RISK MANAGEMENT THOUGHT LEADERSHIP

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Breakout room 1: Balance Sheet Management

Session schedule

 
 
Time
Topic
Short description
10.00 - 11.15
Introduction, Data Management, Infrastructure, Basic ALM Setup
Prometeia approach to Enterprise Risk Management

ERMAS logical workflow and Data Governance tools

ERMAS Parametric definition
11.30 - 12.45
Static ALM Analysis and Regulatory Reporting
Static Liquidity Risk Analysis: variables and standards views

Static Interest Risk Analysis: variables and standard views

Reporting tools and BI analysis, Dashboard options

Regulatory Analysis with focus on regulatory compliance
14.00 - 15.15
Stress Testing and Dynamic ALM Analysis
Liquidity Stress Testing

Dynamic ALM Analysis using interactive ERMAS simulation
15.30 - 16.30
IFRS 9 - Hedge Accounting Compliance
Hedge Accounting Compliance 

IFRS 9 Compliance 
16.45 - 17.30
ERMAS Integrated Balance Sheet Management
Projection rules for Provisions, RWAs, Credit Risk Adjusted ALM measures