Asset Liability Management and Liquidity Risk Management: Practical Guidance in 2015
Overview:In a two hour live webcast, a panel of thought leaders and practitioners assembled by The Knowledge Group will discuss the significant issues and latest insights on how to strengthen your ALM and liquidity risk management programs in 2015.
Key issues include that will be covered in this course are:
- Asset Liability Management and Liquidity Risk Management 2015: an overview
- Recent trends and issues
- Common pitfalls and ethical problems
- Best practices
- Up-to-minute regulatory updates
Raj Murdia, Executive Director, Financial Services Risk Management
Ernst & Young LLP
- Balance Sheet Management and its components, significance
- Integration of risk, finance and treasury infrastructure
- Discussion of current landscape and challenges of Liquidity risk management, ALM and FTP
- Significance of model build and validation
Alistair McLeod, Head of Portfolio Analytics
- ALM, Funds Transfer Pricing and the treasury booking model under structural reform
- Integration of ALM and Balance Sheet Strategy and the interaction between funding and capital planning
- Maintaining consistency between ALM and stress testing
- ALM operations and systems
Edward Probst, Senior Vice President, Regulatory Reporting and Risk
- Current framework for US Basel III Liquidity
- Drivers and Impacts of the broader regulatory landscape
- Industry concerns reconciling conflicting regulatory forces
- Current and upcoming requirements of US LCR from a Business Policy, Compliance and Reporting perspective
- A look ahead to the 2nd half of 2015 and beyond
Who Should Attend:
- Risk Analysts & Controllers
- Risk Managers
- Finance Managers
- Financial/Accounting Managers
- Treasury Managers
- Bank Executives
- Fund Managers
- Executive Officers
Edward Probst is a Senior Vice President and regulatory reporting subject matter expert at AxiomSL. In his role, Mr. Probst is responsible for managing implementations, new product development and sales support.
Mr. Probst’s proficiency in the field of regulatory reporting includes quantitative analysis, risk management, systems analysis and integration, and expertise concerning specific regulatory reporting solutions like CCAR, Dodd-Frank, LCR, NSFR, and Basel I II III. Probst also conducts product demonstrations of AxiomSL’s ControllerView and serves as an implementation specialist. Prior to joining AxiomSL in 2010, Mr. Probst spent more than a decade in the financial industry where he focused on developing his technical and analytical skills, as well as team management capabilities.
Mr. Probst received both his Bachelor of Science in mathematics and Masters of Business in finance and economics from Baruch College, Zicklin School of Business.
Edward Probst is a Senior Vice President and regulatory reporting subject matter expert at AxiomSL. In his role, Mr. Probst …
Alistair McLeod is a member of the Quantitative Analytics Group at Barclays, where he is responsible for developing quantitative strategies and models for balance sheet management.
He has worked on many aspects of financial modelling over the last decade, being previously employed by BNP-Paribas. Prior to his career in finance, he was Lecturer in Chemical Engineering at Edinburgh University and Imperial College, where he continues to supervise the occasional PhD student. Alistair has published widely on various topics of numerical simulation and credit risk management. He holds a PhD in Chemical Engineering from Cambridge University.
Alistair McLeod is a member of the Quantitative Analytics Group at Barclays, where he is responsible for developing quantitative strategies …
Raj Murdia is an Executive Director in the Financial Services and Risk Management advisory practice of Ernst & Young LLP (EY) based out of New York City. He has more than a decade of experience in Treasury and risk areas with deep functional expertise in ALM, FTP, funding and liquidity, balance sheet management, trade processing, and treasury controls. He has advised several global and super regional US banks on and led implementation or review engagements of ALM, FTP, liquidity and, interest rate risk models and frameworks.
Before joining EY he was part of the IRR and Capital and Balance Sheet Management functions of a top 10 US bank. Raj has an MBA in Finance and Undergrad in Economics and Statistics.
Raj Murdia is an Executive Director in the Financial Services and Risk Management advisory practice of Ernst & Young LLP …
Print and review course materials
Method of Presentation:
On-demand Webcast (CLE)
NASBA Field of Study:
NY Category of CLE Credit:
Areas of Professional Practice
2.0 CPE (Not eligible for QAS (On-demand) CPE credits)
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AxiomSL is the global leader in regulatory reporting and risk management solutions for the financial services industry. For two decades, AxiomSL empowers financial institutions to meet regulatory reporting and risk requirements across multiple regulators and jurisdictions. Via the strategic data-driven platform, firms can meet demands from various regulations, including Basel III, Dodd-Frank, AIFMD, FATCA, EMIR, FINREP/COREP and Solvency II, as well as liquidity, market and credit risk management requirements.
Leading financial firms use AxiomSL’s data management, regulatory reporting and risk management solutions to administer all internal data procedures, simplify, standardize and automate processes, and improve data integrity to successfully enhance decision making. The AxiomSL platform integrates clients’ source data from disparate systems and locations, without forcing data conversion, in a cost-effective manner, providing flexibility, transparency, traceability and the ability to drill down into data sources. It also delivers analytical applications in the areas of data integration and warehousing, financial risk management, regulatory reporting, compliance and financial control. This solution enables financial institutions to adapt quickly to evolving regulations and have full control over every step of the process.
AxiomSL’s suite delivers a fully integrated solution from data sourcing to final reports including XBRL submission. www.axiomsl.com
Barclays is a major global financial services provider engaged in retail banking, credit cards, corporate and investment banking and wealth and investment management, with an extensive international presence in Europe, the Americas, Africa and Asia.
About Ernst & Young LLP
EY is a global leader in assurance, tax, transaction and advisory services. The insights and quality services we deliver help build trust and confidence in the capital markets and in economies the world over. We develop outstanding leaders who team to deliver on our promises to all of our stakeholders. In so doing, we play a critical role in building a better working world for our people, for our clients and for our communities. EY refers to the global organization, and may refer to one or more, of the member firms of Ernst & Young Global Limited, each of which is a separate legal entity. Ernst & Young Global Limited, a UK company limited by guarantee, does not provide services to clients. For more information about our organization, please visit ey.com.