F. Ask the Experts: Treasury Risk and ALM in 2026: Creating a Unified Balance Sheet

Roundtable Booking

2026-09-24 | 01:30 PM - 02:15 PM

How are treasury teams breaking down the data and governance silos that prevent a consolidated view of interest rate risk, liquidity, and funding across business lines?
When rate and liquidity pressures pull in opposite directions, how does a unified balance sheet framework change ALM committee decisions on duration positioning and hedge ratios?
Which behavioral assumptions in NII and EVE sensitivity models proved most unreliable during the 2022 to 2023 rate shock, and what has replaced them?
How are institutions deciding which function owns the unified balance sheet mandate when treasury, risk, and finance each have a legitimate claim?
How do practitioners know when a unified balance sheet framework is genuinely operational rather than a reporting exercise dressed up as integration?