Eventi

IRRBB & ALM Forum

Getting ahead of the curve

Wednesday, May 31st | 10.00am (registration starting from 9.30am) | Deloitte Greenhouse | Via Tortona 25, Milan

Deloitte is pleased to organize the IRRBB & ALM Forum. The event will be hold on Wednesday, May 31st from 10.00am, at the Deloitte Greenhouse in Milan.

The event is organized for all ALM practitioners with the aim of providing an extensive view of main market and regulatory trends related to the management of Interest Rates, given the recent regulatory updates (ie. BCBS, EBA, ECB).

Attending this forum will provide you with the unique opportunity to:

  • Interpret and implement the IRRBB regulation, discussing directly with EBA delegates about expected and future evolution of regulatory IRRBB framework
  • Identify and discuss best practices and strategic approaches adopted in the markets for IRRBB management
  • Share information, insights and point of views with other banking sector representative practitioners during dedicated panel discussions about IRRBB & ALM practices

The registration and participation of the event is free. To attend the event please write to eventi@deloitte.it, you will soon receive an e-mail of confirmed registration.

Agenda

09:30

Registration & Buffet / Coffee

10:00

Opening address from the Chair

10:15

Survey on IRRRBB –

Main conclusions & expected trends

11:00

EBA work on IRRBB
(Radek Krika, EBA)

11:45

Coffee Break

12:00

ALM behavioral models

12:30

Lunch & Networking

13:45

Broadening IRRBB perspective: exploring synergies with Market & Liquidity Risk

14:15

IRRBB & stress testing framework

14:45

Wrap-Up

15:00

Closing
Rischio di tasso d’interesse del portafoglio bancario

Quali sfide per l'attuazione della nuova regolamentazione IRRBB?