Treasury & Risk Management Roadshow
3-6th NOVEMBER 2019
Be part of an exciting four days of seminars delivered by none other than Prof. Moorad Choudhury
Forte Markets is pleased to team up with one of our leading experts and bring him to the UAE to deliver four days of comprehensive workshops covering a number of key regulatory topics for Banks:
•Interest Rate Risk in the Banking Book
Workshop 1: BASEL III & BASEL IV Implementation. ALM & ICAAP. ILAAP Best Practice Process [2 days]
This workshop guides participants through the key areas of bank asset-liability management (ALM): capital, liquidity, leverage, RWA changes and interest rate risk in the banking book, to ensure that they are able to implement best-practice in their bank, and to optimise the “3-dimensional” optimisation problem of meeting the requirements of all stakeholders.
Workshop 2: Interest-Rate Risk in the Banking Book (IRRBB) Best-Practice Principles. [1 day]
Compliance with the Basel Committee’s standards on interest-rate risk in the banking book (BCBS 368) presents significant challenges to all banks with respect to measurement, calculation and hedging of interest rate risk, and this whole area is the subject of intense focus from the regulatory authorities. Banks need to ensure they are able to address all the requirements of the regulatory whilst ensuring regulatory capital optimisation
Workshop 3 - ALCO Governance [1 day]
The asset-liability committee (ALCO) is the primary balance sheet risk forum in a bank, and is recognised as such by the Regulatory Authorities. An efficient ALCO process enables a bank to manage risk effectively and optimise its balance sheet, with resulting positive impact on profit.
Crucially, in the era of the Senior Managers Regime (SMR), a robust ALCO infrastructure is an essential ingredient in best-practice corporate governance.
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