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Interest Rate Risk in the Banking Book

See practical examples of modelling approaches for EVE and NII, and understand the assumptions and behavioural scenarios involved

21-22 Feb 2019
Grand Copthorne Waterfront Hotel, Singapore

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Conference Speakers

Heng Li Koon
Managing Director, Head Balance Sheet Risk Management, Group Risk Management
UOB, Singapore

Amol Padhye
Head, Market Risk
HDFC Bank, India

Stephen McCarthy
Senior Consultant, Market Risk Quantitative Support
NAB, Australia

Shane Marchant
Head of Balance Sheet
Bank of Queensland, Australia

Karin Boonlertvanich
FSVP, Finance and Control Division
Kasikornbank, Thailand

Andrew Kent Jan
Head of Balance Sheet Management
TMB, Thailand

Irina Odtojan
Director, Treasury
Standard Chartered, Singapore

Gerard Camilleri
Head of Treasury, Asia Pacific
Rabobank, Hong Kong

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