IBOR transition is happening at different speeds in different jurisdictions. In some, the impact on ALM, interest rate risk, FTP and balance sheet forecasting are coming into focus, now frontline risks are largely understood. We ask a panel of experts to enlighten us on how they are tackling these important subjects, what challenges they’ve faced and what lessons they would pass to those further behind in the transition.


预测IBOR改革后的变化 — 我的收益率曲线在哪儿？

IBOR改革在全球的推进速度并不相同。在一些先行的国家和地区，这项改革对资产负债管理、利率风险、内部资金转移定价（FTP）和资产负债表预测的影响已经引起了从业者的关注，大家认识到这将会影响今后的一线日常工作。为此，我们特别邀请了穆迪分析以及业界的专家，与大家交流他们曾经面临着什么样的挑战，又是如何应对的，有哪些经验教训可以分享等重要话题，希望能为后行的国家和地区提供一些帮助。


Speakers:
  • Barry Egan, Balance Sheet Management/Risk Execution, Lloyds Bank
  • Christopher Cherdel, Head of ALM Department, Banque Cantonale Vaudoise
  • Suhas Nayak, Director, Financial Services Risk Management Consulting, Ernst & Young
  • Karen Moss, ALM/BSM Senior Practitioner, Moody's Analytics

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

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