Navigating Bank Treasury and ALM Practice Through the Covid-19 Stress Event by Moorad Choudhry

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About this Event

Summary

Currently banks face multiple challenges meeting the needs of customers facing economic hardship, whilst working in a market stressed environment. Bank Treasury and ALM functions must ensure smooth functioning of cash, liquidity and lending provision whilst maintaining balance sheet viability.

In this webinar we present an overview of current conditions and a short- and medium-term Treasury action plan that will assist banks to support their customer franchise as well as address potential liquidity and capital freeze in the markets.

Overview

Current commentary suggests the lockdown could last many months; this will have severe detrimental impact on customers as well as banks’ liquidity and lending provision. This webinar presents a recommended action plan for bank Treasury and ALM desks to enable them to manage coronavirus impact on banks’ customers and the wholesale markets.

Professor Moorad Choudhry, Founder The BTRM, will describe a series of short-term and medium-term management actions for Treasury, as well as an initial “lessons learned” for banks’ balance sheet risk management practice.

Delegates will gain a clearer understanding of how to adapt their balance sheet risk management practice to ensure it remains fit-for-purpose during the coronavirus lockdown period and immediately after. The presentation will address how to:

• Influence design of a Treasury action plan to ensure a robust balance sheet during the lockdown period
• Implement management actions that address a potential liquidity freeze in the markets
• Implement a short-term and medium-term Treasury and ALM strategy that will help to preserve the customer franchise and customer goodwill, whilst remaining within Board risk appetite