Agenda

Agenda

ALM and Balance Sheet Management | Agenda

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Live virtual course | Agenda timing is in HKT/SGT

Respective time in AEST:
Start: 11:00am
Break: 1:00pm
Finish: 2:15pm
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09:0010:00

Operating an efficient ALM model

10:00 - 11:00

  • How ALM can deliver efficiencies and reduce costs
  • Evolution of ALM
  • The role of asset liability committee
  • ALM function within the treasury
  • How the treasury supports your bank strategies
  • Defining, monitoring, and reporting risk appetite
Nicholas Wood

Managing Director

FinTorque Pte Ltd

Nicholas Wood is the founder of FinTorque who create bespoke Risk, Finance & Treasury solutions for FI's and gamification products with Augury Insights for financial training.

He is formally the Financial Sector Consultant for the IMF, where he analysed changes in the provision of financial services in Asia and Emerging Markets and the impact these had on financial stability, smooth functioning of markets and access to bank credit.

He provides specialist insights into how global banks are adjusting to regulatory reforms and consequences for the global financial system and is a recognized contributor to the IMF Global Financial Markets Stability Report.

Previously, Nick was a Bank Treasury specialist for 38 years, of which 27 were spent in Asia, building highly profitable trading rooms, drafting in‐depth country branch and subsidiary balance sheet reviews and shaping global Retail and Wholesale business responses to capital and liquidity regulations post GFC.

He has first‐hand experience of managing idiosyncratic and market wide stress across a 60 country banking franchise and as such has in depth knowledge of how regulation affects banks on both a single legal entity and group consolidated basis.

Previous roles have also included Global Business Head, Group Treasury, Regional & Country Treasurer, Head FTP Policy ‐ Group Treasury, Global ALM Business Planning Manager and Head of Balance Sheet Analytics Team.

Nick has extensive experience in training bank business groups on responses on Treasury Management, balance sheet optimisation & ALCO effectiveness.

10:0011:00

Balance sheet management

10:00 - 11:00

  • BSM Challenges and solutions in the new normal environment
  • Why banks need balance sheet resources
  • Constraints
  • Frequency of reallocation
  • Behaviour analysis
  • Capital considerations
  • Integrated balance sheet optimization
Nicholas Wood

Managing Director

FinTorque Pte Ltd

Nicholas Wood is the founder of FinTorque who create bespoke Risk, Finance & Treasury solutions for FI's and gamification products with Augury Insights for financial training.

He is formally the Financial Sector Consultant for the IMF, where he analysed changes in the provision of financial services in Asia and Emerging Markets and the impact these had on financial stability, smooth functioning of markets and access to bank credit.

He provides specialist insights into how global banks are adjusting to regulatory reforms and consequences for the global financial system and is a recognized contributor to the IMF Global Financial Markets Stability Report.

Previously, Nick was a Bank Treasury specialist for 38 years, of which 27 were spent in Asia, building highly profitable trading rooms, drafting in‐depth country branch and subsidiary balance sheet reviews and shaping global Retail and Wholesale business responses to capital and liquidity regulations post GFC.

He has first‐hand experience of managing idiosyncratic and market wide stress across a 60 country banking franchise and as such has in depth knowledge of how regulation affects banks on both a single legal entity and group consolidated basis.

Previous roles have also included Global Business Head, Group Treasury, Regional & Country Treasurer, Head FTP Policy ‐ Group Treasury, Global ALM Business Planning Manager and Head of Balance Sheet Analytics Team.

Nick has extensive experience in training bank business groups on responses on Treasury Management, balance sheet optimisation & ALCO effectiveness.

11:0011:15

Break

10:00 - 11:00

11:1512:15

Managing interest rate risk

10:00 - 11:00

  • Recent Volatility in Interest Rate across the globe
  • Focus on Basel guidelines on managing interest rate risk
  • Way Forward in Optimising the Interest Rate Risk in Banking Book 
  • Stress Testing in IRRBB
     
Amol Padhye

Head - Market Risk

HDFC Bank

Amol Padhye has 18 years of strong experience in Treasury and Risk Management across Indian Banks, Foreign Banks and Risk Consulting space. He is an active speaker at various conferences across Asia focusing on ALM, Treasury and Risk Management. He is associated with Risk Management Association of India (RMAI) as “RMAI – Banking Expert” as well as he is founding member of the “Risk Management Society, USA (RIMS) – India Chapter”. He also served as visiting faculty and regularly conducts workshops at reputed management and engineering institutes across India on “Derivatives, Risk Management and Capital Markets”

Amol Padhye currently Heads Market Risk at HDFC Bank covering Trading Risk, Liquidity Risk, ALM Risk and Counterparty Credit Risk. He plays critical role in formulation of Bank’s policies and defining risk management framework. He has been instrumental in building credit assessment model for Bank counterparties. He also drives risk technology projects while adopting leading market practices.

Before HDFC Bank, he led Treasury and ALM advisory practice at Ernst & Young LLP, India. He worked extensively with banks across India, South East Asia and Middle East region and also led multiple large scale risk technology & transformation projects. Further, he boasts of an enriching and satisfying experience in setting up Small Finance Banks, Payment Banks and universal Commercial Bank in India; right from design to operationalization of Treasury and Risk Management departments of these banks.

Prior to this, he was heading Market & Liquidity Risk at BNP Paribas, India. During this stint, he was part of various senior management committee viz Asset & Liability Committee (ALCO), Basel Steering Committee and was a permanent invitee to Executive Committee (Board) of BNP Paribas, India.

On academic side, Amol Padhye is Chartered Accountant from India (ICAI).

09:0010:00

Funds transfer pricing

10:00 - 11:00

  • Regulatory requirement on cost/benefit attribution
  • Transfer pricing mechanism design  
  • System requirement specification 
  • Steering the balance sheet – management overlays
  • Minimising the banks structural balance sheet gap risk
Ajay Surana

Founder

iXcelrate

Ajay Surana has 20 years of professional experience in the financial services, consulting and technology industry. He has managed risk, compliance and performance management practices for large financial technology firms in the APAC region.

He has worked with over 75 financial institutions in APAC, US & Europe on various engagements in the areas of treasury, ALM, balance sheet management, regulatory compliance, Basel II/ III, risk technology transformation and business process re-engineering.

10:0011:00

ICAAP implementation and ILAAP integration

10:00 - 11:00

  • ICAAP/ILAAP regulatory expectations
  • Industry practice
  • Implementation challenges
  • Generating returns on your investment
Megha Ranasaria

Financial Risk Consultant

KPMG

Megha has 10+ years of experience in financial risk management with primary focus on Market Risk and Treasury Management. She has led numerous engagements in the areas of market risk, Basel II and Basel III implementation. Being an ex-Banker, she has hands on experience of setting up the Market Risk management function of a Bank with respect to VAR, Stress VaR, Stress testing, back testing, Capital computation (SA & FRTB), CVA, NOOP and SA-CCR. Exposure to both industry and consultancy gives her an edge across the domain. Megha is currently associated with KPMG in FRM practice focused on helping clients in Market Risk and Ibor transition challenges.

11:0011:15

Break

10:00 - 11:00

11:1512:15

Liquidity risk frameworks

10:00 - 11:00

  • Role of Central Bank in providing liquidity in Pandemic
  • Tools used by RBI for ensure domestic liquidity/stabilization
  • Changing Balance Sheet Dynamics due to Liquidity
  • Liquidity Risk Monitoring Framework and tool
Amol Padhye

Head - Market Risk

HDFC Bank

Amol Padhye has 18 years of strong experience in Treasury and Risk Management across Indian Banks, Foreign Banks and Risk Consulting space. He is an active speaker at various conferences across Asia focusing on ALM, Treasury and Risk Management. He is associated with Risk Management Association of India (RMAI) as “RMAI – Banking Expert” as well as he is founding member of the “Risk Management Society, USA (RIMS) – India Chapter”. He also served as visiting faculty and regularly conducts workshops at reputed management and engineering institutes across India on “Derivatives, Risk Management and Capital Markets”

Amol Padhye currently Heads Market Risk at HDFC Bank covering Trading Risk, Liquidity Risk, ALM Risk and Counterparty Credit Risk. He plays critical role in formulation of Bank’s policies and defining risk management framework. He has been instrumental in building credit assessment model for Bank counterparties. He also drives risk technology projects while adopting leading market practices.

Before HDFC Bank, he led Treasury and ALM advisory practice at Ernst & Young LLP, India. He worked extensively with banks across India, South East Asia and Middle East region and also led multiple large scale risk technology & transformation projects. Further, he boasts of an enriching and satisfying experience in setting up Small Finance Banks, Payment Banks and universal Commercial Bank in India; right from design to operationalization of Treasury and Risk Management departments of these banks.

Prior to this, he was heading Market & Liquidity Risk at BNP Paribas, India. During this stint, he was part of various senior management committee viz Asset & Liability Committee (ALCO), Basel Steering Committee and was a permanent invitee to Executive Committee (Board) of BNP Paribas, India.

On academic side, Amol Padhye is Chartered Accountant from India (ICAI).

09:0010:00

ALM for capital markets

10:00 - 11:00

  • Improving capital adjusted returns in the new normal environment
  • Capital management
  • Liquidity and funding
    • LCR, NSFR, NCCF for capital market products
    • FTP for capital market products
  • Business model optimization
    • Centralized funding units
    • Collateral management
    • XVA desks
    • Financial resource management
Ajay Surana

Founder

iXcelrate

Ajay Surana has 20 years of professional experience in the financial services, consulting and technology industry. He has managed risk, compliance and performance management practices for large financial technology firms in the APAC region.

He has worked with over 75 financial institutions in APAC, US & Europe on various engagements in the areas of treasury, ALM, balance sheet management, regulatory compliance, Basel II/ III, risk technology transformation and business process re-engineering.

10:0010:15

Break

10:00 - 11:00

10:1511:15

Lessons Learnt from Covid-19

10:00 - 11:00

  • Impact of COVID-19 on ALM management approach
Nabil Rahman

Executive director, Head of Liquidity Management, Treasury Markets (ALM)

Standard Chartered Bank

Nabil is a Treasury and ALM professional with over 20 years of experience in the field. Since starting his career as a Money Market Dealer in Bangladesh, he has worked in different locations in the capacity of running ALM function, managing Liquidity Risk, FTP, Sales, Foreign Exchange, Projects and most recently Global Liquidity based in Singapore. 

In this current role, Nabil ensures the Group’s Balance Sheet is managed efficiently, productively and in line with Board and Regulatory requirements.