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12th Annual
Liquidity and Balance Sheet Management Forum
15. November - 17. November 2017, Vienna

Case study: Interconnections between IRRBB and liquidity management

by Monika Bączyńska, mBank,

Head of Asset Liability Management

Allocation and calculation approach in capital management

by Krishnan Ranganathan, Nomura,

Executive Director and Head: Risk Finance Change


Build business partnerships and networking

New approaches to general banking issues

Current market trends on balance sheet and capital


Basel III regulation and liquidity stress testing into strategic planning


Improve processes regarding liquidity and

balance sheet management

  • Learn about the calculation and optimization

    of the NSFR and LCR

  • Enhance your understanding of new regulatory


  • Practice your analytical skill in liquidity and capital management under new regulations regime

  • Find out how to estimate and what are the

    consequences of the NSFR ratio

  • Tackle the multiple scenario preparation for the

    stress situation and post-stress agenda

  • 40 min. coffee breaks

  • 15+ Hours of sessions

  • 8 interactive sessions

Meet the speakers

Frank Schrader photo
Germany flag Germany

Frank Schrader

Treasury, Head of Interest Rate and Liquidity Management at NORD/LB

Education: Diploma in economics (German Fachhochschule); Diploma in General Management (St. Gallen Management Institut) Career: 20 years with NORD/LB; different career steps within NORD/LB ( Savin

Learn more about Frank >

Monika Bączyńska photo
Poland flag Poland

Monika Bączyńska

Head of Asset Liability Management at mBank

Monika Bączyńska is a Head of Assets and Liability Management at mBank. Monika has extensive experience in managing interest rate risk of banking book, liquidity risk, FTP rules and hedge accounti

Learn more about Monika >

Marco  Castagna photo
Italy flag Italy

Marco Castagna

Head of Centralized Treasury Management at Intesa Sanpaolo

Current:: Intesa Sanpaolo SpA, Head Office, Milan (Italy), Member of ACI Regulatory Working Group. 2012 – present Head of Centralized Treasury Management, Treasury Department, Intesa Sanpaolo He

Learn more about Marco >

Tihomir Bublić photo
Croatia flag Croatia

Tihomir Bublić

Executive Director of Asset Liability Management at Hrvatska Poštanska Banka

Degrees & Certificates: - Degree obtained, Bachelor Degree in Economics/ Finance, Study of Economics, Zagreb, University in Zagreb (2000) - University of Zagreb, Zagreb School of Economy, Financ

Learn more about Tihomir >

Want to know more?

Who should attend




Heads of


Liquidity, IRRBB Analytics, Interest rate risk, Global Interest Rate and Currency, Risk Management, Balance Sheet Management, Centralized Treasury Management, Treasury Risk Modeling, Investment and Treasury, Group Treasury, Asset Liability Management, Market Risk Management, Banking Book Management, Capital Management, Finance, Financial Reporting

What do the attendees say

  • "Very good opportunity for networking, exchanging ideas and learning from other bank's experience."

    Monika Bączyńska

    Head of Asset Liability Management,


  • "Conference was a very useful platform for Liquidity Professionals to share knowledge, exchange ideas and approaches to challenges which the banking industry faces nowadays."

    Marian Dinga

    Balance Sheet and Liquidity Management Operations, Ceska Sporitelna

  • "Excellent place to meet professionals and get view and knowledge."

    Dmitry Bolotnov

    Head of Analysis, Alfa-Bank

Join us in Vienna

Fleming's Conference Hotel Wien

Neubaugürtel 26-28

A-1070 Wien

+43 1 227 37 5014

Visit the hotel's website