marcus evans Banking Book Risk Management
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Dates:
Monday 24 March 2025
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Starts:
08:30-17:30
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Location:
Radisson Blu Hotel (Amsterdam, Netherlands)
Adapt to IRRBB and CSRBB regulatory demands while managing the impact of market volatility for enhanced risk management and treasury profitability
Join industry experts at this conference as they navigate the evolving regulatory landscape of IRRBB and CSRBB compliance. With regulatory deadlines behind us, the focus shifts to maintaining adherence while effectively managing market risks and interest rate volatility. Discussions will explore the impact of fluctuating interest rates on customer deposits and the influence of macroeconomic and geopolitical factors on consumer behavior. Sessions will highlight best practices in monitoring and modeling, including flexible strategies, stress testing, and the latest innovations in market risk management. Additionally, participants will examine the role of Funds Transfer Pricing (FTP) in shaping business strategy, optimizing profitability, and ensuring effective cost allocation across business lines amid changing market conditions.
Join our colleagues Erik Vijlbrief and Jelle Thijssen for their session, ‘Optimizing Bank Treasury: A Maturity Model for Achieving ALM Excellence.’ They will explore the core components of an effective ALM framework, key strategic choices, common pitfalls, and benchmarking techniques to enhance ALM effectiveness. Don’t miss it—this session takes place at 10:00 on Day 2, March 25. Be sure to stop by!
