ALM, Interest Rate and Liquidity Risk Management

Learn how to successfully manage the role of ALM in treasury, optimise testing in rising rate environments, effectively use in a diverse financial risk environment

ALM, Interest Rate and Liquidity Risk Management

June 7–10, 2022

Time zone: EMEA / Americas

Registration

Key reasons to attend

  • Explore emerging technology applicable to ALM modelling

  • Use hedging strategies in balance sheet management in a variety of settings

  • Apply stress testing measurements in rising environments

View agenda

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This 4-day virtual learning event will expand participant’s knowledge on how to operate an efficient ALM model, as well as the impact of ALM within the wider treasury function.

Sessions will deep dive into interest rate risk and behavioural modelling along with the inflation impact on high interest rate. Through interactive discussion our expert speakers will share best practices for hedging strategies against inflation, intraday liquidity to avoid liquidity risk, and appropriate data reporting within emerging technology for today’s increasing rate environment.

Participants will have the opportunity to acquire a deeper understanding of the rising challenges and opportunities ALM, interest rate, and liquidity risk management to better face today’s market industry challenges and opportunities. 
 

Learn how to
  • Understand the evolution of ALM and the ALCO process

  • Recognise the inflation impact on high interest rate

  • Skills learnt hedging strategies against inflation

  • Integrate stress testing measurements in rising environments

  • Understand the importance of investing in resources to internally enhance resiliency  

  • Understand the applications of rising technology applicable to ALM modelling

Who should attend

Relevant departments may include but are not limited to: 

  • ALCO members

  • Interest rate risk

  • Liquidity risk

  • Risk management

  • Balance sheet management 

  • Stress testing 

  • Machine learning (ML)

Content support

For this course we have collated a selection of articles from Risk.net to supplement your learning.

Risk Training is a part of Risk.net - the world’s leading source of in-depth news and analysis on risk management, derivatives and complex finance.

View articles here

Karina Kuks

Head of balance sheet management

Standard Chartered Bank

Juan Gonzalez Herrera

Vice-president, global treasury risk management

State Street

Juan Gonzalez Herrera has over 20 years of experience on interest rate risk management and derivatives modelling.

He joined State Street Bank and Trust in 2014 as director of quantitative analysis in the Global Treasury Risk Management team, where he led the oversight of interest rate risk, liquidity risk and market risk models, as well as the development of models to be used by the second line of defense. In 2018 Juan joined the Model Risk Management team, where he leads the validation of models related to Treasury Risk, including behavioral modelling of deposits. Before joining State Street Juan worked for Santander US, leading the modelling and methodology for market risk models. Additionally, Juan spent 5 years as consulting manager on ALM, with wide-ranging exposure to banking markets in the US, Canada, LATAM, Europe and China. His previous experience also includes several years of academic teaching, mainly focused on risk management and derivatives.

Nabeel Latif

Head of balance sheet management

Standard Chartered Bank

Nabeel demonstrates a diverse range of experience in areas such as risk management, balance sheet management and RWA optimisation.

In-depth knowledge of latest liquidity, capital and market risk management tools and their applications as well as experience in international exposure of working in Europe, Middle East & Pakistan. Nabeel has particular insight on the changing global and local economic scenario and how it impacts the financial sector.

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Dimitrios Papathanasiou

Head of EMEA treasury and liquidity risk

Credit Suisse

Dimitris Papathanasiou is the Head of EMEA Treasury and Liquidity Risk in Credit Suisse. His responsibility is to establish a risk framework and monitor the liquidity and Treasury risks of all the EMEA entities. His previous role was Head of the Front Office team in Coca Cola HBC Group Treasury for 6.5 years. He was responsible for designing and implementing the hedging strategy of FX, interest rates and commodities. Prior to that he has worked in the Front Office and the risk management of Kaupthing Bank. At the early stages of his career he has worked as an auditor in Treasury and investment banking in a Credit Agricole’s subsidiary and in RBS.

Dimitris holds a BSc and an MSc in Banking, Finance and Investments. He is a CFA Charter holder and a recognized speaker at industry conferences.

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Karl Rubach

Managing director

IBSM Solutions Inc.

Karl Rubach is the Managing Director and founder of Integrated Balance Sheet Management Solutions, Inc. in Toronto, Canada. He has over 20 years of international Treasury, Balance Sheet and Capital Management experience. He has lead the implementation of Risk Adjusted Return on Capital (RAROC) and Balance Sheet Optimization frameworks, including Funds and Transfer Pricing (FTP) and Economic Capital allocation.


He is a frequent speaker at industry events. He holds a master’s degree in finance as well as a bachelor’s degree in economics from ITAM Mexico. He is also a CFA charter holder.

Sanober Abdul Aziz

Manager, balance sheet management

Standard Chartered Bank

Live Virtual training courses

 

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants