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    Bank RegTech Talks Webinar Series: The Rise of Integrated Balance Sheet Management

    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 Articles
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    UK balance sheets: The link between interest rates and deposits

    A sharp rate cycle was initiated in 2021 by central banks in a number of major economies which continued throughout 2022. In the case of the UK, this is the fastest that rates have risen in over three decades. As policy rates have fed through to deposits, banks’ balance sheets have been shifting.

    July 2023 WebPage Karen Moss, Chris Jones
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    Current account balances; are you paying close attention?

    If the proportion of current account deposits your bank defines as remaining generally static over the long term has not changed this year, then a review of how these are managed for interest rate risk, funding, liquidity and funds transfer pricing purposes is overdue.

    December 2022 WebPage Karen Moss
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    TMS or ALM? Or both?

    This article compares Treasury Management and Asset and Liability Management systems

    May 2022 WebPage Karen Moss
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    Should ALM Integrate Credit Defaults

    Credit risk and asset and liability management are two disciplines often approached via different silos. We show that incorporating forward-looking behavioral defaults and prepayments into analyses of cashflows that underlie multiple ALM metrics effectively prevents overestimates.

    November 2021 WebPage Brenda Solis GonzalezKaren MossChiara Ventura
    Whitepaper

    Negative Interest Rates: What ALM Practitioners Need to Know

    This whitepaper explores what ALM managers need to think of when faced with a probability of negative interest rates. It covers the many unknowns and offers advice on the possible effect of negative interest rates on various asset classes, as well as on secured and unsecured personal loans and high interest loan facilities.

    May 2021 WebPage Adrian Sargent, Karen Moss
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    Supporting IBOR Transition: Alternative Reference Rate Capabilities in Moody's Analytics RiskConfidence™ Software

    Since the 1980s, Interbank Rates (IBORs) have been the primary reference rates for the calculation of interest payments on cash and derivative products. Globally, regulators are now encouraging a shift away from IBORs to Alternative Reference Rates (ARRs).

    October 2020 WebPage Karen Moss
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    Funds-transfer-pricing in Banks: what are the main drivers?

    Compared with other areas of asset and liability management (ALM), regulation is on the lighter side for funds transfer pricing (FTP), leaving banks a wide gambit of operation.

    April 2018 WebPage Karen Moss
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    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 KunghehianKaren Moss
    Whitepaper

    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
    Webinar-on-Demand

    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 Kunghehian, Pierre Mesnard
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