ABOUT
We look forward to seeing everyone in person once again at the Washington Duke Inn to ACE the power of asset-liability management. Join us as we focus on:- Advancing new enhancements to empower your teams
- Connecting all of your balance sheet management processes to gain a consistent and real-time view of risk
- Engaging attendees to seek out best practices from peers and learn from our ALM experts
HIGHLIGHTS
- One-and-a-half day sessions featuring detailed product overviews, focused training and peer insight on how models are being used, including:
- Dedicated session focusing on modeling changes to handle the transition from LIBOR to SOFR
- How to set up and run liquidity stress testing in the model
- Learning tracks to focus on Mechanics, Applications and Best Practices
- Our traditional golf event for those who are interested in hitting the links!
- Dedicated session focusing on modeling changes to handle the transition from LIBOR to SOFR
- How to set up and run liquidity stress testing in the model
AGENDA
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13:00
Golf Outing
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17:00
Welcome Reception
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07:30
Breakfast/Registration
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08:30
Opening Remarks
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09:00
Keynote Speaker
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10:00
Break
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10:15
You Can’t Predict But You Can Prepare: Using Your A/L Model to Prepare for Volatility
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11:00
Swaps in 2022: Managing the Balance Sheet in the Midst of Volatility
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12:00
Lunch
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13:15
Balance Sheet Management: The Consistent View of Risk (e.g., power of MA today and how it all ties together)
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14:15
What to Consider as You Approach $10B for Banks and Credit Unions? (e.g., cap stress testing, etc.)
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15:00
Break
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15:15
ALM Tips and Tricks
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16:30
Closing Remarks
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17:00
Reception
-
08:30
Continental Breakfast
-
09:00
Training Session 1
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Managing the LIBOR transition to SOFR
Mechanics Track
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Using CECL proactively
Application Track -
FHLB Funding Strategies
Best Practices Track
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-
10:00
Training Session 2
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Modeling Deposits in a Rising Rate Environment
Mechanics Track
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Funds Transfer Pricing Mechanics
Application Track -
Consolidations: How to Model Your Holding Company and/or Subsidiaries
Best Practices Track
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-
11:00
Training Session 3
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Historical Analytics and Data Handling
Mechanics Track
-
Liquidity Stress Testing
Application Track -
Back testing and Model Reviews
Best Practices Track
-
CONTACT US
If you have any questions about the event, please contact us: Kecia Voorhees kecia.voorhees@moodys.com
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