Seasoned financial risk professional with over a decade of expertise in measuring, monitoring, and modelling interest rate risk, market risk, credit risk, and balance sheet management. A leader in quantitative modelling and analytics, advancing risk assessment and strategic decision-making through innovation.
All Sessions by Riten Dixit
12:00 - 12:30
ALIGNING FTP WITH INTEREST RATE RISK ANALYSIS – PANEL
Enhancing alignment between FTP and Interest Rate Risk Management for strategic decision making
- Understanding the core purpose of FTP in transferring interest rate and other risks from business lines to the center/head office (Treasury)
- Identifying common challenges in aligning FTP assumptions with IRR models
- Discussing institutional practises for harmonizing FTP and IRR analysis
- Ensuring FTP accurately reflects changes in the interest rate environment
- Aligning FTP assumptions with real economic impacts across business lines
- Exploring best practices for modeling and adjusting FTP during both rising and falling rate cycle
16:00 - 16:45
AI – PANEL
Unlocking the full value of AI in strategic balance sheet decisions
- Understanding the transformative potential of AI in balance sheet management
- Taking a cautious approach to ensure readiness
- Assessing the opportunities and efficiencies AI/ML brings to treasury and balance sheet analytics
- Establishing governance frameworks to oversee AI/ML model development and usage
- Discussing the challenges of model transparency, explainability, and regulatory acceptance
- Embracing the introduction to AI and automation in balance sheet and risk management practises
- Understanding where the industry stands in adopting AI for forecasting