The Marcus Evans 10th Edition Banking Book Risk Management conference taking place in Amsterdam, the Netherlands on 9-11 February, 2026 will assess best strategies for mitigating banking book risks, from recalibrating IRRBB and CSRBB models to embedding risk outputs directly into steering and pricing decisions.

It will examine evolving supervisory expectations around deposit modelling, NII outlier tests, and ICAAP submissions, along with how banks can strengthen frameworks to withstand regime shifts and prolonged rate volatility.

Sessions will also cover the growing role of AI and machine learning in stress testing and behavioural modelling, while leading  institutions will share best practices on aligning FTP with commercial strategy and enhancing ALCO governance under rate stress.

The GFMI 11th Edition Liquidity Management for Financial Institutions conference taking place in New York, on 9-11 February, 2026 will provide liquidity professionals with the tools to manage liquidity vulnerabilities in the current environment amid volatility and macro uncertainty. As well as providing insight into the bigger picture of the global liquidity landscape and regulatory priorities, there will be case studies into intraday liquidity and the use of advanced technology to get ahead of the competition.

Expert speakers will provide insights into liquidity stress testing, the impact of changing deposits on liquidity and how digital assets are changing the liquidity landscape. Attendees will take away practical strategies for managing the changing risk landscape in liquidity and funding to maintain regulatory compliance and maximise profitability.