Tuesday
7 October 2025
08:00 - 08:50
Registration and breakfast
08:50 - 09:00
Chair’s opening remarks
09:00 - 09:45
PANEL DISCUSSION: MARKET INSTABILITY, THE NEW NORMAL?
Session: Managing pricing, funding and bond issuance in the age of market instability
- How market instability has slowed bond issuance and where to look for new avenues to raise funding without relying on central banks
- Looking at how to organize treasury to reduce exposure to constant market volatility
- How to plan pricing of assets as well as knowing where to reinvest funds in the event of exposure
- Weighing up the cost of potentially giving up profits to avoid vulnerability to volatility
- Discussing the benefits of moving finances ‘off balance sheet’ into structured products and investments to mitigate market risk
09:45 - 10:20
CHANGING PERCEPTIONS OF KEY MARKETS AND DE-DOLLARIZATION
Session: Analyzing recent geopolitical events and the shift away from concentrating reliance on single trade partners
- The effect of tariffs on perceptions of Europe’s top trading partners
- How banks can mitigate risks associated with this by diversifying trade portfolios across different nations
- The rising reliance on BRICS in wake of the weakening of the US dollar and increased hesitation around US stability
- Understanding your supply chains to see exactly how trade conflicts will affect investments and profitability
10:20 - 10:50
Morning refreshment break and networking
10:50 - 11:35
PANEL DISCUSSION: GREEN TRANSITION & SUSTAINABLE FINANCE
Session: Understanding the treasury’s role in achieving sustainable finance goals and best practices to reach them
- Defining the treasury’s role in green and transition finance
- The treatment of green vs brown exposures in capital and liquidity planning
- Utilizing green bonds effectively to enhance customer growth and profitability
- Measuring ESG risks at individual, portfolio and industry levels to develop transition plans which align with the EBA guidelines
- Enhancing due diligence processes to ensure environmental and carbonization standards are being reached before lending money
11:35 - 12:10
THE EFFECT OF CLIMATE CHANGE ON LENDING POLICIES
Session: Creating stringent lending policies to ensure stable margins when lending across geographies
- How to plan effectively where to place assets globally to reduce risks associated with climate issues
- Mapping out the exact long-term and short-term considerations needed to be contemplated when offering loans to businesses in high-risk climates
- Defining clear lending policies and climate risk criteria determining if issuing a loan is beneficial
12:10 - 13:10
Lunch break and networking
13:10 - 13:45
FORECASTING
Session: Determining the best forecasting practices for strategic maneuvering and long-term risk planning
- Managing and predicting interest rate risks and movements
- Improving forecasting for better long term risk planning in the event of significant crisis
- Streamlining communications between research and analyst teams for effective forecasting
13:45 - 14:20
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
14:20 - 14:55
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
14:55 - 15:25
Afternoon refreshment break and networking
15:25 - 16:10
PANEL DISCUSSION: CRYPTO ASSETS
Session: Looking forward and discussing the effect crypto assets and stable coins could have on Treasury and Asset Liability Management
- Predicting the future outlook of EU regulation surrounding stable coins
- Discussing how they could affect future approaches to treasury and asset liability management
- Exploring how stable coins might reshape intraday liquidity forecasting and management
- Analyzing the risks associated with the use of digital coins, particularly regarding privately owned currencies
16:10 - 16:45
DIGITALISATION
Session: Discussing the benefits and threats of the implementation of centralized digital currency
- Preparing financial institutions for a possible move towards digital currency as the preferred way to hold assets
- Discussing the long-term plans from central banks to create their own digital currencies to combat risks associated with privately owned currencies (such as the ECB’s digital euro)
- The risk this could pose to traditional commercial banks such as loss of stable deposit bases, increased funding costs and higher reliance on wholesale funding
- Discussing the opportunities presented by the implementation of a digital currency, as well as the regulations likely to be put in place to mitigate risks
16:45 - 17:00
Chair’s closing remarks
17:00
End of Treasury & ALM Europe 2025
Wednesday
8 October 2025
08:00 - 08:50
Registration and breakfast
08:50 - 09:00
Chair’s opening remarks
09:00 - 09:45
PANEL DISCUSSION: NAVIGATING A VOLATILE INTEREST RATE ENVIRONMENT
Panel Discussion: Best practices for navigating lowering interest rates whilst maintaining profit margins and stability
- Predicting the future of interest rates and the key effects lowering rates will have
- Best practices for modeling and pricing deposits to reduce wholesale funding and maintain profits
- Discussing the most effective ways to strategically maneuver and best benefit from the changing interest environment
- Mitigating pre-payment risks through effective modeling
- The benefits of moving towards a more retail focused customer portfolio including higher dependence, regulatory favor and heightened stability
09:45 - 10:20
HEDGING STRATEGIES
Session: Developing hedging strategies to ensure continuous funding and mitigate interest and market risk
- Using effective hedging strategies to lock in margins during periods of enhanced interest rate risk
- Creating evolving hedging strategies that shift with the changing geopolitical environment and yield curve
- Comparing the pros and cons of using dynamic vs programmatic hedging strategies
- Implementing effecting governance and controls for improved hedging strategies
10:20 - 10:55
THE FUTURE OF THE REGULATORY LANDSCAPE
Session: Predicting the future changes in Europe’s regulatory banking landscape and its effect on treasury & ALM
- Outlining the goals of Europe’s future regulatory standard, emphasizing its focus on stabilizing and strengthening economies and maintaining strong capital structure for financial institutions
- Looking towards recent and upcoming regulations such as update frameworks for IRRBB and enhanced scrutiny on stress testing for NII
- Discussing the importance of adapting ALM during periods of heightened regulatory scrutiny and volatile environment
- How banks can integrate enhanced regulatory standards into their governing policies and ensure risk appetite aligns with these standards
10:55 - 11:25
Morning refreshment break and networking
11:25 - 12:00
PREPARING FOR BASEL 3.1/4
Session: Looking forward to the implementation of Basel 3.1 guidance and how it will affect pricing, structuring and profitability
- Discussing the need for more clarity on Europe’s decisions regarding Basel 3.1
- Analyzing how to prepare for a rise in capital requirements, the reasons for it, and how to ensure profitability remains steady
- Revising the standardized credit risk approach
- Reviewing how the change in output floor will affect approaches to asset pricing and product structuring
12:00 - 12:35
BANK-FUND PARTNERSHIPS: RESHAPING THE CREDIT LANDSCAPE
Session: How regulatory shifts and private credit growth are transforming bank treasury and ALM strategies
- How Basel 4 and Solvency 2 reforms are driving loan origination out of banks into private credit
- Exploring new ways banks are partnering with Alternative Investment Funds through loan sales, co-investments, and synthetic securitizations
- How insurers insurers gain yield through illiquid loans and how it allows for banks retain borrower relationships and generate fee income
- Highlighting how these partnerships alter liquidity profiles and market risk dynamics for bank Treasury and ALM
- Adapting pricing models and balance sheet strategies to new deal structures and shared-risk exposures
12:35 - 13:45
Lunch break and networking
13:45 - 14:20
INSTANT PAYMENT REGULATION
Session: Developing strategies to manage liquidity risk post-implementation of the Instant Payment Regulation
- Looking at the real time liquidity management challenges associated with the new Instant Payment Regulation
- Recalibrating intraday liquidity levels to ensure suitable buffers are in place to mitigate risks
- Adjustments to FTP models and internal pricing
- Preparing for the enforcement of the act across non-euro member states
14:20 - 14:55
INTRADAY LIQUIDITY RISK
Session: Enhancing visibility of real time balances, investment values and liquidity positions
14:55 - 15:25
Afternoon refreshment break and networking
15:25 - 16:00
INTERIOR VS EXTERIOR ALM MODELING
Session: Analyzing the cost benefit analysis of using internal vs onboarding external models for ALM
- Weighing up the pros and cons of onboarding internal vs external ALM models
- Analyzing the cost benefit analysis of using external models and their advantages
- Deciding on which model is best fitted to your institution and how to continuously monitor its effectiveness
- Using models for capital planning, allowing integration of all risk types
16:00 - 16:45
PANEL DISCUSSION: USING AI TO ENHANCE TREASURY AND ALM
Session: Discussing the benefits and risk associated with the use of AI in Treasury and ALM
- The future of AI and automation in treasury, risk and finance
- Using AI for: data governance, model governance, predicting cash flows, forecasting, assumptions and more
- How AI can be used to help predict market volatility in an era of instability
- The use of AI to harmonize reporting, help find overarching themes, and present information clearly across departments
- Using AI to upskill and enhance the workforce
- Discussing real use cases of where AI has been implemented successfully to enhance processes
16:45 - 17:00
Chair’s closing remarks
17:00