Adam Kot

Head of ALM Risk, Bank Pekao

Head of ALM Risk Control Office in Bank Pekao. Responsible ia. for IRRBB and liquidity risk, including designing strategy and implementing regulatory requirements in the area. Member of Supervisory Board of Pekao Bank Hipoteczny. Graduated from Warsaw University, faculty of mathematics, and Warsaw School of Economics. His professional career began in the National Bank of Poland, where he dealt with monetary policy and the management of foreign exchange reserves. Since 2008 in Bank Pekao, where previously he was responsible for designing the framework for economic capital (Pillar 2) and development and integration of financial risk.

All Sessions by Adam Kot

09:00 - 09:35

THE FUTURE OF THE REGULATORY LANDSCAPE

Session: Discussing the future changes in Europe’s regulatory IRRBB requirements and the effects they will have on Treasury and 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