Agenda atualizada, considerando Revisão do Acordo de Basileia III conhecido no mercado como Basileia versão IV.

5 de dezembro de 2018 | Quarta-feira

8h – 8h30 Registration
8h30 – 10h15 Asset & Liability Management, an Introduction to Corporate Financial Goals and Value Center Management. Advanced Fund Transfer Pricing and the Liquidity Coverage Ratio (LCR).
10h15 – 10h30 Coffee-Break
10h30 – 12h30 Introduction to ALCO Challenge. ALCO Challenge, Decision 1
12h30 – 13h30 Almoço
13h30 – 15h Capital Allocation, Value-Based Loan Pricing, Dynamic Loan-Loss Provisioning, Securitization and Marketplace funding.
15h – 15h15 Coffee-Break
15h15 – 17h30 ALCO Challenge, Decision 2


Jean-Dermine-Bank-Valuation livro-bank-evaluation

6 de dezembro de 2018 | quinta-feira

08h30 – 10h15 The Control of Interest Rate and Liquidity Risks
Part I (the ‘Banking’ book): The ‘Earnings-at-Risk’. Gap vs Simulation Models. Financial Futures, a Review.
10h15 – 10h30 Coffee-Break
10h30 – 12h30 ALCO Challenge, Decision 3
12h30 – 13h30 Almoço
13h30 – 15h15 The Control of Interest Rate and Liquidity Risks Part II (the ‘Banking’ book): The ‘Economic Value of Equity (EVE) at Risk’. Basel 2016 regulation on IRBB. Risk Appetite. Options, a Review
15h15 – 15h30 Coffee-Break
15h30 – 18h ALCO Challenge, Decision 4


7 de dezembro de 2018 | sexta-feira

08h30 – 10h Aggregation of Risks, VAR and Expected Shorfall (trading book) Final Basel 3 (Basel 4) Swap, a Review
10h – 10h15h Coffee-Break
10h15 – 12h30 ALCO Challenge, Decision 5. Swaps Negotiation and Multi-Currency Book
12h30 – 13h30 Almoço
13h30 – 14h30 Special Resolution Regime with Bail-In Bonds Business Portfolio Diversification, Friend or Foe Stratery for Value Creation and Growth, International Review
14h30 – 16h30 ALCO Challenge, Decision 6
16h30 – 17h ALM Summary. Results, Cheers and Sorrows