Alquid and Nfq are hosting the Conferencia Directiva del Sector Bancario en Perú, an executive conference for the Peruvian banking sector, at NM Lima Hotel on 10 and 11 November 2026, from 15:00 to 21:00 both days.

Over two afternoons, risk, treasury and finance leaders from Peruvian and international banks will discuss regulation, strategy and transformation to meet the new regulatory challenges of IRRBB and FRTB.

What's on the agenda

• IRRBB – Strategy, Regulation and Transformation: the first afternoon focuses on the new SBS requirements: ΔEVE and ΔNII calculation, stress scenarios and the modelling of non-maturity deposits.

• The role of the ALCO in IRRBB governance: keynote by Moorad Choudhry, Chair of the Board Risk Committee at SBUK Limited (in English).

• IRRBB banking panel: the main challenges for banks and the Peruvian market, with market risk leads from Banco Santander Perú and Scotiabank Perú.

• "En la Trinchera": the real cost of not managing IRRBB well, seen from the CFO's seat, with Andre Komander, CFO of Banco Falabella Perú.

• From models to operations: deposit modelling and the EBA vs SBS comparison, the implementation of EVE and NII calculation engines, and an integrated ALM target operating model across Risk, Treasury and Finance.

• FRTB: the second afternoon covers the regulatory challenges of FRTB and the transformation of the calculation engine.

Speakers: Moorad Choudhry (SBUK Limited), Andre Komander (Banco Falabella Perú), Julio Pasache (Banco Santander Perú), Johan Lara Vega (Scotiabank Perú) and, from Nfq, Arnau López, Diego Hinojosa, Roberto García, Juan Ruiz and Laura Gutiérrez.

Each afternoon closes with a networking cocktail.

All the details: https://www.alquid.io/conferencia-peru