Capital Markets School - October 2023

Capital Markets School Minneapolis, MN October 16-20, 2023

Embassy Suites by Hilton - Minneapolis Downtown Meeting Room: Plymouth Ballroom B

Monday, October 16, 2023 7:30 am – 8:30 am

Registration Outside Plymouth Ballroom Welcome & Introductions

8:30 am – 10:00 am 10:00 am – 10:15 am 10:15 am – 11:30 am 11:30 am – 1:00 pm 1:00 pm – 2:30 pm 2:30 pm – 2:45 pm 2:45 pm – 4:30 pm

Break

Size and Complexity Defined

Lunch on your own

Yield Curves, Economic Data, and Forecasting

Break

Liquidity Adjourn

4:30 pm

Networking Reception Outside Plymouth Ballroom

5:30 pm – 7:30 pm

Tuesday, October 17, 2023 8:30 am – 10:00 am

Sensitivity to Market Risk

10:00 am – 10:15 am 10:15 am – 11:30 am 11:30 am – 1:00 pm 1:00 pm – 2:00 pm 2:00 pm – 2:15 pm 2:15 pm – 3:15 pm 3:15 pm – 3:30 pm 3:30 pm – 4:30 pm

Break

Independent Review and Lines of Defense

Lunch on your own CSBS Data Analytics

Break

Model Risk Management

Break

Questions and Review

4:30 pm

Adjourn

Wednesday, October 18, 2023 8:30 am – 10:00 am

Balance Sheet Structure

10:00 am – 10:15 am 10:15 am – 11:30 am 11:30 am – 1:00 pm

Break

Balance Sheet Structure

Lunch on your own