Banking In Focus

Providing connections to the global banking community

Upcoming Events

29
Sep
Webinar

Conformité, crédit et nouveaux enjeux ESG

Comment combiner ces problématiques afin de mesurer efficacement vos risques tout en permettant des réponses rapides à vos clients

webinar
Moody's Analytics
29
Sep

West Africa Series

Implications of ECL and advantages of automated IFRS 9 computation

webinar
Moody's Analytics
06
Oct

La Mise en Place de la Norme IFRS 9

Past Events

webinar
Moody's Investors Service
24
Aug

Singapore Exchange Limited: Behind the Aa2 issuer and bond ratings

Join Moody’s analysts as they discuss the credit profile of SGX and the drivers of its Aa2 ratings.

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webinar
Moody's Analytics
17
Aug

Ag Regulators Outlook: What to Expect in the Post-Pandemic Cycle

Join Doug Johnson from Moody’s Analytics, Stephen Gaddie from the FDIC, and Nick Hatz from the Federal Reserve of Kansas City as they discuss the current Ag regulatory environment, how we’re rebounding from the COVID-19 impact, and what potential Ag regulations could be coming down the future.  We’ll have a candid discussion on some of the lessons learned as well as best practices, and things to consider for the future.

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Part of Ag Land
webinar
Moody's Analytics
03
Aug

How to Project a Balance Sheet for IRRBB Purposes

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

webinar
Moody's Analytics
07
Jul

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.

  • 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.
webinar
Moody's Analytics
17
Jun

How to Perform FTP and IRR Stress Testing Post IBOR Transition

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