8:00 Registration and Breakfast | 8:50 Chairs opening remarks 

Day 1 Moderator: Michael Ivie, Managing Partner, Head of Financial Services Consulting, Phyton Consulting


9:00 Impact of Covid-19 on ALM & treasury management and managing volatility moving forward

  • Changes in market behaviors
  • Evaluating the forward looking impact of government stimulus
  • Unemployment and labor force participation outlook
  • Lending strategies to drive improvement in or protect net interest margin
  • Rebalancing cash flow during the economic recovery
  • Monetary policy moving forward

Paige WisdomBoard DirectorMorgan Stanley Bank N.A
Mark Cabana, Head of US Rates Strategy, Bank of America

9:45 Added value of advanced analytics and AI for treasury and ALM

  • Data integrity by design
  • Advanced modelling (GANs, Deep RL, etc.)
  • Behavioural Modelling

Bertrand HassaniManaging Partner, Group CEOQuant AI Lab

10:20 Morning refreshment break and networking 



Moderator: Bertrand HassaniManaging Partner, Group CEOQuant AI


10:50 Impact of excess liquidity on net interest margins and treatment in a a changing environment

  • Impact of low interest rate environment
  • Inflow of liquidity into institutions
  • Laying off liquidity into lower yielding investments
  • Approaches to drive loan growth and deploy excess liquidity
  • PPP impact on net interest margin

Mark Benaharon, ERM: Director of Liquidity, Interest Rate, Captial Stress Testing and Strategic Risk Management, New York Community Bank
Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS
Jeff Prelle, SVP Risk Analytics, BancorpSouth


11:25 Reviewing the status of inflation and impact of uncertainty on balance sheet positions

  • Inflationary pressure and impact on interest rates
  • Status on inflation – is it still viewed as transitory?
  • Impact of inflation on short, medium and long term rates
  • Shape of yield curve implications on balance sheet position
  • Impact of global stimulus on sustained inflation
  • Hedging interest rate risk associated with inflation

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS
Mike Guglielmo, Managing Director, Darling Consulting Group

12:10 Lunch break and networking

1:10 Developing a blueprint for improving your ALM process

  • Improved quality and breadth of analytical output
  • Roadmap for integration
  • Timeliness is reliability
  • quantifying the impact and cost of gaps
  • building the business case to remediate
  • forming the strategy for straight-through processing
  • What you can achieve and the financial benefit of improved timeliness reliability and scope

Jim Devern, Sales Manager, Mirai ALM Tool


1:45 Driving finance transformation and performance management for enhanced balance sheet management

  • Integration of ALM within portfolio management for oversight across teams
  • Evolution of balance sheet management
  • Enhancing calibration of calculation
  • Access to loans and deposits to understand contractual profile
  • Extending to financial reporting, profitability and risk analytics
  • Moving beyond traditional balance sheet management
  • Building transparency across the frameworks
  • Developing concise risk metrics for portfolio
  • Setting a well-defined risk appetite across teams

Bill Collette, Director, Market Development, Wolters Kluwer


2:20 Ensuring effective interest rate risk management to comply with regulatory and audit requirements

  • Regulatory expectation and the role of internal audit
  • Corporate governance
  • Interest rate risk identification
  • Economic value and Earing based measurement
  • Model risk management
  • Monitoring and reporting
  • Risk mitigating

Erjun Chen, Audit Director, CIT


2:55 Building a holistic view of liquidity and assets to develop effective contingent funding plans

  • Stress testing liquidity scenarios and requirements
  • Identifying liquid assets
  • Periodic monitoring process
  • Governance of liquidity management
  • Initiating funding alternatives
  • Recalibration for future changes

Ashish Deccannawar, Director Liquidity Strategy & Governance, TD Bank


Moderator: Michael IvieManaging Partner, Head of Financial Services ConsultingPhyton Consulting


10:50 Enhancing models and forecasting capabilities for strategic decision making

  • Benefiting from enhanced data governance and oversight
  • Developing robust model risk frameworks
  • Tuning models for better forecasting
  • Leveraging internal data science practices
  • Augmenting stress test scenarios

Mike Guglielmo, Managing Director, Darling Consulting Group


11:25 Collecting data at the right granularity to support risk calculations and finance analytics

  • Real time data
  • Developing an efficient data feedback loop
  • Leveraging visualization tools for business intelligence
  • Data validation and governance
    • One source of record
    • Access to consistent and reliable data

Jessica Rice, Director, Senior Data Scientist, ZM Financial Systems, a Moody’s Analytics company
Allen Whipple
, Founder and Managing DirectorActiveViam
Anthony Jerkovic
, Head of Data & Risk, Novo
Jeff Prelle
, SVP Risk Analytics, BancorpSouth

12:10 Lunch break and networking

1:10 Risk as a service: a real application of new technologies

  • How did banking technology evolve? What does that mean for the treasurer?
  • How can we make use of new technologies to add functionality quickly?
  • How can we leverage cloud and platforms to get risk measures and controls?

Pedro PorfirioGlobal Head of Treasury, Capital Markets and Risk, Finastra
Mehdi BouasriaDirector Risk Product Management, Finastra


1:45 Effective challenge of processes to better assess liquidity management in banks

  • Structures to manage liquidity day-to-day
  • Monitoring net funding requirements
  • Internal controls and risk management processes
  • Managing marketing access and diversification
  • Developing contingency plans in light of recent pandemic scenarios
  • Managing public disclosure and regulatory examinations

Hugo Ramirez, Operational Risk and Third-Party Risk Management Senior Audit Specialist, BBVA New York


2:20 Effectively using FTP to determine management actions to add shareholder value and evaluate business line performances

  • FTP curve composition without a LIBOR option
  • Rethinking treatment of the liquidity premium and buffer portfolio
  • Different perspectives on application of FTP
    • Treasury
    • Financial planning and analysis
    • Lines of business

Steve Turner, MD, Empyrean Solutions
Kimy Metivier, Principal – Risk Management,  Empyrean Solutions


2:55 Liquidity - a brief look back and a serious look forward

  • Assessing the impact on intraday liquidity management
  • Addressing the vital users of liquidity through analytics
  • Reinvention through Innovation
  • Project Deployment – Cloud versus Premise
  • Out of the shadows – Stress Testing from a Regulatory ask to a key business process

Peter Dehaan, Business Director – Cash and Liquidity Management, SmartStream Technologies Limited

3:30 Afternoon refreshment break and networking

Moderated by: Bertrand Hassani, Managing Partner, Group CEO, Quant AI Lab


4:00 Managing model risk with move to alternative reference rates

  • Models built based on LIBOR and historical behaviors
  • Transition to more than one alternative reference rate: will this be product specific?
  • Understanding impact on credit spreads
  • Valuation models
  • Implementation and testing approaches
  • Updating third party models

Fernando Carbone, Treasury & Risk Senior Specialist, Inter-American Development Bank
Mark Benaharon, ERM: Director of Liquidity, Interest Rate, Captial Stress Testing and Strategic Risk Management, New York Community Bank
Oskar Rogg, MD, Head of Treasury Americas,  Credit Agricole 


4:25 Managing uncertainty in financial markets with sustained volatility

  • Managing uncertainty in money markets
  • Impact of volatility in overnight rates
  • Uncertainty in credit and derivatives markets
  • Long term rates after LIBOR transition
  • Scenario analysis and business planning

Charlie Peng, SVP and Head of Treasury, Bank of China

5:20 Chair’s closing remarks

5:30 End of day 1 and networking drinks reception

8:00 Registration and breakfast | 8:50 Chairs’s opening remarks

Day 2 Moderator: Steve Turner, Managing Director, Empyrean Solutions


9:00 Overview of the regulatory landscape and convergence for holistic management

  • Money market reforms
  • Changes to supplementary leverage ratio
  • Future of regulation and new regulatory rules
  • Managing regulatory risk and restraints

Jay Johnson, Assistant General & Auditor, PNC


9:35 Overview of the regulatory landscape and convergence for holistic management

  • New treasury operating model
  • Streamlining the front to back integration
  • Optimizing regulatory risk beyond compliance

Sophie Marnhier-FoyGlobal Head of Product Marketing, Adenza

10:20 Morning refreshment break and networking 


10:50 Reviewing the results of Infor's market survey and the impact of faster payments impact on treasury

  • Changes to treasury resulting from instant payments
  • Readiness and maturity within the market’s treasury management systems
  • Managing instant demand for liquidity
  • Impact to earnings from long and short liquidity positions

Don Gibson, Enterprise Financial Services and Banking Solutions, Infor


11:35 Address Federal Reserve's demanding enhancements and accelerate digital transformation

  • Overview of Federal Reserve’s recent updates on Liquidity Reporting (NSFR, 6G)
  • 2052a (6G) enhanced reporting requirements impacts on treasury and liquidity risk processes
  • Interconnectivity between treasury, finance data, line of business reporting and reconciliation processes (while addressing the granularity of liquidity data reporting requirements)
  • Emphasis on liquidity buffer optimization in the rising IR environment (tools/oversights/ limits sophistications)
  • Beyond regulatory reporting (leverage granular data for ILST, MI reporting, risk oversight, variance analysis and optimization)

Michael Ivie, Managing Partner, Head of Financial Services Consulting, Phyton Consulting
Chandra DasariExecutive Consultant, Phyton Consulting

12:10 Lunch break and networking 


1:10 Optimizing the balance sheet and understanding ALM positions to drive business decisions

  • Understand ripple effects across the business
  • Optimizing the balance sheet from a risk/reward perspective
  • Alternative investments
  • Opportunities and risks related to extending duration in assets
  • Assessing alternative lending and funding strategies to expand or preserve net interest margin
  • Hedging strategies for the current environment

Oliver Jakob, International CRO, Former MUFG
Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation
Michael Huff, Senior Director, Portfolio Management & Asset Allocation, TIAA


1:45 Managing increase in liquidity throughout the pandemic and impact on future planning

  • Treatment of excess liquidity and where to deploy it
  • Analytics to determine how long deposits will stay
    • Account level analysis to monitor behavior of segments
    • Understanding repricing sensitivities and changes in deposit decay rates
  • Changing pricing strategies to reflect changes in liquidity

Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation

2:20 Afternoon refreshment break and networking 


2:35 Reviewing effect of quantitative easing on bank balance sheets

  • Increased level of investments on bank balance sheets and effect in the bond market
  • Impact on funding mix and cost
  • Volatility of short term and intraday rates
  • Preparing for the end of quantitative easing

Oskar Rogg, MD, Head of Treasury Americas, Credit Agricole


3:10 Incorporating ESG into frameworks and impact of product and investment changes on balance sheet

  • How corporate treasury can drive ESG initiatives
  • Investment behaviors to support ESG agendas
  • Developing a framework to account for climate risks
  • Preparing for environmental disruptions

Jason Wang, CRO, Synergy Credit Union
Tess Virmani, Associate General Counsel & Executive Vice President, Public Policy, LSTA

3:55 Chair’s closing remarks
4:00 End of Congress