MORS attends FTP and Balance Sheet Mgmt Conference in London, 14-15 Sept 2017


MORS Software will participate as Silver Sponsor at the 7TH ANNUAL FUNDS TRANSFER PRICING AND BALANCE SHEET MANAGEMENT Conference in London, on 14-15 September 2017.

The conference topics cover the impact of Liquidity Covering Ratio (LCR) and Net Stable Funding Ratio (NSFR) on FTP, and considers the regulatory landscape and its future. The conference covers behavioral models in pricing and discusses how to optimise FTP models. The conference also takes a look at the impact of volatile economic market conditions on pricing.

MORS Software will hold a presentation on the first day of the conference with a topic ‘Scenario Based Analysis Capabilities as the base for contemporary Treasury ALM’. The presentation discusses managing increasingly fragmented regulatory requirements for IRRBB and liquidity risk, and the interconnectivity between market risk and liquidity risk.

For more information CONTACT MORS Software.




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