Intraday Liquidity

This webinar will be led by Intraday Practitioner, Simon Gray, from Baringa Partners and Liquidity technology expert, Peter Serlachius, from MORS Software.

Banks and their regulators are requiring risks to be managed near real time; this includes the management and monitoring of liquidity flows and appropriate action in near real-time.  A bank’s intraday position is its first line of defence in its overall liquidity risk management (LRM). Integrating intraday seamlessly, as part of this wider LRM framework, can be a challenge; intraday is often treated as a “silo” on its own, away from wider LRM.  However data, activities, modelling, scenarios and planning need to be incorporated into the full framework to comprehensively manage risk, control liquidity and support liquidity needs in BAU and any stress periods or events.

This webinar will explore industry LRM best practices, demonstrating how intraday can be integrated to form a holistic view. What drives intraday risk? How should intraday risk support the overall LRM?  Learn how visualisation tools can support the process to analyse, explain and understand risk in a wider context and support the scenario build, simulation and planning activities including mitigating actions.

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ALM Survey 2021 Results – Key Highlights

The webinar will present the key highlights from the ALM Survey Report 2021, published on 29th April. Peter Serlachius, Partner of MORS Software, and Nigel Lee, Commercial Director of MORS Software, will present invaluable insight into the effects of 2020 on the Banking Sector. 

For 10 years MORS Software has published surveys and associated reports looking into the trends and challenges in Liquidity Risk Management and Interest Rate Risk Management. Given the exceptional circumstances of 2020 we took the opportunity of launching a new report that looks holistically at trends and challenges across the broader landscape of ALM, Balance Sheet Management, Financial Planning and integrated Stress Testing.

MORS Software launched this survey during spring 2021 as a means of gaining an understanding of financial institutions globally, at a time when Treasury, Risk and Finance functions alike had been experiencing exceptional challenges.

Join this webinar to understand how banks responded to the consequences of the global pandemic and the pressure it placed on their systems and decision-making processes.

“In more than 70% of banks, the Senior Management and the Board of Directors lack the tools to support them in the limit-setting process and in understanding the consequences of their actions in the broadest context.”

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ECL as part of your income & profitability forecasting

Expected Credit Loss is one of the key components in forecasting net income and profitability of a bank. Please join us in this webinar to look at how ECL calculations can be effectively incorporated in MORS ALM system to help improve the quality of income and profitability forecasts.

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“Fireside chat”: Can capital buffers actually help banks in times of crisis?

Can capital buffers actually help banks in times of crisis? Capital buffers should serve their purpose, currently the usability of buffers is low. There is a need to address this and the interaction between different requirements.

The Danish Central Bank, recently published an analysis on the topic:

Can capital buffers actually help banks in times of crisis?

Join in on this very topical “Fireside chat”, with:
Thomas Sangill – Head of Systemic Risk Analysis and Policy – Danish Central Bank 

Christopher Blake – Co-Chair, ALMA

Peter Serlachius – Partner – MORS Software (Moderator)

The impact of the low interest rate environment on deposit repricing and risk models for banks

How representative is historical deposit repricing behavior for the coming years? And are traditional deposit model calibration techniques still useful in case of flooring effects? How can cutting edge technology and virtual modelling enable banks to navigate these largely uncharted waters?

ALM, Risk, and Treasury managers in the banking industry are invited to join a webinar organized by Zanders and MORS Software on this topic. We will show the recent market trend in deposit repricing, including floor modelling, and discuss various market practice calibration techniques for deposit risk management models. Learn how visualization of risk can enhance structural risk management at banks.

You 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, please fill out the form below. You are also welcome to forward the invitation to any of your colleagues who might be interested.

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