WEBINAR “UPDATE ALM”

24 November 2017 - 24 November 2017
WEBINAR “UPDATE ALM”
Date
24 November 2017
Venue
Webinar
Company
Contact
Marc Kempf

Friday, November 24th 2017, 1:00-2:00 p.m. (CET)

We are happy to offer you our webinar “Update ALM—current regulatory requirements and solution approaches in zeb.control”. Selected challenges in ALM caused by current regulatory requirements will be outlined and possible solutions will be presented using exemplary experiences.

  • • Since the start of the year, the new EBA guidelines for managing interest rate risks in the banking book (IRRBB) are effective. One significant change comprises the expansion of the present-value interest risk assessment, which now includes a periodic simulation of changes in interest results. How are these two aspects implemented within zeb.control ALM?
  • • The supervisory authorities call for thorough stress testing in Treasury more than ever (e.g. IRRBB, EBA/ECB stress test). But how can stress testing be realized in compliance with the regulatory requirements?
  • • In view of the continuing low interest phase, the simulation of periodic results has again gained importance. Which approach has proved to be effective in this context?

zeb provides a comprehensive overview of the topic and will share approaches in current implementation. We will present the approaches using zeb control risk – ALM - our solution already proven in many projects.

You have the opportunity to join the webinar from your office or home online, so you can directly raise questions and exchange with other participants.