Tag Archive for: marcus evans

marcus evans | 6th Annual Banking Book Risk Management | 31 January – 1 February | Amsterdam

13-12-2022 | treasuryXL | marcus evans | LinkedIn |

We are proud to announce our media partnership with marcus evans group for the 6th Annual Banking Book Risk Management.

Taking place in Amsterdam from 31 January to 1 February, this leading event will bring together banking risk management experts from across Europe to address upcoming regulatory and macroeconomic challenges.

Amsterdam, The Netherlands

31 January – 1 February

This premier marcus evans event will bring together leading industry experts in Banking Book Risk Management transformation from across Europe to address the coming regulatory and macroeconomic challenges. Key industry professionals will explain how to adapt banking book risk frameworks for IRRBB and CSRBB compliance, meet macroeconomic challenges, enhance behavioral and deposit modeling, and integrate these risks into an effective FTP and steering strategy.   

 

Key Themes in the agenda:

  1. Develop and maintain the appropriate frameworks to enable effective IRRBB compliance
  2. Adapt banking book risk management to meet emerging macroeconomic challenges
  3. Address additional regulatory demands within the banking book
  4. Establish best practices for behavioural and NMD modelling
  5. Integrate interest rate risk into pricing and steering

 

Interested in joining this exclusive event? Then contact Mr. Ayis Panayi at [email protected]  for discounts available or visit the website https://bit.ly/3CpfzJQ. Looking forward to welcoming you at the event!

marcus evans | 25th Edition Capital Management for Banking Institutions | 26-28 September | London

26-07-2022 | treasuryXL | marcus evans | LinkedIn |

We are proud to announce our media partnership with marcus evans group for the 25th Edition Capital Management for Banking Institutions conference taking place in London on 26-28 of September, 2022.

London, United Kingdom

26 – 28 September 2022 

In recent years, the Basel IV capital regulations and amendments have put banks under large amounts of pressure to place the right measures, controls and models to understand these regulations’ impact on capital. With capital positions weakening, banks were forced to change their focus from capital optimisation to resource deployment, something which delayed Basel IV implementation. Additionally regulations such as the FRTB ad SA-CCR, impacting market and counterparty credit risk had a huge impact on the risk and capital management side. Moreover new regulations related to climate risk and stress testing being introduced recently by the Bank of England and the European Central Bank, meant that banks had to step up their capital related efforts in this area. In the face of new and ongoing regulatory pressures and market conditions banks need to be able to adapt and optimise their capital management practices.

With this in mind, the marcus evans 25th edition Capital Management for Banking Institutions conference held between 26-28 September, 2022 in London, UK will provide practical guidance on how to optimise capital management for banking institutions, with in-depth sessions on ensuring effective compliance with regulations such as the FRTB and SA-CCR, adapting to climate risk, enhancing capital planning, and meeting macroeconomic challenges. These hands-on sessions will be delivered by best-in-class practitioners who are uniquely equipped to pass on their expertise in this field. This guidance will enable banks to rise to the challenge of the new regulatory and macroeconomic conditions, and further develop their capital management and risk frameworks.

Attending This Premier marcus evans Conference Will Enable You To:

  • Overcome regulatory and macroeconomic constraints to optimise capital efficiency
  • Understand and adapt to the Standardised Approach for measuring Counterparty Credit Risk (SA-CCR)
  • Align with Basel IV from a business perspective
  • Link organisational practices and procedures to new regulatory demands
  • Capital Management: Usability of Basel Buffers
  • Unravel the complexities in capital optimisation

Best Practices and Case Studies from:

  • Johannes Langthaler, Senior Group Regulatory Transformation Manager, Raiffeisen Bank International
  • Andrea Cremonino, Head of Portfolio and Pricing Management Analysis and Strategy, UniCredit
  • Barbara Polak-Labit, Capital Management Lead, NatWest Group
  • Brightwell P Zhezi, Head of Economic Capital: Treasury and Capital Management, Standard Bank Group
  • Muhammad Rehan Nasir, Head, ICAAP and Model Validation, Dubai Islamic Bank
  • Thomas Rohold, Head of Financial Resource Management, Senior Vice President, Danske Bank

Special discounts available to Treasury XL subscribers! For more information please contact Ria Kiayia, Digital Media and PR Marketing Executive at [email protected] or visit: https://bit.ly/3M2gpQ0

 

marcus evans | 8th Annual Retail Deposit Optimization And Strategic Management | 12–14 September | Toronto

19-07-2022 | treasuryXL | marcus evans | LinkedIn |

We are excited to announce our media partnership with marcus evans for the 8th Edition of Retail Deposits & Strategic Optimization – Canada. In this edition of the conference, the delegates will find out the latest trends in customer experience and pricing in times of high-interest rates.

Toronto, Canada

12 – 14 September 2022 

This premier GFMI event will bring together leading industry experts in retail banking and digital transformation from across Canada to address the current challenges and best practices for acquiring and retaining retail deposits. More specifically, Haventree Bank, RBC, BMO, First Ontario Credit Union, SBI Canada Bank, Innovation Credit Union, and many others be discussing how to manage the excess liquidity levels obtained during the pandemic, establish customer loyalty in a highly competitive rate environment through personalization and digital transformation, and improve your bottom line through optimizing deposit revenue through dynamic pricing strategies.

 

Key Themes:

  1. Reviewing the impact of macroeconomic conditions on retail deposit optimization: how are rates and regulation changing strategies?
  2. Sourcing and retaining sticky deposits in a highly volatile rate environment 
  3. Utilize product and pricing strategies to stay on top of the competition
  4. How to handle liquidity levels in a rising rate environment
  5. Taking digital transformation to the next level by centralizing focus and innovation on customer experience

Interested in joining this exclusive event? Then contact Mr. Ayis Panayi at [email protected] for discounts available or visit the website https://bit.ly/3HY6v16.

 

Looking forward to welcoming you at the event!

 

marcus evans | 9th Annual Liquidity and Funding Risk Management | 14-16 September | New York

07-07-2022 | treasuryXL | marcus evans | LinkedIn |

We are proud to announce our media partnership with marcus evans for the 9th Annual Liquidity and Funding Risk Management conference taking place in New York, on September 14-16, 2022.

New York, USA

14 – 16 September, 2022 

Understand how to adapt to a new normal where regulatory demands, macroeconomic pressures and technological developments are posing a myriad of challenges to liquidity professionals

The landscape for liquidity has changed drastically over the last few months as a result of the changing rates and transition out of the pandemic. During the COVID-19 pandemic banks generated a lot of liquidity via retail and commercial deposits, and the government’s support and stimulus packages. The Basel III regulations, such as the LCR, helped banks to avoid the liquidity crunch leaving them in a good overall financial position. As we are now transitioning out of the pandemic, the biggest concern for banks is understanding how they are going to manage as spending is going up and people are not depositing money in the way they have been over the last two years. Banks need to model and forecast liquidity fluctuations so they can position their balance sheets in the best way.  They also need to make sure their operations stay as resilient as possible in the new post-COVID-19 environment.

 

The GFMI 9th Annual Liquidity and Funding Risk Management conference will offer case studies on the best strategies liquidity and funding professionals can use when adapting to the current volatile market. The best methods of handling the current regulatory environment will also be assessed, as well as the latest developments within intraday liquidity and data management. This conference will also discuss the challenging funding environment and the best current practices to optimize balance sheets. Furthermore, emerging concerns within liquidity and funding risk management, such as climate risk, ESG and cryptocurrency will be examined and evaluated.

 

Attending This Premier marcus evans Conference Will Enable You to:

 

  • Determine the best practices to adapt to the current volatile market and macro influences
  • Evaluate how to manage the current regulatory environment
  • Assess the latest developments of intraday liquidity and data management
  • Discuss the challenging funding environment and analyze how to optimize balance sheets
  • Examine the emerging concerns within liquidity and funding risk management

 

Best Practices and Case Studies from:

 

  • Yujush Saksena, Managing Director, Treasury Risk, Morgan Stanley BNY Mellon
  • Shahab Khan, Subject Matter Expert- Regulatory Capital and Liquidity, JP Morgan Chase
  • Bridgit Chayt, Head of Commercial Payments & Treasury Management, Fifth Third
  • Armel Romeo Kouassi, Senior Vice President – Head of Balance Sheet Modeling, Northern Trust Corporation
  • Michael Berkowitz, Managing Director, Treasury and Trade Solutions, Citi
  • Oresta Mehta, Managing Director, Markets Treasury. Global Treasury Climate Lead, HSBC

 

For more information and registration discounts please contact: Ms Ria Kiayia, Digital Media and PR Marketing Executive at [email protected] or visit: https://bit.ly/3n7h0pb

 

 

 

 

 

marcus evans | 3rd Edition Commodity Markets Modelling, Analytics & Risk Management | 12-14 September | London

30-06-2022 | treasuryXL | marcus evans | LinkedIn |

We are proud to announce our media partnership with marcus evans group for the 3rd Edition Commodity Markets Modelling, Analytics & Risk Management conference taking place in London on 12-14 September 2022.

London, UK

12 – 14 September, 2022 | 08:30 BST

There are many challenges involved with Commodity Markets Modelling. A major one at the moment is the volatility within the energy markets, specifically the spike in the price of energy including gas throughout the European and world markets. Another challenge which has been there for slightly longer is the generating and accessing of quality data which can feed modelling, in particular AI and machine learning models. There also exists a specific challenge around the modelling of renewables which has become an area of increased interest over the last few years. Finally, there is always a push to have new techniques which can help to improve the performance of trading teams in a very competitive market.

With this in mind, the marcus evans 3rd edition Commodity Markets Modelling, Analytics & Risk Management conference held between 12-14 September, 2022 in London, UK will provide the much-needed techniques on optimising modelling and trading within commodity markets. The event will deliver attendees tailored sessions on accessing the best data types to assist accurate modelling and forecasting. Practical solutions will be delivered regarding battery storage and modelling of intermittent weather sources such as wind and solar energy. Finally, new innovation tools which can assist traders and decision makers in commodity markets spaces will be explored and evaluated.

Attending This Premier marcus evans Conference Will Enable You To:

  • Obtain the best practices for quantitative modelling in commodity markets
  • Appreciate the current need to adjust existing quantitative modelling and trading techniques
  • Overcome the limitations caused by spikes in energy price data
  • Assess business priorities in consideration of macroeconomic change
  • Ensure your institution is insulated from market volatility

Best Practices and Case Studies from:

  • Michael Haigh, Managing Director, Global Head of Commodities Research, Societe Generale
  • Cetin Karakus, Global Head of Quantitative and Analytical Solutions, BP
  • Barbara Lempp, CEO of EFET Deutschland, European Federation of Energy Traders
  • Richard Fu, Head of Commodities, Shanghai Pudong Development Bank
  • Mario Dell’Era, Quantitative Market Risk Senior Manager, Citi
  • Emmanuel Gincberg, Managing Director – Quantitative Strategist, Macquarie Group

Special discounts available to Treasury XL subscribers! For more information please contact Ria Kiayia, Digital Media and PR Marketing Executive at [email protected] or visit: https://bit.ly/3HvwFYs

 

 

 

Marcus Evans | 9th Annual Credit Risk Modelling and Validation | 12-14 September | London

16-05-2022 | treasuryXL | marcus evans | LinkedIn |

 

We are proud to announce our media partnership with marcus evans group for the 9th Annual Credit Risk Modelling and Validation conference taking place in London on the 12th-14th of September, 2022.

London, UK

12th – 14th September, 2022 | 08:30 CET

The marcus evans 9th Annual Credit Risk Modelling and Validation event taking place in London, UK on 12-14 September, 2022 will provide practical and experienced perspectives to help delegates adapt their credit risk modelling and validation strategies to the evolving environment of credit risk. This event features in-depth sessions on the optimisation and best practices in IFRS9 and IRB/AIRB spheres, maximising efficiency and accuracy in validation, implications and applications of AI and Machine Learning, integrating climate risk and credit risk in an ever-changing environment, anticipating new regulatory requirements, cleaning and structuring internal and external data, and adapting models to macroeconomic events as they occur. These hands-on sessions will be delivered by best-in-class industry professionals and cutting-edge global leaders who are uniquely equipped to pass on their expertise in this field. This event will enable banks to conquer emerging credit risk challenges in regulatory models, validation, climate risk, and ensure their increased trustworthiness and competitivity.

Special discounts available to Treasury XL subscribers! For more information please contact: Ria Kiayia, Digital Media and PR Marketing Executive at [email protected] or visit: https://bit.ly/33fHaiC

“The optimisation of these models can be significantly improved from where we are today by using more common libraries or similar tools between development and validation” Head of credit risk model validation at a global banking institution

marcus evans

 

 

9th Annual Credit Risk Modelling and Management in a Post-Pandemic Environment

05-01-2021| treasuryXL | marcus evans |

Management of credit risk and models are a top priority for banks.

Amsterdam, Netherlands | Option to attend virtually

21-23 February, 2022 | 08:30 CET

Methodologies to review and refine credit risk models incorporating Basel IV, IRFS9, IRB, climate risk and stress testing regulation

Credit risk modelling and management is an ongoing priority for the banking industry. The true impact of COVID-19 on credit risk is not yet clear. During the pandemic governments across Europe injected a lot of cash into the banking system to support companies and individuals and even though this helped to minimize bankruptcies and defaults, the real economic impact has been masked. Moreover, credit risk models have been tested to the extreme and IFRS 9 models were no exception. If anything surfaced out of this situation for banks, is the need to uncover alternative credit modelling techniques which can help models perform better in various crises scenarios.

The marcus evans 9th Annual Credit Risk Modelling and Management in a post-pandemic environment conference, taking place in Amsterdam, Netherlands and virtually, on 21-23 February, 2022, will provide risk modellers much needed knowledge to improve existing credit risk modelling techniques to make accurate predictions and maintain profitability. Banks will be able to compare and contrast lessons learnt during the pandemic as well as pinpoint key challenges and priorities faced by credit risk modelling managers. Comprehensive solutions regarding modelling techniques, regulatory compliance, climate risk, stress testing and data management will also be offered.

Attending This Premier marcus evans Conference Will Enable You to:

  • Incorporate macroeconomic factors into stress testing
  • Practice and perfect IRB modelling techniques
  • Correct treatment of government schemes in IFRS 9 models
  • Comprehend the new definition of default
  • Interpret regulation and implement practical scenarios
  • Be precise when defining model parameters

Best Practices and Case Studies from:

  • Nick Popov, Managing Director, Rabobank
  • Matt Spencer, Head of Credit Risk Technology, Investsec
  • Stuart Burns, Model Development & Validation, Bank of England
  • Sebastian Ptasznik, Head of IFRS 9 and Non-IRB Risk Validation, Close Brothers
  • Joris Krijger, AI & Ethics Specialist, De Volksbank
  • Alan Forrest, Advisory Senior Manager, Model Risk Oversight, Virgin Money
  • Catarina Souza, Senior Expert Model Risk Management, ING

Special discounts available to Treasury XL subscribers! For more information please contact: Ria Kiayia, Digital Media and PR Marketing Executive at [email protected] or visit: https://bit.ly/3pTHs6p

 

 

 

 

Press release: 20th Annual Liquidity Management | marcus evans

23-09-2021| treasuryXL | marcus evans |

For the last two years the banking sector has been in a challenging position as the liquidity management was and still is under the heavy influence of the pandemic

Aiming to help our long-standing partnership with our delegate audience in the banking sector, marcus evans, the leading provider of strategic conferences, continues its most renowned event in the banking industry and brings the 20th Annual Liquidity Management conference, which will take place on the 8th-9th of November 2021.

Join us in a two-day event where VP, C-Level and Senior Management Executives from leading Policy Makers and Banking Institutions such as the UK Finance, Credit Suisse, Standard Chartered, UBS, Deutsche Bank AG, Commonwealth Bank, Nord/LB amongst others , will present best strategies and effective practices through highly interactive speaking sessions, on key industry topics based on liquidity management

The conference format followed by marcus evans ensures that content is always clear of product placement and vendor showcasing to fully satisfy the delegates’ thirst for knowledge and meet their strategically oriented expectations.

Special Discounts are available for readers/subscribers of Treasury XL.

Click here to register for the event

 

For more info, please contact Ayis Panayis, Media & PR Executive at marcus evans at [email protected] or call on +357 22849327.