Webinar ‘Hedging client options: a solid banking book risk management framework’
  • July 1, 2021
  • Online

Webinar ‘Hedging client options: a solid banking book risk management framework’

For ALM, Risk, and Treasury experts and managers in the banking industry

How can internal and external hedges be structured to optimally preserve the returns and manage the risks in banking book products? How can these hedges be applied to achieve a target mismatch position that aligns with the risk appetite, either earnings or value based? And to what extent can non-linear features be incorporated, like the prepayment option in mortgages and implicit floors in NMD – can ‘natural hedges’ be benefitted from?

In spite of recent regulatory guidance on the approaches to be applied, there are still many implementation choices to make, which can provide significantly different outcomes in equity returns and value risks.

In this webinar, we discuss and evaluate the various alternatives that are used, and will aim for an approach that is optimal from a conceptual, managerial and efficiency point of view. You have the opportunity to participate in a Q&A regarding market developments like floors in NMD and (expected) regulatory guidelines.

Date: Thursday 1 July
Time: 16:00 – 17:00 CET

 

In case of questions, please send an email to Jaap Karelse or give us a call +31 35 692 89 89.