Bearning

✅ 15:00 – 15:15 Welcome & Current Banking Challenges (Martin Macko)

○ Current market environment: interest rates, inflation, liquidity and macroeconomic uncertainty

○ Emerging risks and opportunities for banks

○ How ALCO reporting is evolving from monitoring to strategic decision support

○ Enhancing ALCO discussions through scenario analysis and forward-looking balance sheet insights

○ The growing role of quantitative planning in modern bank management

○ Latest regulatory developments affecting ALM and ALCO

○ Growing supervisory expectations for forward-looking risk management

○ Current regulatory challenges for banks

✅ 15:15 – 15:30 Bank performance - what success looks like (Paul Garvin)

○ Building an accurate and forward-looking view of balance sheet performance

○ Modelling future business, market and customer scenarios

○ Stress testing the balance sheet to support strategic decision-making

○ Optimising the balance sheet in line with Board objectives, risk appetite and customer needs

○ ALCO best practices: KPIs, dashboards, traffic-light reporting and management actions

✅ 15:30 – 15:55 Live Case Study: Can Your ALCO Quantify the Impact of Multiple Shocks?(Michal Lopušan)

○ Simulating an adverse macroeconomic scenario affecting interest rates, inflation, credit quality, liquidity, funding spreads and FX markets

○ Assessing impacts on profitability, liquidity position and key balance sheet metrics across the planning horizon

○ Understanding the interaction between interest rate risk (IRRBB), credit risk, and business performance

○ Evaluating alternative management actions and strategic responses available to ALCO

○ Demonstrating how integrated stress testing provides risk and balance sheet insights that support internal management and regulatory processes

○ Showing how quantitative planning can generate consistent data inputs for key risk areas (e.g. IRRBB) within the broader supervisory context

✅ 15:55 – 16:00 Expert Q&A and Closing Remarks (Moderated by Martin Macko)