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New trends in interest rate and liquidity risk management
The panel
- Pierre Gaudin, Head of business development, ActiveViam
- Mark Cabana, Head of US rates strategy, Bank of America Global Research
- Beata Lubinska, Treasurer, Allica Bank
- Jan-Willem Jagtenberg, Head of asset-liability management, De Volksbank
- Moderator: Sam Wilkes, Deputy editor, regulation desk, Risk.net
Six months on from the failures of Silicon Valley Bank (SVB) and Credit Suisse, lessons are clearer and regulators are now getting their ducks in a row.
A recent series of Risk.net webinars explored the banking crisis, interest rate risk and revamping banking asset-liability management practices. In the series, panellists dissected what went wrong and identified early lessons. Fast forward to the close of summer and we’re still seeing how these lessons are manifesting as changes to interest rate and liquidity risk management best practice.
Key topics discussed:
- Supervisory risk and getting the balancing act right as regulatory requirements shift
- Expectations for scrutiny on interest rate risk and liquidity risk models, following the failures of SVB and Credit Suisse
- The risk architecture banks are using to enhance their liquidity stress-test and risk monitoring capabilities
- Key business benefits associated with these new tools
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