Upcoming Events, Conferences, Courses & Seminars

6th Annual Funds Transfer Pricing and Balance Sheet Management

Tailor FTP methodologies to coincide with market and regulatory changes

Date: 14-15 September 2016
Venue: London, United Kingdom

Considering the current climate is loaded with regulatory and market changes, funds transfer pricing frameworks must be adapted in such a way to account for this without losing competitive edge. This marcusevans event will provide banks with a platform to learn from practical examples of how others are already incorporating the liquidity and capital regulations into their FTP models as well as insight into future developments. Furthermore, we will build on previous years by providing expert speakers to demonstrate how to adapt FTP methodologies to suit negative interest rates and forthcoming interest rate risk regulations as well as best practises.

Key Topics:- Discover how to fully incorporate the NSFR and LCR into FTP frameworks; Update FTP frameworks to account for new capital regulations such as TLAC, MREL and Leverage Ratio; Establish your banks FTP methodologies to work under negative interest rates and forthcoming regulations surrounding interest rate risk; Hear examples of best practice in FTP for product lines such as corporate deposits and derivatives.

Practical insights from:- Stirling Alayrac-Fielding, Managing Director, Global Head, Liquidity Risk Management and FTP, Deutsche Bank; Mike Gregory, Global Head of FTP, Standard Chartered Bank; Johan Von Solms, Head of FTP, Barclays; Chris de Stigter, Head of FTP Team, ABN Amro; Polina Bardaeva, Head of Group FTP, Sberbank.

For more information about this event please contact Ms Melini Hadjitheori, Digital Marketing & PR executive MeliniH@marcusevanscy.com or visit the event website here.

9th Annual Pricing Model Validation

Best practices in validating pricing models at a time when trading books are subject to massive regulatory reform

Date: 22-23 September 2016
Venue: London, United Kingdom

In the current environment when trading books are subject to massive regulatory reform, model validation is coming under ever greater scrutiny. Financial institutions need be on top of the situation by making sure they heed the calls for best practices and effective model governance to be implemented. This marcus evans event will equip you with the latest know how on current and future regulations, help you implement best practices with optimisation of model risk management, overcome model validation challenges and explore the complexity of XVA and new initial margin models.

Key Topics:- Discover the latest best practices on model governance and model risk management; Manage the validation challenges driven by the regulations prompting large-scale model change, such as the FRTB; Hear how to validate XVA models and new initial margin models; Examine the increasing convergence of pricing models with risk and capital models from a validation perspective.

Practical insights from:- Dr Ebbe Negenman, Head of Regulatory Risk, ABN AMRO; Raphael Albrecht, Head of IRC Methodology, Credit Suisse; Bertrand Hassani, Global Head of Research and Innovation, Banco Santander; Tanveer Bhatti, Managing Director, Global Head of Model Risk Management, Citibank; Alvise De Col, Head of FXMM, Equities and Commodities Model Validation, UBS; Sergio Scandizzo, Head of Model Validation, European Investment Bank; Tanguy Dehapiot, Head of Validation and Valuation, BNP Paribas.

For more information about this event please contact Ms Melini Hadjitheori, Digital Marketing & PR executive MeliniH@marcusevanscy.com or visit the event website here.

Application Development and Maintenance in Financial Services

Push for agile developments of application projects by overcoming challenges specific to your firm

Date: 6th-7th February 2017
Venue: London, United Kingdom

Application developers in financial institutions are under immense pressure to deliver new applications quickly to meet the demands of both the modern always-on-the-go customer, and boards and regulators who are pushing for digitalisation of all processes. However, progression in this area is no easy task for application developers in financial institutions facing challenges such as the heavily regulated environment, legacy systems and not to forget the extensive testing of software that is required before you can even think about rolling out a new application. This conference will show financials what they need to increase speed to market of application projects, picking on themes such as overcoming testing and continuity challenges as such enabling agile development of projects to meet the needs of the business and customer.

Key Topics:- Navigate legacy and regulatory challenges to increase speed to market of applications; Explore structural approaches to testing and analysing the environment to reduce risk associated with the integration of new applications in your financial institution; Maintain the sustainability and continuity of applications used by financials through a clear design/plan; Consistently drive the value of application development throughout your financial institution.

Practical insights from:- Isabelle Laurin, IT Application Development Manager, Credit Suisse; Josef Langerman, Group Head Engineering Transformation, DevOps and Digital Culture, Standard Bank; Mike Jarred, Head of Software Testing, FCA; Mark Elliott, Head of Application Development and Maintenance, Euroclear; Christopher William Truce, Director and Product Manager for Open API Development, Saxo Bank.

For more information about this event please contact Ms Melini Hadjitheori, Digital Marketing & PR executive MeliniH@marcusevanscy.com or visit the event website here.

How to list your event in the Events & Conference Diary

Please email Martina Bermingham at the following email, asking her to contact you: sales@financedublin.com, or Martina at +353 1 293 0566.