MORS Webinar: Banking Book in Treasury System


MORS Software will host a webinar “Banking Book in Treasury System” on Thursday 20 September 2017.

Following the global financial crisis, there has been a clear trend among banks to integrate risk management across treasury and the banking book. Banks are increasingly breaking down risk silos and focusing on holistic interest rate risk management across the balance sheet.

Many banks are also operationally organizing themselves as Treasury ALM, aka TALM. From an IT systems perspective, both the requirement and challenge are to offer one user-friendly system based on a single database covering the entire balance sheet, which serves the combined Treasury and ALM team.

This webinar will present how a contemporary Treasury ALM system will incorporate the entire balance sheet in one system and database, with a focus on how to seamlessly handle the banking book alongside the treasury book. We will look at specific requirements for Interest Rate Risk in the Banking Book (IRRBB) and how these can be solved in a Treasury system. Finally, the webinar will look at data management efficiencies and increasing the speed of calculations in the banking book by using in-memory analytics.

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