Day Two| September 23
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
8:00
Breakfast and Networking
8:50
CHAIR’S OPENING REMARKS
9:00
LIQUIDITY RISK
Session: Liquidity Risk After the Digital Bank Run: Rethinking Stability Assumptions in EU/UK Markets
Key topics
- 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
 | Amine Assody, Head of Market Risk, Counterparty Credit Risk, Liquidity/Funding and Capital Risk, Natwest |
 | Rhia Botha, Chief Treasury Officer,Redwood Bank Limited |
9:50
INTEREST RATE RISK IN THE BANKING BOOK
Panel Discussion:Optimizing Funding and Balance Sheet Management Resilience Across Rate Environments
Key topics
- 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
 | Nitesh Patel, Executive Director, Head of IRRBB Europe & Americas,Standard Chartered |
 | Alejandro Carranza, Global Head of Traded Risk Stress Testing, HSBC |
 | Tihomir Bublic, Director of Asset Liability Management,Hrvatska Banka |
 | André Pereira,Treasury Solutions Product Manager,Bloomberg |
10:35
Morning Refreshment Break and networking
11:05
RISK MITIGATION ACCOUNTING
Session:Understanding Risk Mitigation Accountingand the Role it Could Play in BetterManagement of Liquidity, IRRBB and Capital
Key topics
- What is RMA, and how might it fundamentally transform the management of IRRBB, Capital and Liquidity
- Discussing whether RMA is achieving the IASB’s dual objectives of improved disclosures on IRRBB and closer alignment of accounting and risk management
- Analysing if there could be a more effective way of achieving these objectives, and what exactly this would look like
 | Gavin Hardcastle-Jones,Global Head of IRRBB,HSBC |
11:40
COMEPTITION
Session: The New Disintermediation Era: Private Credit, Fintech Competition, and the Risk Outlook for Banks
Key topics
- 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
12:15
Lunch Break & Networking
1:15
TOKENIZATION
Session: Discussing the Practical Integration and Blockchain Technology for Debt Issuance of Tokenization
Key topics
- 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
 | Steve Chisholm, Executive Director, CPM Digital Assets & FRM,Standard Chartered |
1:50
RECOVERY AND RESOLUTION PLANNING
Session: Emphasizing the Importance of Intertwining Balance Sheet Management with Recovery and Resolution Planning
Key topics
- 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
 | Isabel Garcia Mora, Head of Group Crisis Management, Recovery and Resolution,Banco Santander |
| Vasileios Droungelidis, Head of Recovery and Resolution Planning,Santander UK |
2:30
CREDIT RISK
Session: Looking to the Future: What Will be the Next Big Credit Risk Event?
Key topics
- 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 ifAI 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
 | Andreia Cruz, Head of Credit Risk,Unity Trust Bank |
3:05
AfternoonRefreshmentBreak & Networking
3:35
CLIMATE RISK
Session: Integrating Climate Risk into Balance Sheet Strategy, Capital & Risk Appetite
Key topics
- 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
 | Libor Krkoska, Director of Country Strategy,EBRD |
4:10
DATA
Session: Beyond BCBS 239: Embedding Data Governance to Strengthen Balance Sheet Resilience
Key topics
- 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
4:45
Chairs Closing Remarks
5:00
End of Balance Sheet Management 2026