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Here is the latest edition of the agenda. As we approach the event, we will be adding speakers and sessions to enhance your experience. To stay informed, please register your interest
Tuesday September 22 – Day One September 22, 2026
8:00 am - 8:50 am
Registration and breakfast
8:50 am - 9:00 am
Chair’s opening remarks
9:00 am - 9:45 am
KEYNOTE: GEOPOLITICAL AND MACROECONOMIC OUTLOOK
Session: Examining Current Global Macroeconomic and Geopolitical Events and the Risks They Pose for Balance Sheet Management Professionals
- Providing a future-focused assessment of the global macroeconomic and geopolitical environment, and its strategic implications for bank balance sheets
- Navigating the continuing unstable poly-crisis global environment
- Looking at the best methods for predicting inflation, FX rates and interest rates in a fluid geopolitical landscape
- Managing geopolitical instability by moving away from reliance on historical data and towards more forward looking frameworks
9:45 am - 10:30 am
BASEL IV IN CONTEXT
Session: Exploring and pinpointing why capital regulations are so important and yet continue to be so problematic
- Identifying different perspectives on risk and capital management
- Taking the journey of Basel reforms from pre-Basel days through to Basel II and the GFC
- Debating Basel IV as a misguided reaction to the financial crisis, and an considering it as an impediment to good risk management
- Analysing the disintegration of Basel IV as jurisdictions diverge, deregulate and simplify
- Laying out the practical implications of Basel IV for banks and their customers
10:30 am - 11:00 am
Morning refreshment break and networking
11:00 am - 11:45 am
REGULATORY LANDSCAPE
Session: The Cost of Being Compliant: Understanding Current Global Regulatory Fragmentation and Divergence and its Impact on Balance Sheet Management
- Discussing the global move away from the previous post-crisis cohesive regulatory landscape
- Creating a full picture of the UK, Europe and the US in their respective regulatory viewpoints and positions
- Understanding how different jurisdictions are implementing various new regulations, and predicting the effect this will have on competitive advantage
- Developing strategies to navigate disjointed rules to avoid major impact on substantial risk-weighted assets
11:45 am - 12:25 pm
CSRBB
Session: Clarifying and Understanding Current UK and EU CSRBB Regulation
- Understanding how cloud connectivity, API integrations and AI-enabled workflows are expanding third and Nth-party attack surfaces
- Clarifying the regulatory guidance around CSRBB from both European and UK authorities
- Best practices for determining credit spreads of non-traded items under new requirements
- Aligning regulatory guidelines with actual reporting requirements to clarifying what is expected from banks regarding CSRBB
- Understanding how to create the most effective standardized frameworks that properly align views of credit, liquidity and interest rate
12:25 pm - 1:25 pm
Lunch break and networking
1:25 pm - 2:20 pm
STRESS TESTING AND SCENARIO ANALYSIS
Panel Discussion: Looking at Stress Testing and Scenario Analysis Through the Lense of Current Geopolitical Events
- Re-evaluating the role of stress testing and scenario analysis amid escalating geopolitical instability
- Translating geopolitical shocks into credit, liquidity, and market risk impacts
- Moving beyond regulatory minimums to ensure full preparedness for a wide variety of extreme events
- Embedding stress outcomes into capital planning, liquidity buffers, and recovery strategies
2:20 pm - 2:55 pm
STRESS FRAMEWORKS
Session: Enhancing Stress Frameworks Through Advanced Data Architecture and Machine Learning
- Determining critical internal and external data inputs for robust scenario design
- Exploring the potential use of AI and machine learning to enhance stress testing and scenario planning
- Improving data integration, granularity, and timeliness for stress frameworks
- Demonstrating resilience and continuity without assuming lower inherent risk
2:55 pm - 3:25 pm
Afternoon refreshment break and networking
3:25 pm - 4:10 pm
AI REGULATION
Session: Implementing AI in a Fragmented Regulatory Landscape
- Aligning AI usage with current EU and UK regulation to ensure both legal and ethical compliance
- Exploring the possibilities of achieving true consistency between AI systems across jurisdictions considering disjointed international rules
- Emphasizing the importance of a developing a universal language and taxonomy for effective AI use, and the difficulty of achieving this
- Analyzing real cases of financial institutions who have achieved AI regulatory compliance and debating their robustness
4:10 pm - 4:45 pm
IMPLEMENTING AI TO ENHANCE PROFITS
Session: Practical Implications of AI and Finding the Return on Investment
- Exploring used cases of AI implementation within balance sheet management that helped to enhance and automate processes
- Looking into how AI can be used to improve data reconciliation, reporting, coding and manipulation
- Defining the tangible financial outcomes of successful AI implementation, and the timeline banks can expect for a return on investment
4:45 pm - 5:30 pm
INTEREST RATE RISK IN THE BANKING BOOK
Panel Discussion: Optimizing Funding and Balance Sheet Management Resilience Across Rate Environments
- Structuring balance sheets to perform across multiple rate scenarios for long term resilience
- Best practices for financial institutions navigating a ‘shoulder’ of an interest rate cycle
- Leveraging innovation and creativity when creating solutions to maintain strong funding and profits
- Building stable, relationship-driven deposits that remain durable in both rising and falling rate environments, while reducing reliance on price-led competition
5:30 pm - 5:45 pm
Chair’s closing remarks
5:45 pm - 6:45 pm
Networking Drinks Reception
Wednesday September 23 – Day Two September 23, 2026
8:00 am - 8:50 am
Registration and breakfast
8:50 am - 9:00 am
Chair’s opening remarks
9:00 am - 9:50 am
LIQUIDITY RISK
Session: Liquidity Risk After the Digital Bank Run: Rethinking Stability Assumptions in EU/UK Markets
- Reassessing the concept of the “stable floor” and deposit stickiness in an environment defined by instant information flow, mobile banking, and concentrated client bases
- Understanding how social media dynamics, real-time payments, and ecosystem interconnectedness reshape liquidity velocity, confidence risk, and funding concentration
- Discussing how banks can prepare ahead of time for stricter regulation as a result of recent crises such as: extending liquidity management beyond 30 days, strengthening internal models, considering higher outflows and carefully planning contingency measures
- Re-evaluating model assumptions, contingency funding plans, and management action triggers to ensure boards and ALCOs can respond decisively under stress
9:50 am - 10:25 am
TIER 1 BONDS
Session: Discussing the need to fundamentally re-assess the role of Additional Tier 1 Bonds in the financial landscape
- Examining the mechanics and market role of AT1 bonds, with a focus on improving transparency and data visibility for clients and market participants
- Debating whether trust in AT1 as a genuine crisis buffer has been permanently compromised following the Credit Suisse wipeout, or whether a credible path to rebuilding confidence exists through structural reform
- Analysing real experiences and case studies to pinpoint the specific failures in AT1 instrument design and the broader liquidity framework during periods of stress
- Assessing the regulatory shift toward higher-frequency liquidity monitoring, including intraday and weekly reporting, as supervisors move away from reliance on monthly LCR snapshots
- Hearing from senior-level professionals on how institutions and regulators can build more resilient systems to reduce panic and confidence-driven spirals in a crisis
10:25 am - 10:55 am
Morning refreshment break and networking
10:55 am - 11:40 am
COMEPTITION
Session: The New Disintermediation Era: Private Credit, Fintech Competition, and the Risk Outlook for Banks
- Mapping structural drivers of disintermediation across private credit, challenger banks, and fintech reshaping traditional banking models
- Assessing the competitive landscape in lending, deposits, and customer relationships across private credit and digital entrants
- Evaluating risk implications including credit amplification, liquidity pressures, regulatory blind spots, and systemic vulnerabilities
- Identifying strategic defensive responses through data-driven targeting, digital innovation, and balance sheet optimization
- Exploring partnership and transformation pathways including fintech collaboration and development of digital-first banking capabilities
11:40 am - 12:35 pm
TOKENIZATION
Session: Discussing the Practical Integration and Blockchain Technology for Debt Issuance of Tokenization
- Examining recent real world examples of when bank debt has been issued natively on the blockchain
- Looking at the potential benefits of using Distributed Ledger Technology over traditional conventions, particularly regarding data mining, ledger functionality and speed
- Taking a strategic view of how traditional balance sheet instruments, including debt raising, collateral forms and digital assets, are being transitioned into digital versions
- Outlining the role of the senior Balance Sheet Management team in understanding emerging and non-traditional forms of managing risk and liquidity
12:35 pm - 1:35 pm
Lunch break and networking
1:35 pm - 2:15 pm
RECOVERY AND RESOLUTION PLANNING
Session: Emphasizing the Importance of Intertwining Balance Sheet Management with Recovery and Resolution Planning
- Exploring the operational readiness of institutions to survive a total loss of access to critical infrastructure, such as cloud vendors or essential software
- Looking at how firms can move from ‘paper’ contingency plans to switch cloud providers or recover from outages to a rigorously tested ones, especially for liquidity-critical processes.
- Outlining a disaster recovery ‘checklist’ for extreme events such as critical vendor outages and cyber-attacks, including penetration testing, ethical hacking, DR sites and tested BCP frameworks
- Understand the importance of considering reputational risk into DR plans to mitigate liquidity outflow risks
2:15 pm - 2:50 pm
CREDIT RISK
Session: Looking to the Future: What Will be the Next Big Credit Risk Event?
- Assessing the risk of over-investing in certain industries, including AI data centres, which could result in loan defaults on massive infrastructure projects
- Under the possible impacts on wholesale funding, and assessing if AI lending structurally lengthens asset duration whilst funding remains short-term
- Assessing concentration and correlation risks arising from AI-related exposures across technology, energy, infrastructure and real estate sectors.
- Analyzing funding, liquidity and capital impacts, including RWA density, duration mismatches, refinancing risk and structural balance sheet implications.
- Monitoring the "greenness" of data centres and the potential for mandatory CO2 compensation taxes that could disrupt business cycles
2:50 pm - 3:20 pm
Afternoon refreshment break and networking
3:20 pm - 3:55 pm
CLIMATE RISK
Session: Integrating Climate Risk into Balance Sheet Strategy, Capital & Risk Appetite
- Embedding climate risk into balance sheet planning, including impacts on capital, liquidity, credit quality, and collateral valuation
- Aligning risk appetite frameworks with climate exposure, avoiding concentration in high-transition and stranded asset sectors
- Assessing the influence of climate risk on capital allocation, funding strategy, and long-term balance sheet resilience
- Preparing for evolving regulatory expectations, including potential carbon-based capital charges and disclosure requirements
- Clarifying governance and ownership of climate risk across treasury, risk, and business functions to ensure accountability and action
3:55 pm - 4:30 pm
DATA
Session: Beyond BCBS 239: Embedding Data Governance to Strengthen Balance Sheet Resilience
- Implementing data management that is both operationally manageable and satisfies regulatory expectations from BCBS 239
- Defining clear ownership of data and models within your organization
- Realizing the necessity of data integrity, granularity and standardization to gain a competitive advantage for deploying model or AI-based insights
- Aligning client views across risk silos by creating standardized frameworks such as NACE codes
- Managing data extraction, consolidation, and reconciliation and considering the complexities for globally active banks
4:30 pm - 4:45 pm
Chair’s closing remarks
4:45 pm
End of Balance Sheet Management 2026
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