Interest Rate Risk Management For Financial Institutions is a conference dedicated to the current strategies, methods and solutions to manage interest rate risk in the current high-rate environment.
Interest Rate Risk Management For Financial Institutions covers topics such as:
- UBS - the necessary frameworks that need to be implemented to ensure enhanced model development for interest rate risk
- BMO - comprehensive interest rate risk management framework to streamline governance and compliance strategies
- JP Morgan - best way to adjust deposit modelling and pricing to ensure liquidity
- HSBC - methodologies to address the customer behavior shift to identify rate sensitive clients and retain them
- China Construction Bank - apt strategies to enhance interest rate risk management in the current rate environment
- RBC - Funds Transfer Pricing and Hedging strategies to capitalize on the current interest rate environment
Interest Rate Risk Management For Financial Institutions brings together attendees with job titles such as:
- Interest Rate Risk/IRRBB
- ALM Modelling
- Balance Sheet/ALM Risk
- Market and Liquidity Risk
- FTP
- Behavioural Modelling
- ALM
- Treasury
- Liquidity Risk
