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Risk optimisation and hedge accounting to stabilise regulatory capital

The panel

  • Juergen Ferber, Head of treasury and risk vertical, Emea, FIS Global
  • Suresh Chadda, Head of hedge accounting, Rabobank
  • Ricardo Nagayama, Head of product control (treasury and fixed income), HSBC Hong Kong
  • Tom Hampshire, ​​Partner, CFO consulting services, EY
  • Moderator: David Hough, Senior adviser, balance sheet management, FIS Global

Continual interest rate increases have been reshaping banks’ balance sheets worldwide. With these historic interest rate hikes, regulatory capital has been exposed to volatility driven by flawed hedge accounting programmes or hedges failing effectiveness tests.

Watch this webinar to learn about:

  • The impact of interest rates on balance sheets and hedge accounting programmes
  • Utilising various types of hedge accounting to optimise portfolios
  • How stress-testing can help to anticipate and immunise against profit-and-loss/other comprehensive income volatility
  • Can risk and treasury finance departments work more closely to stabilise regulatory capital?
  • Looking beyond current environments to optimise the balance sheet for the future.

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