Omer Rahi
Director, Deutsche Bank AG
All Sessions by Omer Rahi
14:10 - 14:50
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
14:50 - 15:30
BALANCE SHEET OPTIMIZATION - PANEL DISCUSSION
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