11th Edition Banking Book Risk Management 2027

This event will provide banking book, ALM, and risk professionals with the opportunity to benchmark best practices in managing interest rate, credit spread, and deposit-driven risks in today’s evolving financial landscape. It will feature case studies and insights from leading European institutions on optimising FTP, hedging strategies, and integrating IRRBB and CSRBB frameworks with economic capital and governance objectives. Core discussions will explore AI-driven behavioural modelling, deposit segmentation, prepayment risk management, and strategic funding decisions to preserve NII and EVE stability. Participants will also gain practical guidance on aligning regulatory compliance with forward-looking balance sheet strategy, leveraging integrated risk insights, and enhancing collaboration across treasury, ALM, and risk teams to drive resilient and profitable banking book performance.