Events
CeFPro’s Balance Sheet Management Europe Summit
MORS participates CeFPro’s Balance Sheet Management Europe Summit, which takes place in London on 17th – 18th October 2023.
Find out moreALMA Summer Conference
MORS participates ALMA’s Summer Conference, which takes place The Queens Hotel, New Station Street, City Square, Leeds LS1 1PJ on Friday 9th June 2023.
Read more & RegisterBuilding Societies Annual Conference 2023
MORS participates Building Societies Annual Conference 2023, which takes place at 3 & 4 May 2023 in Liverpool.
Read moreALMA’s 30th Annual Conference
MORS participates as a panelist in ALMA’s 30th Annual Conference, which takes place at the Runnymede-on-Thames Hotel, Egham, on Thursday, 26th, and Friday, 27th January 2023.
MORS CCO Niklas Fellman will join the panel session entitled “Move over Liquidity, IRRBB is much more important: the Revenge of ALM.”
The 2 days live event delivers a range of discussions covering many of the prominent developing themes for 2023:
- The UK Economic Outlook
- What are the impacts of Volatility and a rising rate environment
- Regulatory aspect: PRAs ‘Strong and Simple framework’ and the broader regulatory roadmap
- Modelling and analytics looking into the changes in customer behaviour
- A sustainable bond issuance framework and its value as ESG rating methodologies mature
See the full agenda here.
The event is for ALMA UK members. If you would like to become a member and participate in this Conference and other meetings, courses, and conferences organised by the Association, please find more information here.
Read more & RegisterALM Workshop – Liquidity and Resolution
This training is provided by MORS Software partner Bearning.
- Price: Free
- Place: Online / Zoom
Agenda:
- ALM – overview of liquidity regulation and its importance
- Liquidity Coverage Ratio (LCR)
- Net Stable Funding Ratio (NSFR)
- Use case – MORS software: Managing bank’s liquidity, LCR, NSFR, scenarios
- Resolution mechanism and impact on banks’ liquidity
EU: Minimum Requirement for own funds and Eligible Liabilities (MREL) - Use case – MORS software: simulation of MREL bonds issue and its consequences
- Interactive online quizzes & surveys
Target Group:
- Banks ALM and Treasury professionals
- Banks CFOs and ALM Managers
- Other bank experts with relation to bank’s Assets & Liabilities Management
Training: ALM & Balance Sheet Optimization
This training is provided by MORS Software partner Bearning.
- Difficulty: Basic
- Price: Free
- Place: Online
Content
- Introduction to ALM – ALM responsibilities in a bank
- ALM Principles
- Balance sheet optimization
- Use case: How to optimize bank’s balance sheet with MORS
- Banks’ ALM – Surviving Crisis
- Use case: Managing bank’s liquidity, NII and EVE with MORS on current market environment
- Examples and case studies from practice – MORS Software
Target group:
- Banks ALM and Treasury professionals
- ALM Managers
- Banks CFOs
Training: ALM – Interest Risk Management
This training is provided by MORS Software partner Bearning.
Liquidity management is an important part of Assets and Liabilities Management (ALM). ALM must ensure a correct Interest rate risk management is an important part of Assets and Liabilities Management (ALM). ALM has to ensure correct mapping of all balance sheet items, including administered products without maturity. ALM also prepares the interest risk gaps, and assigns the correct internal rates (FTP). Administered products modeling has its own particularities, and at the same time it is necessary to be compliant with the applicable regulation (IRRBB).
Content
- Introduction to ALM – ALM responsibilities in a bank, relations to Treasury, market risk and risk controlling
- Identification of interest risk using FTP(IR), profitability calculation from interest gaps
- Managing interest risk in a bank:Methods for mapping the balance sheet items for interest risk management – replication portfolio for administered products and items without defined maturity
- Interest gaps and measurement of interest risk
- Yield from balance structure, revaluation, dynamic management and related risks
- Regulation of interest risk – IRRBB (Interest rate risk of the banking book)
- Financial markets products for managing of interest risk: money market products (FRA, MM Future, OIS), fixed income products (interest rate swaps, bond futures)
- Examples and case studies from practice, excel-based calculations and explanations, Bearnig ALM model (IR part) on replication portfolio
Length: 1/2 day (17th February 2022
Difficulty: Expert
Price: EUR 290 + VAT
Aalto Summer Job Day 2022
MORS is participating Aalto Summer Job Day today!
The virtual Summer Job Day is organized as a summer job pitch webinar. The event is open for all Aalto students. For students, the event is a great opportunity to meet us discuss career opportunities.
More informationTraining: ALM – Liquidity Management
This training is provided by MORS Software partner Bearning.
Liquidity management is an important part of Assets and Liabilities Management (ALM). ALM must ensure a correct liquidity mapping of all balance sheet items, including the administered products without maturity, and to prepare a relevant output (liquidity gap). It is important to assign the correct internal liquidity premium (FTP-LQ). Administered products modelling has its own particularities, and at the same time it is necessary to be compliant with the applicable regulation.
Difficulty: Expert
Price: 490€ + VAT
Training: IRRBB – Interest rate risk in the banking book
This training is provided by MORS Software partner Bearning.
The implementation of the latest regulation on interest rate risk in the banking book – the IRRBB – has become a challenge for many banks. Compliance with the IRRBB requires a consistent measurement of interest rate risk and its subtypes (interest rate risk, yield curve risk, basis risk, optionality, and credit spread risk).
Price: 290EUR + VAT, or individual (in-house)
Register Here