Suresh Sankaran
Prudential Regulation Lead, NatWest Group
All Sessions by Suresh Sankaran
- 15 April 2026 Day 1 Treasury, Balance Sheet and Market Risk - part 2
- 16 April 2026 Day 2 Treasury, Balance Sheet and Market Risk
13:40
-
14:25
Interest Rate Modelling and IRRBB Modelling in a Higher-for-Longer World - PANEL DISCUSSION
Examining how institutions are adapting IRRBB and hedging frameworks to account for sustained rate volatility.
- Enhancing behavioural modelling for deposit repricing
- Measuring sensitivity of net interest income to rate shocks
- Evaluating interest rate shock scenarios and model adjustments
- Assessing hedge effectiveness under IFRS 9 and Basel IV
- Calibrating assumptions for pass-through and customer behaviour
- Aligning internal models with regulatory IRRBB expectations
MODERATOR
16:15
-
16:55
Basel 3.1 Implementation and Capital Implications for Market Participants
Understanding how the Basel 3.1 “endgame” reforms affect capital management.
- Mapping implementation timelines and jurisdictional differences
- Evaluating shifts in risk-weighted assets and internal models
- Integrating market and operational risk revisions into capital strategy
- Managing capital adequacy for global and regional institutions