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[Live Online Training] Managing a Bank Balance Sheet under Basel III/IV marcus evans pan asia conferences
marcusevans pan asia conferences

[Live Online Training] Managing a Bank Balance Sheet under Basel III/IV

With a Special Focus on IRRBB and Funds & Liquidity Transfer Pricing. A structured online course delivered live over 4 half-day sessions: 1:00 pm - 5:00 pm Singapore Time daily

7-10 Mar 2022
Online, Asia

Why You Should Attend

[Live Online Training] Managing a Bank Balance Sheet under Basel III/IV

At this latest online program you will take a comprehensive look at Bank Balance Sheet Management and Optimisation subject to Basel 3+ constraints, along with market best practices with a specific focus on Interest Rate Risk in the Banking Book (IRRBB) and Funds & Liquidity Transfer Pricing (FLTP). (Basel 3+, herein, refers to all the elements of the finalised Basel III reform framework, some of which are more formally referred to now as Basel IV). The course consists of 4 modules that will focus on:

Implementing Basel 3+ Interest Rate Risk Banking Book (IRRBB Standards 2016).

Applying ALM behavioural modelling of uncertain cash flow products.

Market and regulatory best practice reference curve based FLTP framework for interest rate and liquidity pricing & cost allocation.

Balance Sheet Optimisation (BSO) & Capital Management.

The course will be remotely delivered, real-time on the Zoom platform using its functionality range to provide a mix of short lectures and delegate participation in case studies and exercises during each of the sessions. The trainer will provide participants with copies of the presentation materials including PowerPoint slides and several Excel calculation spreadsheets used in the course. Delegate participation and dialogue with the trainer and other delegates will be actively encouraged.

Your Expert Trainer:

Douglas Bongartz-Renaud - FRM is owner and Director of Markets & Risk Solutions Pte Ltd, a banking consulting and training firm based in Singapore. Recent assignments have included Basel lll training for HSBC and other banks and a seven month project for the IFC (World Bank Group) as treasury and risk advisor at a large Asian bank. In addition he provided ALM design and implementation assistance at a bank in East Africa under an IFC sponsored assistance program.

Douglas also provides consulting assistance to an Islamic bank in SE Asia and to a number of banks in Indonesia as a part time SME for KPMG. In addition he has done a number of training and ALM related consulting projects in East Africa (Burundi, Kenya, Tanzania). Douglas has 35 years of experience in banking in the areas of financial products, risk management, and ALM, including 26 years with ABN AMRO where he had a number of senior roles, including heading the global FX & Interest Rate Derivatives and Structured Products businesses, and as head of the Bank's Treasury, Risk and Advisory

Why Live+ Online Training?

All the benefits of attending a live course without the time and expense of having to travel.

Receive an electronic copy of the course material prior to commencement.

Practical case studies to work on during and after each module.

Engage in live discussions with the trainer and other participants during the course.


Key Topics

  • Understand and analyse: the key roles of FLTP in product pricing, risk / return analysis, profit centre performance measurement and capital management.
  • Gain a deeper understanding of balance sheet management and optimisation under Basel 3+ constraining requirements.
  • Have an introduction to liquidity and interest rate behavioural modelling of uncertain cash flow banking book products.
  • Learn how to design and implement (or fine-tune) a modern coterminous (referrence curve) FLTP framework and how to implement Basel IRRBB (2016) Standards with behavioural modelling.
  • Previous Attendees Include

    HKMA, Morgan Stanley, HSBC, Barclays, RBS, Standard Chartered Bank, Citi, National Australia Bank, ING, DBS, Bank of India, First Gulf Bank, Rabobank, Nomura, ANZ, Macquarie Bank, Credit Suisse, UOB, Ernst & Young, CIMB & Societe Generale

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “This is well suited for people wanting to reflect on regulatory developments in banking”. - NWB Bank
    • "It is comprehensive and beneficial, especially to treasury managers." - Turklye Is Bankasi
    • "Good format to discuss the challenges and growing importance of these issues". - DNB
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Veronika Sapronova ANZ

    marcusevans Australia Ltd.
    189 Kent Street
    Sydney NSW 2000

    +61 2 8006 2841