marcus evans europe conferences

DIGITAL WEEK - Advanced Management of Banking Book Risk

Effectively govern banking book risk through advanced behavioural modelling for enhanced balance sheet structure and risk management positions

22-26 June 2020
Virtual - Online, United Kingdom

Why You Should Attend

DIGITAL WEEK - Advanced Management of Banking Book Risk

Our Digital Week Format

We recognise that in today’s worlds our clients need information delivered in a different way; one that recognises that fluid working hours and flexible working environments are the “new normal”. Our DIGITAL WEEK FORMAT is designed to compliment this new way of working by delivering three hours of highly focused, practitioner drive content per day, spread across your working week through our innovative Live+ platform online streaming platform.

Event Focus

Banks are constantly striving towards more effective governance of banking book risk. At the core of achieving this are effective hedging strategies to maintain basis risk and advanced behavioural modelling to better understand banking book risk. Both of these things would help to inform funding and balance sheet plans. With this in mind this marcus evans meeting will look at how banks can effectively govern IRRBB through advanced behavioural modelling for enhanced balance sheet structure and risk management positions.

marcus evans Live+

Our passion is connecting people through our events; we firmly believe a virtual event experience should be no different. Our Live+ content platform will of course give you access to all the presentations as they happen and beyond, but we have to do much better than that! Our focus is on unlocking the incredible knowledge, experience and value within our entire event delegation, not just our world class speakers. That is why our Live + platform is loaded with features to ensure you are able to fully participate.

Insightful – Flexible – Impactful

Key Topics

  • HSBC evaluate how to tackle basis risk in a period of low interest rates
  • Santander focus on the importance developing behavioural modelling techniques and technologies for enhanced banking book governance
  • Citi highlight the impact of IBOR and LIBOR on banking book governance and behavioural modelling
  • Česká spořitelna explore the benefits of NII forecasting and how to develop architecture to incorporate it into the banking book
  • Previous Attendees Include

    • AFME
    • ABN Amro Bank
    • Banco Espirito Santo
    • Bank of England
    • Bank of Ireland
    • Barclays Bank
    • BNP Paribas
    • Ceska Sporitelina AS
    • Citigroup
    • Commonwealth Bank of Australia
    • Credit Agricole
    • Credit Suisse
    • Credito Trevigiano
    • Danske Bank
    • Deloitte
    • Deutsche Bank
    • DZ Bank
    • Erste Group Bank AG
    • HSBC
    • ING
    • Intesa Sanpaolo
    • ISDA
    • JP Morgan
    • Lloyds Bank Commercial Banking
    • Mizuho International
    • Morgan Stanley
    • Natixis CSP Fournisseurs
    • Nomura International
    • Nordea
    • PWC
    • Santander
    • VTB Capital

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Event Partners

    Practical Insights From

    Alper Özün
    Head of Asset, Liability and Capital Management Operations, EMEA

    Lorenzo Cornalba
    Head of Market and Liquidity Risk Management

    Sandra Argüello
    Head of ALM models Internal Validation Team

    Francesco Giuliani
    Former Director, Italian Banks Coverage in Fixed Income Products
    Deutsche bank

    Gregory Dekimpe
    Head of Balance Sheet Risk, Interest Rate Management
    ING Belgium

    Aisling O’Connor
    Director Group Balance Sheet Management

    Nebojsa Trajic
    Head of International Asset Liability Management
    Raiffeisen Bank International AG

    Johanna Sicler
    Expert in Prudential Supervisory Methods

    Click Here For Full Agenda

    Voice of Our Customers
    • “Very interesting and useful conference covering the key topics in liquidity risk managers’ minds. I particularly enjoyed the interactions with the various participants” State Street
    • “Very relevant and “on topic” in terms of focus and good speakers” Credit Suisse
    • “Great place for meeting our peers, exchanging ideas, coming from other banks’ experience and practice” Head of ALM, mBank
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310