Programme

Programme

ALM & Balance Sheet Optimisation | Agenda

08:3009:00

Registration & refreshments

08:30 - 09:00

09:0010:30

Changes Taking Place In The External Environment and Organising your ALM and the role of the individual

09:00 - 10:30

Changes Taking Place In The External Environment

  •  Markets, Competition, Technology

Organising your ALM and the role of the individual

  • The evolution of ALM
  • Driving beyond regulatory compliance
  • Role of the Treasurers and CFOs
  • What is your bank's strategy? How does the regulator support this?
  • ALCO reporting
  • Defining risk appetite
  • Operating an efficient ALM model: Managing model risk
  • Recovery and resolution planning
  • The impact of banking laws on ALM
    • Impact of regulations: Basel III, IRRBB
Nicholas Wood

CEO & Founder

FinTorque | Formerly consultant, Money & Capital Markets Division, IMF; Group Treasury, Global Business Head, Standard Chartered Bank

Currently, CEO & Founder of FinTorque providing innovative, customised and affordable finance & treasury solutions for financial service providers in Emerging & Developing Market. Also advising Zensung (insurtech) and Sunpower Renewables (portable solar) start-ups on strategy, partnerships and capital raising. 

Recently, IMF Financial Sector Consultant & Visiting Scholar specialising in changes in the provision of financial services post GFC and regulations.

Earlier, Finance, Risk & Treasury specialist in 4 Global Banks, 36yrs (30 in APAC) reshaping business post GFC & Regulations.

Positions held:

  • Group Treasury Business Head
  • Asia Treasurer & Country Treasurer (Indonesia, India, USA)
  • Global Markets Business Manager; Group Market Risk

Specialist areas:

  • Balance Sheet Optimisation Tools
  • Group FTP Policy
  • Retail Deposit Growth & Securitisation
  • Trading Room Performance & Efficiency
  • Training & Development

10:3011:00

Morning networking break

10:30 - 11:00

11:0012:30

Liquidity Management

11:00 - 12:30

  • Product behavioural impact to LCR & NSFR
    • Best practices that optimizes these ratios
    • ALM system to forecast net cash outflow efficiently with minimal manual adjustments and estimation
    • Best practice processes to forecast behavioural/non-contractual cash inflow/outflow
  • Leverage ratio – how this will impact LCR and NSFR
  • Change from cash to collateral margining requirements in mid-2020
    • Effect on ALM and liquidity management
  • Liquidity optimization, deposit pricing
  • Impact of margining requirements
Nicholas Wood

CEO & Founder

FinTorque | Formerly consultant, Money & Capital Markets Division, IMF; Group Treasury, Global Business Head, Standard Chartered Bank

Currently, CEO & Founder of FinTorque providing innovative, customised and affordable finance & treasury solutions for financial service providers in Emerging & Developing Market. Also advising Zensung (insurtech) and Sunpower Renewables (portable solar) start-ups on strategy, partnerships and capital raising. 

Recently, IMF Financial Sector Consultant & Visiting Scholar specialising in changes in the provision of financial services post GFC and regulations.

Earlier, Finance, Risk & Treasury specialist in 4 Global Banks, 36yrs (30 in APAC) reshaping business post GFC & Regulations.

Positions held:

  • Group Treasury Business Head
  • Asia Treasurer & Country Treasurer (Indonesia, India, USA)
  • Global Markets Business Manager; Group Market Risk

Specialist areas:

  • Balance Sheet Optimisation Tools
  • Group FTP Policy
  • Retail Deposit Growth & Securitisation
  • Trading Room Performance & Efficiency
  • Training & Development

12:3013:30

Lunch

12:30 - 13:30

13:3015:00

Interest Rate Risk

13:30 - 15:00

  • Definition and types of interest rate risk
  • IRR regulations (IRRBB)
  • IRR measures (NII sensitivity, EVE)
  • Managing IRR in practice
  • Behavioral modeling
Nicholas Wood

Financial Sector Consultant

FinTorque

Mr Wood is currently the Financial Sector Consultant for the IMF, analysing changes in the provision of financial services in Asia and Emerging Markets and how these are impacting financial stability, smooth functioning of markets and access to bank credit. Mr Wood has special insights into how global banks are adjusting to regulatory reforms and consequences for global financial system.

Previously, Mr Wood 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. Mr Wood has firsthand experience of managing idiosyncratic and market wide stress across a 60 country banking franchise. He also has in depth knowledge of how regulation affects banks on both a single legal entity and group consolidated basis. 

15:0015:30

Afternoon networking break

15:00 - 15:30

15:3017:00

ILAAP – Case Study & Supervisory Role Play

15:30 - 17:00

  • Understand supervisory objectives and approach
  • Identifying key vulnerabilities
  • Considering appropriate add on’s
Nicholas Wood

Financial Sector Consultant

FinTorque

Mr Wood is currently the Financial Sector Consultant for the IMF, analysing changes in the provision of financial services in Asia and Emerging Markets and how these are impacting financial stability, smooth functioning of markets and access to bank credit. Mr Wood has special insights into how global banks are adjusting to regulatory reforms and consequences for global financial system.

Previously, Mr Wood 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. Mr Wood has firsthand experience of managing idiosyncratic and market wide stress across a 60 country banking franchise. He also has in depth knowledge of how regulation affects banks on both a single legal entity and group consolidated basis. 

17:0017:00

End of Day 1

17:30 - 17:31

08:3009:00

Registration & refreshments

08:30 - 09:00

09:0010:30

Capital Management

09:00 - 10:30

  • Bridging the capital knowledge gap
  • Outsourcing capital optimization to business
  • Capital allocation and optimisation
  • Return on Equity
  • Risk-adjusted return on capital (RAROC)
  • Using risk based pricing to set the right price on capital
Nicholas Wood

CEO & Founder

FinTorque | Formerly consultant, Money & Capital Markets Division, IMF; Group Treasury, Global Business Head, Standard Chartered Bank

Currently, CEO & Founder of FinTorque providing innovative, customised and affordable finance & treasury solutions for financial service providers in Emerging & Developing Market. Also advising Zensung (insurtech) and Sunpower Renewables (portable solar) start-ups on strategy, partnerships and capital raising. 

Recently, IMF Financial Sector Consultant & Visiting Scholar specialising in changes in the provision of financial services post GFC and regulations.

Earlier, Finance, Risk & Treasury specialist in 4 Global Banks, 36yrs (30 in APAC) reshaping business post GFC & Regulations.

Positions held:

  • Group Treasury Business Head
  • Asia Treasurer & Country Treasurer (Indonesia, India, USA)
  • Global Markets Business Manager; Group Market Risk

Specialist areas:

  • Balance Sheet Optimisation Tools
  • Group FTP Policy
  • Retail Deposit Growth & Securitisation
  • Trading Room Performance & Efficiency
  • Training & Development

10:3011:00

Morning networking break

10:30 - 11:00

11:0012:30

Creating shareholder value - impact of different business models on balance sheet management

11:00 - 12:30

  • Key determinants influencing shareholder value creation in banking
  • Case studies: ALCO management for different business models
    • universal bank
    • investment bank
    • regional bank
Nicholas Wood

CEO & Founder

FinTorque | Formerly consultant, Money & Capital Markets Division, IMF; Group Treasury, Global Business Head, Standard Chartered Bank

Currently, CEO & Founder of FinTorque providing innovative, customised and affordable finance & treasury solutions for financial service providers in Emerging & Developing Market. Also advising Zensung (insurtech) and Sunpower Renewables (portable solar) start-ups on strategy, partnerships and capital raising. 

Recently, IMF Financial Sector Consultant & Visiting Scholar specialising in changes in the provision of financial services post GFC and regulations.

Earlier, Finance, Risk & Treasury specialist in 4 Global Banks, 36yrs (30 in APAC) reshaping business post GFC & Regulations.

Positions held:

  • Group Treasury Business Head
  • Asia Treasurer & Country Treasurer (Indonesia, India, USA)
  • Global Markets Business Manager; Group Market Risk

Specialist areas:

  • Balance Sheet Optimisation Tools
  • Group FTP Policy
  • Retail Deposit Growth & Securitisation
  • Trading Room Performance & Efficiency
  • Training & Development

12:3013:30

Lunch

12:30 - 13:30

13:3015:00

Fund Transfer Pricing (FTP)

13:30 - 15:00

  • How FTP affect a bank’s liquidity reporting
  • Contingent liquidity premium
    • Potential liquidity shocks
  • Stress test liquidity position
  • Optimisation of internal funding
  • Cross-border funding
    • Shortage of local currency funding
    • Fungibility of funding across borders
  • Term liquidity premium, buffer cost calculation
  • FTP approaches in developing and emerging markets
Nicholas Wood

CEO & Founder

FinTorque | Formerly consultant, Money & Capital Markets Division, IMF; Group Treasury, Global Business Head, Standard Chartered Bank

Currently, CEO & Founder of FinTorque providing innovative, customised and affordable finance & treasury solutions for financial service providers in Emerging & Developing Market. Also advising Zensung (insurtech) and Sunpower Renewables (portable solar) start-ups on strategy, partnerships and capital raising. 

Recently, IMF Financial Sector Consultant & Visiting Scholar specialising in changes in the provision of financial services post GFC and regulations.

Earlier, Finance, Risk & Treasury specialist in 4 Global Banks, 36yrs (30 in APAC) reshaping business post GFC & Regulations.

Positions held:

  • Group Treasury Business Head
  • Asia Treasurer & Country Treasurer (Indonesia, India, USA)
  • Global Markets Business Manager; Group Market Risk

Specialist areas:

  • Balance Sheet Optimisation Tools
  • Group FTP Policy
  • Retail Deposit Growth & Securitisation
  • Trading Room Performance & Efficiency
  • Training & Development

15:0015:30

Afternoon networking break

15:00 - 15:30

15:3017:00

Balance sheet management simulation exercise

15:30 - 17:00

  • ALCO Role Play
    • Balance Sheet Planning Process
    • Balance Sheet Mix
    • Balance Sheet Capital Allocation
    • Asset Momentum
    • Deposit Quality & Price
    • Interest Rate Sensitivity
    • Offshore USD & RMB
    • Supporting delivery of strategy & financial goals
Nicholas Wood

CEO & Founder

FinTorque | Formerly consultant, Money & Capital Markets Division, IMF; Group Treasury, Global Business Head, Standard Chartered Bank

Currently, CEO & Founder of FinTorque providing innovative, customised and affordable finance & treasury solutions for financial service providers in Emerging & Developing Market. Also advising Zensung (insurtech) and Sunpower Renewables (portable solar) start-ups on strategy, partnerships and capital raising. 

Recently, IMF Financial Sector Consultant & Visiting Scholar specialising in changes in the provision of financial services post GFC and regulations.

Earlier, Finance, Risk & Treasury specialist in 4 Global Banks, 36yrs (30 in APAC) reshaping business post GFC & Regulations.

Positions held:

  • Group Treasury Business Head
  • Asia Treasurer & Country Treasurer (Indonesia, India, USA)
  • Global Markets Business Manager; Group Market Risk

Specialist areas:

  • Balance Sheet Optimisation Tools
  • Group FTP Policy
  • Retail Deposit Growth & Securitisation
  • Trading Room Performance & Efficiency
  • Training & Development

17:0017:00

End of course

17:00 - 17:01