ALM and Balance Sheet Optimisation - Toronto 2018

Topics

• How to create and maintain an effective ALM strategy
• Knowledge of the ALM regulatory environment
• How IRR metrics and scenarios impact on behavioural modelling and interest rate risk
• How to integrate strategic ALM and optimise the balance sheet
• FTP concepts and how they affect liquidity reporting
• How to model balance sheet risk to optimise balance sheet management
• Application of machine learning and big data to balance sheet management

Who should Attend

Attendees with responsibilities in:

• Regulation
• Risk
• Liquidity
• ALM
• Interest rate risk
• Balance sheet management
• Treasury