Introduction
In current environment bank profitability is under heavy pressure, especially in Europe. Negative interest rates, flat interest curve, heavy investment needed for digitalization, competition from Fintechs… this is leading bank profitability to historically low levels, and valuations are also suffering since several years.
In this context, ensuring adequate pricing of products is a key challenge to be able to:
• Sustain profitability at an adequate level
• Attract most profitable clients through tailored offer
• Avoid race to nominal profit growth at the expense of long term profitability
Developing an adequate Risk Based Pricing practice can be a key advantage. It is a challenge given it lies at the intersection of several skills, namely commercial, financial and risk expertise’s. Pricing a credit goes far beyond comparing a credit spread to the capital consumed, and this course is designed to dig deeper into this hot topic.
Some of the Learning Outcomes
Trainer
Laurent Balthazar is advisor to CRO at Belfius Bank. He spent most of its 20 years of career in Risk Management. He was responsible for the development of corporate and SME’s ratings models for Basel 2, has conceived the RAROC methodology used by the group, was also deeply involved in the implementation of the Basel 2 and 3 projects and of the economic capital framework.
Over the last years his activities focused mainly on the development and implementation of the Risk Appetite of the group and its use for strategic analysis and capital allocation, and defining interest rate and liquidity risk appetite and limits frameworks. He was also in charge of building and maintaining the recovery plan for the bank, and is responsible for the resolution unit.
He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries. He is also the author of a book “From Basel 1 to Basel 3” published at Mac Millan editions (London), and is in charge of a Financial Risk Management course at university of Liege (Belgium).He is in continual demand to speak at the most prestigious events on risk management and internal audit.
Feel free to suggest the topics that you would like to learn about at
our Advanced Risk Based Pricing In-House Training.
Request an Offer
Who should attend?
• ALM
• Controlling
• Credit portfolio management
• Strategic risk
• Audit
• Capital Management
• Corporate Banking
• Product Pricing
• Bank Consultants
• Banking regulators
