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.
Watch our webinar where experts from MSCI and Abelian Partners demonstrated how the MSCI ALM Module help bank treasury and risk teams take a unified approach to balance sheet management.
What we covered:
- 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 demonstration of the ALM Module in RiskManager
- Real-world use cases: IRRBB reporting, scenario stress testing, deposit behaviour modelling and reinvestment planning
