How does the Covid-19 change the interest rate risk profile of non-maturing deposits? And how should banks mitigate a structural mismatch on total balance sheet level?

ALM, Risk, and Treasury managers at European banks are invited to join our webinar jointly organized by Zanders and MORS Software. You will get a demonstration of a practical approach to measure non-maturing deposits behaviour and to manage structural balance sheet mismatch in terms of interest rate risk. A showcase of cloud-based calibration and balance sheet risk management tooling will be part of the agenda.

Attendees have the opportunity to join in a Q & A and to learn from colleagues at different banks and in different markets. To secure your registration, click the link below. You are also welcome to forward the invitation to any of your colleagues who might be interested.

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