SRA Watchtower’s Post

Please join us for RMA NY CRO Roundtable on October 29th in NYC where Greg Gunselman (J.P. Morgan Asset and Wealth Management), Lloyd Plenty (HSBC USA) and Simeon Fishman (The Clearing House) will discuss perspectives on risk management for 2025 and beyond. It promises to be an engaging and substantive discussion with a very strong panel of senior risk practitioners. Reserve your spot today! https://lnkd.in/eCVFHRjj #RMA, #riskmanagement, #electionscenarios, #banking, #assetmanagement,

In today’s rapidly changing financial landscape, managing IRRBB (Interest Rate Risk in the Banking Book) and CSRBB (Credit Spread Risk in the Banking Book) poses considerable challenges for financial institutions. With evolving regulatory guidelines and dynamic market conditions, institutions must take a proactive and strategic approach to risk management. In our new #WoltersKluwer whitepaper, "Excelling in IRRBB and CSRBB management: Strategic approaches for CROs" we explore the drivers shaping the current market situation, the top priorities for Chief Risk Officers and their teams, and the steps banks must take to overcome implementation hurdles to not only achieve sound risk management but also maintain their competitive edge. Access here! https://loom.ly/FQwqIzk #OneSumX #IRRBB #CSRBB #ALM #RiskManagement

In today’s rapidly changing financial landscape, managing IRRBB (Interest Rate Risk in the Banking Book) and CSRBB (Credit Spread Risk in the Banking Book) poses considerable challenges for financial institutions. With evolving regulatory guidelines and dynamic market conditions, institutions must take a proactive and strategic approach to risk management. In our new #WoltersKluwer whitepaper, "Excelling in IRRBB and CSRBB management: Strategic approaches for CROs" we explore the drivers shaping the current market situation, the top priorities for Chief Risk Officers and their teams, and the steps banks must take to overcome implementation hurdles to not only achieve sound risk management but also maintain their competitive edge. Access here! https://loom.ly/FQwqIzk #OneSumX #IRRBB #CSRBB #ALM #RiskManagement

In today’s rapidly changing financial landscape, managing IRRBB (Interest Rate Risk in the Banking Book) and CSRBB (Credit Spread Risk in the Banking Book) poses considerable challenges for financial institutions. With evolving regulatory guidelines and dynamic market conditions, institutions must take a proactive and strategic approach to risk management. In our new #WoltersKluwer whitepaper, "Excelling in IRRBB and CSRBB management: Strategic approaches for CROs" we explore the drivers shaping the current market situation, the top priorities for Chief Risk Officers and their teams, and the steps banks must take to overcome implementation hurdles to not only achieve sound risk management but also maintain their competitive edge. Access here! https://loom.ly/FQwqIzk #OneSumX #IRRBB #CSRBB #ALM #RiskManagement

In today’s rapidly changing financial landscape, managing IRRBB (Interest Rate Risk in the Banking Book) and CSRBB (Credit Spread Risk in the Banking Book) poses considerable challenges for financial institutions. With evolving regulatory guidelines and dynamic market conditions, institutions must take a proactive and strategic approach to risk management. In our new #WoltersKluwer whitepaper, "Excelling in IRRBB and CSRBB management: Strategic approaches for CROs" we explore the drivers shaping the current market situation, the top priorities for Chief Risk Officers and their teams, and the steps banks must take to overcome implementation hurdles to not only achieve sound risk management but also maintain their competitive edge. Access here! https://loom.ly/FQwqIzk #OneSumX #IRRBB #CSRBB #ALM #RiskManagement

During a webinar held by the International #Actuarial Association in June 2024, an interesting presentation entitled "Opportunities for #Actuaries in #Banking" highlighting the measurement framework and #modelling process of interest rate risk in the #banking book (#IRRBB). The presentation gives a brief overview on the banking business model alongside presenting an overview of key risks faced by banks today. An introduction to IRRBB is addressed including definition, components and impact on banks as well as the revised Basel standards for IRRBB measurement. An illustrative case study for IRRBB #modelling and economic value of equity (#EVE) calculation is presented while the overall data integrity, model risk management and capital adequacy assessment are covered. Risk governance and oversight as well as IRRBB measurement, modelling and stress testing, reporting, disclosures and supervisory review process are highlighted as well in addition to the challenges and opportunities in IRRBB measurement. #GRC #riskmanagement #riskmeasurement #stresstesting #BaselIII #interestraterisk #economicvalueofequity #SREP #MRM #modellingrisk #internalmodeling #capitaladequacy #Pillar2 #solvency #stresstesting #scenarioanalysis

Still looking for an IRRBB solution? An interesting whitepaper regarding IRRBB.

We are proud to announce our media partnership with marcus evans Group for the 9th Edition #BankingBook Risk Management conference, taking place on 24-26 March, 2025 in Amsterdam, the Netherlands. Find out more and register: https://lnkd.in/dZDppbne Speakers from European Investment Bank, UniCredit, Standard Chartered, UBS, Deutsche Bank, Banco Santander, to name a few will be sharing insights on how to adapt to IRRBB and CSRBB regulatory demands while managing the impact of fluctuating #interestrates and evolving customer behaviours for enhanced risk management and #treasury profitability. #bankingbookrisk #interestrate #CSRBB #NMD #IRRBB #ALM #interestrates #creditrisk #capitalmanagement #riskmanagement #banking #management

Heads up, bank board members and risk managers! The FDIC is proposing new guidelines on risk management for large banks. This could impact your institution if it has over $10 billion in assets. The guidelines cover areas like board oversight, committee structure, and communication. Guidelines - similar to these - previously issued by the US Department of the Treasury and the Federal Reserve Board have found there way into many industries beyond banking and financial services. Get a head start on compliance by reviewing (or starting!) your ERM Program https://bit.ly/3CSCwXM #riskmanagement #banking #FDIC #ERM

Urgent for Banking Professionals! The deadline for EBA IRRBB compliance is fast approaching! Ensure your bank is ready with the MORS IRRBB Solution, fully compliant and designed to enhance risk management efficiently. Why Choose MORS IRRBB Solution? -Quick Implementation: Fully operational in just months. -Full Compliance: Meets all EBA IRRBB and CSRBB requirements. -Advanced Analytics: Superior tools for interest rate risk management. Act Now! The deadline is near, and the time to enhance your bank's performance is now. Book Your Demo: Click https://lnkd.in/dV7F3Ca5 to see our solution in action and prepare your bank for compliance swiftly. #banking #finance #compliance #riskmanagement #EBA #IRRBB