Programme Details and Venue
Date: Tuesday 17th April
Time: 6.00 PM - 9.00 PM
Location: Amsterdam Institute of Finance, Simon Carmiggeltstraat 6 – 50, 1011 DJ Amsterdam (near Centraal Station, next to the Double Tree Hilton).
See also http://www.aif.nl/contact
After several years of monetary expansion, the era of zero interest rates and quantitative easing is approaching its natural end. In this PRMIA meeting, we ask the simple question: What happens when Interest Rates go up?
•What does this mean for the profitability and economic soundness of Banks?
•What will be the impact of rising rates on other risk factors, such as credit and liquidity risks?
•Are we ready for rates to go up? – or are there hidden surprises?
To discuss this highly relevant topic, we have two expert speakers from the Dutch banking sector.
6.00pm – 6.30pm: Registration and Refreshments
6.30pm – 8.00pm: Presentations and Questions
8.00pm – 9.00pm: Drinks Reception
Bram van den Hoek, Head of ALM Modelling, Rabobank
Bram has extensive experience with interest rate risk in the banking book, with building ALM models, and their role and importance for ALM. He gained experience by working in consultancy, aimed at interest rate risk and liquidity risk management, and subsequently banking. Before heading the ALM Modelling department he worked at Model Validation, and as a modeller responsible for developing several high-risk models and re-designing the ALM framework. Bram holds a Master’s degree in Econometrics from the University Tilburg and the FRM title.
Wilson Jan Kansil, ALM Senior Expert, ABN Amro
Wilson Jan is responsible for steering the interest rate risk position. He has worked on interest rate risk management over the past ten years within several Dutch banks, both in Asset Liability Management and Risk Management roles. Before this he worked within the Dutch Government, where his last assignment was as controller of the Dutch State Treasury Agency. Wilson Jan holds a Master’s degree in econometrics from the University of Groningen, and holds CMA and CFM certification. He is active within PRMIA as a member of the steering committee of the Netherlands Chapter.
This event is FREE for members and non-members, although registration is required. Click "Register Myself" below to reserve your spot. Make sure to click "Proceed to Checkout" to finalize your registration. (If this is your first time accessing the PRMIA website you will need to create short user profile to register.)