Welcome to Risk magazine’s 6th annual ALM Europe conference

This event will focus on the key issues affecting Asset and Liability Management in the European banking and insurance industries.

Developed through in-depth research this two day event has been specifically designed to allow the cross-sector sharing of ideas and best practice in ALM, while the two stream format will enable you to tailor the event to focus on your specific interests and needs.

Major issues to be addressed in-depth include:

• Developing best practice and implementing new regulation in liquidity risk management
• The future of Basel II and Solvency II
• Assessing the validity of quantitative risk models
• Developing effective stress tests
• Capital management in a very volatile market
• Is ERM working?
• Interest rate risk management in a low rate environment
• The impact of amendments to IAS 39
• ALM and replicating portfolios

Speakers confirmed so far include:

• Colin Lawrence, Director, Prudential Risk Management Division, Financial Services Authority
• Riccardo Rebonato, Global Head of Market Risk, RBS
• Paolo Comboni, Head of Finance & Treasury, Intesa Sanpaolo
• Michele Gaffo, Head of Risk Management, Allianz SpA
• Claude Grandfils, Deputy Head of Financial Management Division, Credit Agricole
• Matthias Henny, Chief Investment Officer, AXA Winterthur
• Werner Huysmans, Head Interest Rate Risk Management, Fortis Bank
• Carlos Montalvo Rebuelta, Secretary General, CEIOPS
• Peter Quell, Head of Portfolio Modelling, DZ Bank
• Jean Miguel Saintraint, Global Head of Balance Sheet Management, Fortis
• Guido Schätti, Head Corporate Risks and Governance, Swiss Reinsurance
• Bernhard Wondrak, Head of Treasury Control, Commerzbank

Attendees will come away with a wealth of new knowledge and practical solutions in liquidity risk management, stress testing, modelling and regulation including Basel II, Solvency II and new regulation being introduced this year.