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Tuesday 20 January 2026
08:00 - 09:00
Breakfast & Registration
09:00 - 09:35
GEOPOLITICS & MACROECONOMICS – KEYNOTE INTRODUCTION
Understanding global economic shifts amid rising uncertainty
- Assessing the current macroeconomic landscape and its implications for financial institutions
- Outlook on interest rates, inflation, and currency markets across major economies
- Examining the impact of global commodity trends on economic stability
- Understanding how macroeconomic shifts can influence funding, liquidity planning, and FX strategy
- Identifying key themes shaping the global economy over the next 12–18 months
09:35 - 10:10
REGULATORY ALIGNMENT
Navigating multi-regulator expectations for liquidity, capital, and risk reporting
- Complying with regional Central Banks model management guidance across ALM functions
- Mapping regional divergence with EU Basel III, IRB, and stress test regulations
- Preparing for thematic audits and risk model validations
- Building regulatory agility into treasury planning and system development
10:10 - 10:40
Morning Refreshment Break and Networking
10:40 - 11:25
CAPITAL OPTIMISATION - PANEL DISCUSSION
Enhancing capital allocation frameworks to support risk-adjusted growth and regulatory compliance
- Balancing economic and regulatory capital amid changing supervisory expectations
- Optimising RWA management across credit, market, and operational exposures
- Strengthening buffers for systemic stress scenarios, including credit shocks and fraud
- Embedding capital planning into product, pricing, and treasury strategy
11:25 - 12:00
LIQUIDITY FRAMEWORKS
Designing forward-looking liquidity frameworks to withstand regional and global shocks
- Managing funding and asset liquidity under regulatory and fiscal constraints
- Integrating oil-price cycles and sovereign revenue volatility into LCR/NSFR modelling
- Building predictive liquidity analytics for intraday and macro-driven pressures
- Aligning liquidity strategy with business growth and regulatory requirements
12:00 - 12:45
LIQUIDITY STRESS TESTING – PANEL DISCUSSION
Embedding dynamic stress testing models to inform liquidity reserves and recovery planning
- Calibrating scenarios around geopolitical disruption, oil shocks, and fiscal strain
- Embedding multi-horizon liquidity stress tests into treasury and ALM oversight
- Bridging gaps between model outputs and treasury decision-making
- Using stress testing results to refine liquidity buffer and funding contingency frameworks
12:45 - 13:45
Lunch break and networking
13:45 - 14:20
THE QUEST FOR LIQUIDITY RISK PRICING
- The academic ALM view of Liquidity Pricing
- The business view of Liquidity Pricing
- How to manage the Trade-off
- An approach to construct the Term Liquidity Premium Curve
14:00 - 14:55
BALANCE SHEET RESILIENCE – FIRESIDE CHAT
Future-proofing the balance sheet to ensure resilience in a volatile economic landscape
- Forecasting balance sheet sensitivity to specific economic cycles
- Modelling cross-currency volatility and fiscal shocks in structural ALM models
- Enhancing reporting tools to support real-time balance sheet visibility
- Building flexibility into asset and funding profiles for agile response
14:55 - 15:30
Balance Sheet Optimisation (BSO)
financial resilience in uncertain times
- Setting an effective risk appetite statement in light of market volatility
- Robust scenario and simulation capabilities: integration of climate risk effects into BSO
- Balance Sheet Optimisation: asset writing strategies & Risk Weight Asset (RWA) optimisation, funding and capital planning
- Monitoring and responding to emerging experience: tactical vs strategic allocation
- Integration of BSO into renumeration and management strategies
15:30 - 16:00
Afternoon Coffee and Networking Break
16:00 - 16:35
IRRBB STRATEGY
Implementing robust interest rate risk frameworks for earnings and capital protection
- Integrating gap, basis, and optionality risk into IRRBB measurement
- Aligning internal models with Basel III Pillar 2 expectations
- Capturing behavioural assumptions for non-maturity deposits
- Using IRRBB insights to inform capital and hedging decisions
16:35 - 17:10
HEDGING STRATEGY
Developing structured hedging programs to manage ALM exposure in constrained markets
- Assessing viability of swaps and options amidst derivatives markets
- Aligning hedging tools with IRRBB, FX, and liquidity exposures
- Addressing internal capability gaps and governance in hedging execution
- Building front-office understanding of hedging impacts on treasury strategy
17:10 - 17:20
Chair's Closing Remarks
17:20
End of Day One and Networking Reception
Wednesday 21 January 2026
08:00 - 09:00
Breakfast & Registration
09:00 - 09:50
DIGITAL TREASURY TRANSFORMATION – PANEL DISCUSSION
Modernizing treasury infrastructure through digitisation and system automation
- Automating treasury operations from execution to reporting
- Replacing manual controls with straight-through-processing for ALM functions
- Investing in flexible platforms aligned with front office and ALCO needs
- Enhancing visibility and speed in liquidity and capital decision-making
George Faraj Head of IT Strategy & PMO, National Bank of Bahrain
Uzair Kapadia Managing Director, Head of Cash Product, Pakistan, Middle East & Africa, Standard Chartered Bank
Alok Vijayvergiya Director, Regional Head of Liquidity and Investment, HSBC
Neophytos Kathitziotis Former Treasurer and Program Manager, Natwest
09:50 - 10:30
BALANCE SHEET INTERGRATION
Coming soon
10:30 - 11:00
Morning refreshment break and networking
11:00 - 11:40
ALM GOVERNANCE & CULTURE
Session: Embedding ownership and accountability across treasury, risk, and senior leadership
- Strengthening first-line awareness of ALM principles and regulatory obligations
- Empowering ALCO to lead strategic treasury decisions with clear governance
- Building integrated teams across risk, finance, and business lines
- Encouraging cross-functional alignment in treasury risk appetite and oversight
11:40 - 12:20
CREDIT RISK & LIQUIDITY IMPACT
Integrating credit risk deterioration into treasury and liquidity planning
- Monitoring delayed repayments and sovereign-related project risk
- Using credit analytics to adjust short-term funding and capital buffers
- Incorporating ESG and counterparty creditworthiness into liquidity decisions
- Aligning treasury frameworks with early-warning credit triggers
12:20 - 13:20
Lunch break and networking
13:20 - 14:10
FX & CROSS-BORDER RISK – PANEL DISCUSSION
Managing foreign currency exposure across investment and funding operations
- Stress testing USD-linked exposures and cross-border funding flows
- Modelling FX volatility in funding strategies and liquidity buffers
- Aligning FX risk management with treasury and credit portfolios
- Responding to central bank requirements on foreign currency risk reporting
14:10 - 14:50
TREASURY IN ISLAMIC BANKING
Adapting ALM frameworks to Shari’a-compliant liquidity and investment models
- Structuring Islamic liquidity products under Shari’a governance
- Aligning risk management with profit-sharing, sukuk, and non-interest-based models
- Managing collateral, hedging, and IRRBB within Islamic constraints
- Collaborating on innovation to address liquidity limitations in Islamic finance
14:50 - 15:20
Afternoon Coffee and Networking Break
15:20 - 16:00
MARKET RISK & SYSTEMIC INTERLINKAGE
Modelling asset and liquidity shocks across interconnected markets
- Assessing oil-price and equity market shocks on bank capital and liquidity
- Integrating regional and global contagion risk into ALM and capital planning
- Understanding the link between public finance, capital markets, and balance sheets
- Stress testing exposures to sovereign-linked corporate sectors
16:00 - 16:40
FTP & PRICING ALIGNMENT
Using fund transfer pricing to drive profitability and balance sheet discipline
- Designing FTP frameworks to allocate liquidity, capital, and interest rate costs
- Driving behavioural change across product, funding, and lending strategies
- Aligning FTP models with regional funding structures and transfer rates
- Leveraging FTP to enhance RAROC and strategic pricing
16:40 - 16:50
Chair’s closing remarks
16:50
End of Risk Evolve: Treasury Edition 2026
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