Marcus Evans Announces 11th Edition Banking Book Risk Management Conference in Frankfurt

The 11th Annual Banking Book Risk Management Conference has been scheduled to address the intensifying volatility in interest rate and credit spread risks. For fintech and banking professionals, this gathering is a critical touchpoint for aligning AI-driven behavioural modelling with evolving regulatory frameworks to protect net interest income and economic value of equity.

What was announced

Marcus Evans has announced the 11th Edition of its Banking Book Risk Management conference, a specialized forum designed for Asset Liability Management (ALM) heads, treasury leaders, and risk managers. The event focuses on the dual challenges of Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB). Attendees will engage with case studies from leading European institutions to benchmark strategies for optimizing Funds Transfer Pricing (FTP) and hedging. The conference is structured to provide actionable insights into modelling, stress testing, and scenario analysis, ensuring that balance sheet resilience is maintained alongside profitability.

The agenda prioritizes the integration of risk frameworks with economic capital and governance objectives. Key technical sessions will cover AI-driven behavioural modelling, specifically targeting deposit segmentation and prepayment risk management. These discussions are intended to provide practical guidance on preserving Net Interest Income (NII) and Economic Value of Equity (EVE) stability amidst market fluctuations. The event also addresses the practicalities of risk mitigation accounting and the use of advanced analytics to enhance modelling accuracy through detailed segmentation. By exploring the intersection of regulatory compliance and forward-looking balance sheet strategy, the event aims to foster better collaboration between treasury, ALM, and risk teams to drive overall banking book performance in a volatile financial landscape.

"The Marcus Evans 11th Edition Banking Book Risk Management conference 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."

Source release for the 11th Annual Banking Book Risk Management Conference.

The companies involved

Marcus Evans is a global business intelligence and event firm that specializes in high-level summits and strategic conferences for senior professionals across various sectors, including finance, technology, and healthcare. The firm is known for facilitating peer-to-peer benchmarking and providing platforms for discussing complex regulatory and operational challenges. The 11th Edition of this specific conference features a roster of high-profile industry figures and institutions from across the European market.

Participants include Uwe Jurkschat, Head of Treasury at DKB | Deutsche Kreditbank AG, and Luca Ciavoliello, Team Lead at the Supervisory Policy Division of the European Central Bank. The event also draws expertise from the advisory sector through Thomas Obitz, Expert Advisor Risk and Regulatory Change, Project Leader at RiskTransform. Further representation comes from the broader European financial landscape, including Lejla Hodzic, Member of the Audit Committee at Sparkasse Leasing Bosna i Hercegovina, and Tullio Lucca, a Board of Directors Member at Intesa Sanpaolo. These participants represent a cross-section of the market, from major retail banks like Intesa Sanpaolo to specialized leasing entities and central regulatory bodies, highlighting the systemic importance of banking book risk management in the current economic climate.

What this means

The focus on IRRBB and CSRBB highlights a significant shift in the banking sector's priorities as the era of low interest rates concludes. Banks are under immense pressure to refine their internal models, particularly regarding deposit "stickiness" and prepayment behaviours in a high-rate environment. The inclusion of AI-driven modelling suggests that traditional static risk assessments are no longer sufficient for modern balance sheet management. As regulators like the European Central Bank tighten their scrutiny, the industry faces a widening gap between institutions that can leverage advanced analytics for real-time risk mitigation and those still reliant on legacy frameworks. This transition will likely define institutional profitability in the coming fiscal cycles.