Managing balance sheet risk in a volatile rate environment

Geopolitical uncertainty, supply chain disruption and shifting macroeconomic conditions have made interest rate volatility increasingly unpredictable - placing bank balance sheets under unprecedented scrutiny from regulators and boards alike. At the same time, data, technology and AI are moving quickly - providing an opportunity to monitor and manage risk better than ever before. Yet most banks are still managing this with legacy, on-premise systems that are fragmented, slow to adapt and unable to deliver the integrated analytics that treasury and ALM teams need to make confident decisions.

Asset-liability management has moved beyond a periodic reporting exercise. It is now a core driver of balance sheet strategy - and the tools banks use to manage it need to keep pace.

We invite you to join us for a live webinar where experts from MSCI and Abelian Partners will demonstrate how the MSCI ALM Module helps bank treasury and risk teams take a unified approach to balance sheet management.

What we will cover:

• Charles’s perspective on this unique moment in the market and the challenges and opportunities facing banks going forward
• Why integrated balance sheet analytics are becoming a strategic priority for banks of every size
• How MSCI unifies NII and EVE analytics, deposit modelling and stress testing within a single platform - alongside your existing market risk analytics
• A live demonstration of the ALM Module in RiskManager
• Real-world use cases: IRRBB reporting, scenario stress testing, deposit behaviour modelling and reinvestment planning