Agenda

Registration and breakfast

Day 1 moderator

Chair’s opening remarks

VOLATILITY AND UNCERTAINTY: TRUMP AND THE SIGN OF TIMES

Session: Navigating Global Shifts: Interest Rates, Defaults, and the Future of Financial Stability

• Investigating Trump as a consequence, not the catalyst, of changing times.
• Looking forward to the future, and predicting the continuation of volatility and uncertainty.
• Exploring the long term expectation that interest rates will rise structurally higher.
• Understanding why banks & financial institutions should expect the normalization of defaults and interest rate margins
• Asking the question: Could Trump be making Europe great again?

PANEL DISCUSSION: MARKET INSTABILITY – THE NEW NORMAL?

Managing pricing, funding and bond issuance in an era of persistent volatility

• Examining recent experiences with bond issuance and volatility across European markets, including regional impacts from geopolitical tensions
• Assessing the effects of tariffs and macroeconomic shifts on funding strategies and treasury operations
• Preparing balance sheets and liquidity positions to withstand market shocks and funding disruptions
• Pricing and modeling assets effectively – incorporating FTP and liquidity cost curve considerations
• Utilizing hedging strategies and structured products to manage interest rate risk, volatility, and funding costs

Morning refreshment break and networking

CHANGING PERCEPTIONS OF KEY MARKETS AND DE-DOLLARIZATION

Session: Implications of recent geopolitical events for global trade patterns

• Analysing the effect of US tariffs on global trade geography
• Exploring the opportunities for Eurozone and the euro amid the rise in US protectionism
• Looking at the current and future prospects of BRICS as a rising force in global trade and financial flows
• Defining the key areas of global de-dollarisation and where there are obstacles to the process

FORWARD LOOKING RISK METRICS

Session: Leveraging Forward-Looking Risk Metrics to Improve Balance Sheet Hedging Practices

• Highlighting limitations of traditional hedging approaches that rely on tactical rebalancing and spot risk metrics
• Integrating forward-looking metrics into hedging practices to allow banks to better anticipate and proactively manage risk and improve balance sheet stability
• Outlining the practical methods for embedding forward-looking analysis into existing Treasury and ALM risk frameworks
• Addressing key implementation challenges, including data generation, scenario design, and integration into actionable strategies

SCENARIO PLANNING & STRESS TESTING

Session: Approaching scenario planning and stress testing in an increasingly volatile world

• Enhancing scenario planning for volatility in the yield curve
• Improving a bank’s internal prudential risk environment through enhanced scenario planning and stress testing
• Incorporating the bigger macro-picture into your scenario planning
• Ensuring preparations consider the bank’s risk appetite as well as aligning plans with regulatory standards

Lunch break and networking

TRANSFORMING ALM FOR THE MODERN BANK

Session: Strategic Integration, Smart Analytics, and Cloud-Native Innovation

• Explore how banks are unifying Liquidity Risk, FTP, and Regulatory Reporting with ALM, eliminating silos across Treasury, Finance, and business units.
• Discover how advanced modeling with built-in AI enhances predictive accuracy, scenario analysis, and proactive risk management.
• Learn how automation and real-time data processing elevate ALM programs, accelerating time-to-market, increasing operational agility, and ensuring seamless regulatory compliance.
• Gain insights into how a G-SIB successfully executed a phased, multi-entity migration to a cloud-native ALM solution, achieving agility, efficiency, and resilience on a global scale.

PANEL DISCUSSION: TRANSITION FINANCE & THE TREASURY PERSPECTIVE

Exploring transition finance requirements and practical implications for bank treasury functions

• Current transition finance requirements and direction of travel – assessing economic feasibility and alignment with EBA guidelines
• Key elements of effective Transition Frameworks and their impact on treasury activities
• Managing the balance sheet and modeling approaches under evolving sustainability expectations
• Addressing funding, liquidity, and collateral management challenges in supporting transition goals
• Expanding green funding and bond issuance to finance client transitions and meet regulatory and market demands

Afternoon refreshment break and networking

THE EFFECT OF CLIMATE CHANGE ON LENDING POLICIES

Session: Standardizing climate definitions and embedding risk assessments into lending to ensure transparent, comparable, and compliant credit decisions

• Establishing consistent climate definitions and embedding climate risk assessments into lending policies to guide transparent, comparable, and compliant credit decisions in Europe
• Applying exclusions for high-carbon sectors while supporting credible transition pathways, and balancing financial stability with the need for decarbonisation.
• Shifting funding towards climate-focused projects to reduce long-term financial and environmental risks and accelerate Europe’s Green Deal objectives
• Applying proportionality in lending policies to ensure SMEs and smaller borrowers maintain access to finance

PANEL DISCUSSION: BANK RUN RISK

Session: Discussing the need for enhanced liquidity requirements in response to bank runs in a hyper-connected world

• The importance of considering bank run possibilities when analyzing liquidity requirements post SVB crisis
• Understanding and weighing up risks with holding more liquidity to mitigate bank run risk vs maintain profitability
• Looking at the roles of social media and enhanced communication in heightening bank run risk and how to mitigate this

Chair’s closing remarks

End of Day 1 and Drinks Reception