Balance Sheet Management "ZMFS" Conference
In-person | Washington Duke Inn | Durham, NC
We look forward to seeing everyone in person once again at the Washington Duke Inn to ACE the power of asset-liability management
How to create bespoke liquidity tests/survival horizons using LCR cohorts
The next episode will walk you through a ‘how to’ on creating bespoke liquidity tests/survival horizons using LCR cohorts.
How to include the impact of post-Covid defaults in IRRBB and funding analytics
The next episode will walk you through a ‘how to’ on adjusting Funding Plans, NII Forecasts and EV projections for defaulted loans.
How to Adjust FTP Calculation for Excess Liquidity
The next episode will walk you through a ‘how to’ on adjusting your FTP framework to account for excess deposits.
How to Calculate Value at Risk Using Historical or Monte Carlo Simulation
In this webinar we will walk you through a ‘how to’, using RiskConfidence to measure and manage market and balance sheet VaR (Value-at-Risk)
How to project a balance sheet for IRRBB purposes
In this webinar we look at IRRBB – guidelines and challenges and dynamic Analysis in RiskConfidence.
How to perform effective hedging strategies for your balance sheet for Liquidity, IRR & FX gaps
In this webinar we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.
How to perform FTP and IRR Stress Testing post IBOR transition
The next episode will walk you through a ‘how to’ on the new benchmark curve inputs for FTP and IRRBB.
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