30
Sep
In-Person Conference
Kenya Risk Summit 2026
Risks abound: is Kenya [becoming more] resilient?”
Moody's Ratings and GCR Ratings are back in Nairobi for the Kenya Risk Summit 2026. Join us as we explore a fundamental question shaping the financial landscape: Risks abound — is Kenya becoming more resilient?
Moody's Ratings
75 Mins | 25 August 2021
Inside ASEAN: Thailand (Episode 2)
How prepared are Thai banks for a prolonged pandemic?
60 Mins | 24 August 2021
Singapore Exchange Limited: Behind the Aa2 issuer and bond ratings
Join Moody’s analysts as they discuss the credit profile of SGX and the drivers of its Aa2 ratings.
60 Mins | 17 August 2021
Ag Regulators Outlook: What to Expect in the Post-Pandemic Cycle
Join Doug Johnson from Moody’s Analytics, Stephen Gaddie from the FDIC, and Nick Hatz from the Federal Reserve of Kansas City as they discuss the current Ag regulatory environment, how we’re rebounding from the COVID-19 impact, and what potential Ag regulations could be coming down the future. We’ll have a candid discussion on some of the lessons learned as well as best practices, and things to consider for the future.
60 Mins | 3 August 2021
How to Project a Balance Sheet for IRRBB Purposes
In this webinar, we look at IRRBB – guidelines and challenges and dynamic Analysis in RiskConfidence.
60 Mins | 7 July 2021
How to Perform Effective Hedging Strategies for Your Balance Sheet for Liquidity, IRR & FX gaps
In this webinar, we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.
- Allocating funding/derivatives as hedges and establishing a hedging strategy considering constraints and risk appetite
- Including ‘What-if’ scenarios and assumptions on new volumes
- A practical demonstration of hedging liquidity gaps, interest rate gaps, and FX risk gaps.
60 Mins | 17 June 2021
How to Perform FTP and IRR Stress Testing Post IBOR Transition
The next episode of the Practical Steps in Solving ALM Problems will walk you through a ‘how to’ on the new benchmark curve inputs for FTP and IRRBB
- Calculating compounded rates for products linked to new reference rates
- Considering the impact of compounding conventions on IRR and FTP
- A practical demonstration of FTP and IRRBB analytics using the new benchmarks
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