With the recent precipitous rise in interest rates, inflation, and other economic challenges, interest rate and liquidity risk models and their underlying assumptions are under pressure and increased regulatory scrutiny.

During this session, veteran ALM and liquidity risk modeling expert Mike Guglielmo will focus on today’s most meaningful modeling and assumption challenges, with a focus on how to address them successfully. Session participants will also learn how to inspire ongoing stakeholder confidence in your institution’s interest rate and liquidity risk assessments and strategy.

Agenda highlights:

• Elevated regulatory concerns and criticisms (and how to best prepare for an upcoming review)
• Trends and best practices in assumption modeling, management, and support
• Leading approaches to ALM and liquidity model performance monitoring and backtesting
• How to inspire confidence with your ALCO, Board, model risk/audit – and avoid regulatory scrutiny

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