In this webinar, we look at IRRBB – guidelines and challenges and dynamic Analysis in RiskConfidence.

In this webinar, we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.

• Allocating funding/derivatives as hedges and establishing a hedging strategy considering constraints and risk appetite
• Including ‘What-if’ scenarios and assumptions on new volumes
• A practical demonstration of hedging liquidity gaps, interest rate gaps, and FX risk gaps.

The next episode of the Practical Steps in Solving ALM Problems will walk you through a ‘how to’ on the new benchmark curve inputs for FTP and IRRBB

• Calculating compounded rates for products linked to new reference rates
• Considering the impact of compounding conventions on IRR and FTP
• A practical demonstration of FTP and IRRBB analytics using the new benchmarks

Screening customers and other counterparties against adverse media as well as multiple internal, domestic and international sanctions, watchlists and Politically Exposed Persons (PEP) can often pose significant operational challenges. In this session, learn how to identify high-risk individuals and entities, accurately define PEPS, reduce false positives, and learn about international best practices.

The session will look at:

• Identifying capital available for distribution
• Evaluating pay-out ratios against alternative scenarios of capital deployment
• Macroeconomic scenario analysis of intended pay-out ratios
• Practical demonstration of performing dividend pay-out

Join this webinar to learn about the challenges and best practices in the banking sector.

We will discuss:

• Economic outlook as a driver for risk
• Moody’s Analytics global forecasting model
• Macroeconomic overlay atop standard risk models.
• Scenario-based risk forecasting