RISK MANAGEMENT THOUGHT LEADERSHIP

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Event

Prometeia speaks at the 3rd ALM & Liquidity Risk Conference in Warsaw

A Prestige Conferences event

30 September-1 October 2019
 

Prometeia participates and delivers two presentations at the 3rd ALM & Liquidity Risk Conference in Warsaw.

One deals with the optimization of LCR through quantitative approaches:

  • Operational and non-operational deposits in the LCR framework;
  • Identification of the excess operational balance through spectral analysis;
  • Impacts on regulatory liquidity metrics;
  • Case study for an SSM regulated bank.
 

Prometeia also takes part in the "Modelling Corner", with a presentation on Modelling of Equity and Free Capital components:

  • The representation of Non-Interest Bearing Assets and Liabilities in ALM;
  • Alternatives approaches and impacts on Liquidity and IRRBB metrics;
  • Overview of the industry “best practice” for Equity structural hedging;
  • Implication of Equity modelling for Operational ALM and Active Balance Sheet Management.
 
 

Massimo Pedroni Senior Partner Prometeia

Prometeia's Speaker

Massimo Pedroni, Senior Partner Prometeia
A partner at Prometeia since 2015, Senior partner since 2018. He is Head of International Business since 2014, he coordinates the activities of the overseas branches of the Group based in London, Istanbul, Moscow, Beirut and Lagos. A graduate with honours in Banking Economics from the University of Modena in 2000, he completed a Master’s in Finance at London University. Before returning to Prometeia, he worked for KPMG and Lloyds TSB in London as head of the Model Governance & Validation department. His many years of experience as a Risk Management consultant have seen him work in over fifteen countries, managing major projects in Austria, Germany, Russia, Turkey, Central-Eastern Europe and the Middle East.