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With greater clarity of the regulatory compliance environment than at any time since before the financial crisis, banks have an excellent opportunity to get off the compliance treadmill and move forward with strategic technology platforms for managing risk.

With greater clarity of the regulatory compliance environment than at any time since before the financial crisis, banks have an excellent opportunity to get off the compliance treadmill and move forward with strategic technology platforms for managing risk.

In pursuit of creating efficiencies, many banks will look to integrate the management of liquidity and interest rate risks. Join our webinar on November 7 to learn about the benefits, challenges, and best practices for the adoption of a common platform within banks’ ALM function.

In this webinar:

  • Get an overview of relevant regulations affecting Balance Sheet Management in the last decade
  • Understand the difference between internal and regulatory risk metrics
  • Find out whether charging ‘regulatory costs’ has become an integral part of Funds Transfer Pricing (FTP)
  • Hear real life examples of integrating across disciplines (interest rate, liquidity risk, regulatory reporting and more)

Related Insights

Liquidity Risk: Some Practical Challenges Remain, but this is the time to Automate & Integrate

This whitepaper covers the challenges and best practices for closer alignment of liquidity risk management and regulatory reporting.

October 2017 Pdf Nicolas Kunghehian, Karen Moss

Interest Rate Risk in the Banking Book: Meeting the Practical Challenges

The new Basel Committee on Banking Supervision (BCBS) standards for IRRBB come into force January 1, 2018. This paper looks at the standards from a practical implementation point of view and raises some of the main challenges.

September 2017 Pdf Nicolas Kunghehian, Anne Deotto

Aligning Liquidity Compliance and the Business – A Three Step Approach

In this webinar, experts from Moody’s Analytics will demonstrate the three steps to managing liquidity, compliance and the business.

January 2016 WebPage Nicolas KunghehianPierre Mesnard

Building a Comprehensive FTP Framework for Stress Testing, Risk Appetite, and Forecasting P&L

Funds transfer pricing (FTP) is of growing concern to banks and regulators. But what does FTP have to do with stress testing? A comprehensive FTP framework can help organizations use the results of stress tests to forecast their P&L across departments.

May 2015 WebPage Nicolas Kunghehian

Data Quality for Accurate Liquidity Management

This webinar looks at the need for data quality when managing volatile ratios in a short period of time, improving performance in a low interest rate environment and fulfilling the detailed reports required by supervisors.

April 2015 WebPage Nicolas Kunghehian

Leveraging ERM as Part of an Effective Integrated Risk Management Framework

This article compares the similar concepts of enterprise risk management and integrated risk management, and considers what risk practitioners can learn from an analysis of the best practices of each in order to strengthen businesses.

November 2014 WebPage Nicolas Kunghehian

Integrated Risk Management: Overcoming Bank Silos to Optimize Stress Testing

Integrating different risks in a single framework greatly benefits all financial institutions – leading to better communication, risk assessment, and long-term performance.

November 2013 WebPage Nicolas Kunghehian

Breaking the Silos in Stress Testing

This article illustrates that a crisis can occur, or be exacerbated, when risks are managed in different silos in banks. It first defines the different types of risks that can be correlated and provides examples that illustrate how banks should model the different risks together.

September 2013 WebPage Nicolas Kunghehian

Créer et maintenir une culture des stress tests

La récente crise financière a mis l'accent sur le besoin de plus de stress tests comme un des principaux outils de la gestion des risques. Une organisation centralisée de la gestion des scenarios doit être au centre de l'architecture de la gestion des risques de l'entreprise.

March 26, 2012 Pdf Nicolas Kunghehian

Managing Liquidity Risk Under Regulatory Pressure

The presentation looks at what is the impact of the new Basel III regulation on the liquidity framework, what are the best practices for Asset & Liability Management, Economic scenario generation and calculation techniques, Managing the Basel III ratios

January 2012 Pdf Nicolas Kunghehian

Optimizing Performance and Profitability in the Basel III Environment

This presentation gives examples of how stricter rules on higher capital requirements will impact on the Liquidity coverage ratio (LCR) and capital allocations. It finds there will be more constraints for banks, and touches on the importance of liquidity buffers; but it also champions shared ownership, better risk management and better performance management as the necessary response to Basel III.

June 2011 Pdf Nicolas Kunghehian

Improve Liquidity Management Under a Regulatory Framework

New regulations under Basel III tightened the regulatory framework and led to a greater focus on liquidity risk management. This presentation looks at how Basel III achieves this. It also offers a breakdown of the results of the QIS liquidity ratios, all of which point to a need for better and more comprehensive performance management.

May 2011 Pdf Nicolas Kunghehian