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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Extracting value from your ALM infrastructure: Leveraging your ALM & FTP to drive profitability

IRRBB challenges for 2021 –  Implications of a low rate environment and customer support programs on structural interest rate risk management  

In response to the economic impacts and volatility generate by the pandemic, Financial Institutions will need to adjust their business plans to restore profitability. The lower for longer rate environment and uncertain economic conditions will limit growth opportunities and represent a significant challenge for organizations and business models to restore profitability. Treasury and asset-liability management will need to step up and have the required analytical capabilities to adjust to the new environment.

The webinar will provide participants with a practical example of how advanced balance sheet management capabilities can support improved decision making under increased uncertainty while keeping risks across different ALM risk surfaces in check.  

Liquidity Risk Management Survey Report 2020 – Key Findings and 10-year trend summary 

The webinar will present the key findings from the Liquidity Risk Management Survey 2020, published 8th October. Mika Mustakallio, CEO of MORS Software, will present the key findings from the 2020 survey.

Join this webinar to learn more about the current status of Liquidity Risk Management, and benchmark your bank in the following areas:
-Measuring the interaction of different risk categories
-Compliance with calculation timeliness rules of LCR and NSFR
-Forecasting of liquidity risk metrics
-Time consumption of tasks in liquidity risk management

The webinar includes a 10-year summary – A trend analysis and the status of liquidity risk management practices including conclusions drawn from the last ten annual Liquidity Risk Management Surveys. 

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