Agenda

Tuesday 25 March 2025
08:00 - 08:50

Registration and breakfast

08:50 - 09:00

Chair’s opening remarks

Day 1 Moderator

09:00 - 09:45

MACROECONOMIC LANDSCAPE – PANEL DISCUSSION

Reviewing the current macroeconomic landscape and preparing for potential market downturn

  • Reviewing potential weakening in the labour market and impact to asset prices
  • Understanding if a recessionary environment is ahead
  • Managing the balance sheet in line in response to the market
  • Reviewing the rate changes and how this could impact
  • Reviewing and preparing for a potential market downturn
  • Having enough liquidity available and not being overleveraged
  • Having readily available capital
  • Opening up additional sources of cash

09:45 - 10:20

MONETARY POLICY

Adapting to monetary policy shifts and strategies to manage interest and liquidity risks

  • Assessing the impact of current central bank policy on interest rates
  • Understanding changes in monetary policy that affect funding costs & asset valuations
  • Repositioning the balance sheet under different monetary policy for interest rate cuts
  • Analyzing the policy rate adjustments and implications for interest rate risk
  • Reviewing the impact of monetary policy on liquidity risk and the availability of funding

10:20 - 10:50

Morning refreshment break and networking

10:50 - 11:35

INTEREST RATES – PANEL DISCUSSION

Understanding the extent of the upcoming rate cuts and preparing strategies to manage exposure

  • Managing assets with a lower interest rate margin
  • Monitoring and managing IRRBB
  • Understanding the extent of the upcoming rate cuts
  • Managing the risk of incorrect expectations
  • Adjusting internally to fit the new environment
  • Building a flexible balance sheet to accommodate various interest rate scenarios
  • Reviewing the liquidity implications moving forward with interest rate risk
  • Analyzing the impact of interest rates and spreads on the credit cycle
  • Reviewing the impact at a macro level
  • Managing interest rate risk arising from mismatches and assumption changes
  • Managing interest rate risk exposure with repricing and maturity gaps

11:35 - 12:10

LIBOR

Assessing risk sensitivities of transferring from libor to sofr

  • Managing the risk of using a less credit sensitive rate
  • Reviewing from Libor transition and derivatives use
  • Understanding impact to derivatives clearing with interest rate risk practices
  • Transitioning to different instrument types with high volatility
  • Managing impacts since Libor has been decommissioned
  • Managing long-term funding strategies with the absence of credit sensitivity in sofr
  • Mitigating funding mismatches with increased spread

12:10 - 12:45

KEY TREASURY/ ALM METRICS DASHBOARDS - CASE STUDY

Dynamic Approaches to Recovery and Resolution Planning

  • Session Details to Come

12:45 - 13:45

Lunch break and networking

13:45 - 14:20

LIQUIDITY & FUNDING

Preparing for reduced source of liquidity with higher funding costs

  • Managing asymmetric global economy
  • Reviewing affect to balance sheet
  • Raising cheap funding and putting money into high yield assets
  • Reduced source of liquidity with higher funding costs
  • Preparing for a potential liquidity crisis with higher funding costs
  • Reviewing impact to treasury, assets & liabilities
  • Managing funding risks with high deposit withdrawals
  • Diversifying liquidity sources on the balance sheet and contingent liquidity
  • Rethinking funding strategies with increased need for cash from regulators

14:20 - 14:55

Modern ALM for Banks

A forward thinking approach powered by risk technology

  • Strategic ALM as the core of integrated balance sheet management
  • AI/ML powered ALM analytics 
  • Elevating ALM with risk technology
  • Case Study

14:55 - 15:25

Afternoon refreshment break and networking

15:25 - 16:10

REGULATION – PANEL DISCUSSION

Analyzing the increased regulatory requirements for regional banks after last year’s bank collapses

  • Accommodating regulatory scrutiny and added requirements
  • Managing regulator expectations versus market expectations
  • Integrating a more stringent regulatory environment to regional banks
  • Looking more in-depth at depositor characteristics and behaviour
  • Enhancing the analysis to understand the deposit portfolio better
  • Building a process to collect useful data to comply with new regulations

16:10 - 16:45

HEDGING INTEREST RATE RISK

Enhancing interest rate risk management through hedging strategies

  • Keeping margins high
  • Divesting some portfolios to have profitable balances
  • Hedging interest rate risk exposure and managing deposit duration
  • Managing volatile interest rates with a potential negative convexity in the asset & liability portfolio

16:45 - 17:20

AGILITY WITH CONSISTENCY

Recent Trends and Emerging Practices in Balance Sheet Management

  • Focus on Financial Planning: A focal point for balance sheet management
  • Trends in Risk Management: Advancements and prioritization
  • Liquidity stress testing
  • Stochastic earnings analysis
  • Trends in profitability measurement

17:20 - 17:30

Chair’s closing remarks

17:30

End of day one and networking drinks reception

Wednesday 26 March 2025
08:00 - 08:50

Registration and breakfast

08:50 - 09:00

Chair’s opening remarks

Day 2 Moderator

09:00 - 09:15

Streamlining Financial Reporting Processes

Streamlining Financial Reporting Processes: Key findings from CeFPro and Workiva survey

  • An interactive session, revealing the results of an industry-wide survey, including Q&A and polls

09:15 - 10:00

LIQUIDITY RESILIENCE - PANEL DISCUSSION

Building out a robust liquidity resilience program to prepare for potential runs

  • Reducing exposure to a significant liquidity run
  • Managing ease of moving money between accounts
  • Monetizing liquidity portfolio from the buffer
  • Managing liquidity with more exposure to volatile markets
  • Having liquidity reserves available with uncertain stickiness of deposits
  • Holding liquid liabilities
  • Positioning assets with uncertainty of duration
  • Raising liquidity with deposits becoming increasingly sensitive to rates
  • Increased transparency on what depositors could earn on cash
  • Managing liquidity as global stock markets become volatile
  • Maintaining a leading practice program in liquidity

10:00 - 10:35

Balance Sheet Optionality

Streamlining understanding of optionality measures and inputs into models

  • Regulatory triggers as results of recent failures
  • NMD Parameters that matter
  • Modeling rates in NMD
  • Prepayments may become important again (rates leading to activity
  • Case Study: Improving efficiency and the end of the deposit study

10:35 - 11:05

Morning refreshment break and networking

11:05 - 11:40

DISCOUNT WINDOW

Leveraging the central banks discount window and reducing the stigma around its use

  • Accessing liquidity through the discount window
  • Reducing stigma around leveraging the discount window
  • Reducing depositors to pull money out
  • Moving assets at the discount window
  • Balancing the use of the discount window with market capacity
  • Accessing the funding discount window during a crises
  • Leveraging the discount window as a structure of funding

11:40 - 12:15

DEPOSITS

Optimizing deposit strategies and reducing run off within the dynamic market

  • Determining a proper deposit run off
  • Reviewing strength of client relationships to reduce run off
  • Identifying deposit mix from clients
  • Understanding the stickiness of deposits
  • Holding liquidity against deposits in case of a rapid move
  • Managing the cost of deposits and also yielding loans
  • Understanding the potential for rapid deposit outflows under stress
  • Analyzing enough historical data to understand customer behaviour
  • Mitigating the risk of false stability from historical data reliance
  • Managing the risk of change in customer behaviour with increased interest rates

12:15 - 12:50

INTRADAY LIQUIDITY

Implementing effective controls to capture intraday in real time

  • Managing intraday impact to liquidity
  • Managing intraday liquidity peaks actively rather than relying on fixed buffers
  • Showing regulators more visibility from real time activity
  • Reviewing how fast data can be sourced
  • Having agile and controlled intraday data to fit the requirements
  • Predicting cash outflows on an intraday basis
  • Streamlining and centralizing intraday payments
  • Adapting the operating model
  • Mitigating new risks when entering centralized clearing
  • Investing in automation infrastructure to help update intraday
  • Implementing an intraday buffer to withstand a stressed event

12:50 - 13:50

Lunch break and networking

13:50 - 14:25

Hedging structural and non-structural FX Risk

  • Exploring long-term solutions for hedging currency exposure arising from foreign subsidiaries
  • Addressing short-term foreign exchange fluctuations due to market volatility
  • Optimizing balance sheet strategies whilst integrating FX risk hedging
  • Managing FX risk from transfer pricing and accrual products

14:25 - 15:00

COLLATERAL

Reviewing reliance on collateral in a crises with bond and asset values being unstable

  • Reviewing collateral with a weak labour market and interest rate changes
  • Balancing liquidity vs counterparty risk via collateral and margin products
  • Monitoring intraday cash flows
  • Current state of non-cash collateral adoption
  • The use DLT for non-cash collateral and CFTC adoption

15:00 - 15:30

Afternoon refreshment break and networking

15:30 - 16:05

RISK APPETITE

Setting risk appetite with rapid changes in the operating environment

  • Setting risk appetite limits in a robust and resilient way
  • Setting risk appetite with an interval versus an external view
  • Setting risk appetite with an interval Vs external view
  • Executing hedging programs to staying within set risk appetite
  • Considering trade-offs between income and capital
  • Review how risk is being constrained in a volatile environment
  • Review how hedging activity and capacity may be impacted

16:05 - 16:50

SVB CRISES - PANEL DISCUSSION

Adopting best practices since the SVB crises and managing heightened regulatory scrutiny

  • Reviewing measures the FED has taken since SVB
  • Integrating tools and techniques since the crises
  • Continuing lessons learnt from SVB
  • Reviewing the new regulatory environment and managing increased scrutiny
  • Understanding when is best to disclose liquidity issues and stress
  • Managing balance sheets effectively to mitigate risk

16:50 - 17:00

Chair’s closing remarks

17:00

End of CeFPro's Treasury & ALM Congress

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