consider enhancing stress testing practices to monitor interest rate fluctuations.

Best Practices and Case Studies from:

• Thomas Ribarits, Director, Head of Group Financial Risk Department, European Investment Bank

• Gábor Koncz, Head of Balance Sheet Risk Management, Raiffeisen Bank International AG

• • Sikandar Hayat, Senior Manager Interest Rate Risk, HSBC

• Ceren Üstün, Head of Risk Management, Yapı Kredi Bank Deutschland

• Jan-Willem Jagtenberg, Head of ALM,  De Volksbank N.V
• Roberto Virreira, Lead Treasury Modeller, Rabobank

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