

Why should you attend?
Balance Sheet Management USA is the go-to Congress for industry experts and professionals at global institutions looking to advance their professional development and make meaningful connections while learning to subject matter experts.
The full agenda and speaker line-up for 2023 will be launching soon. Register below for updates and be the first to find out when more information becomes available.
If you are interested in speaking at the upcoming Congress, please contact production@cefpro.com.

Key highlights
- GLOBAL ECONOMIC ENVIRONMENT:
Assessing the global economic environment to effectively manage economic recovery and increased inflation volatility
- INTEREST RATES :
Understanding the changing interest rate landscape and impacts across the industry
- LIQUIDITY:
Navigating changes in market liquidity and adapting strategy aligned with economic change
- DEPOSITS:
Managing the impact of deposit attrition on liquidity and implications for balance sheet management
- REGULATORY AGENDA:
Reviewing recent regulatory guidance and anticipating upcoming changes on the horizon
- STRATEGIC RISK:
Leveraging market intelligence to drive strategy and enable business decisioning
- SOFR:
Reviewing the impact of transitioning to SOFR and managing legacy contracts
- FTP:
Delivering effective funds transfer pricing capabilities and aligning with continued change
Interact with industry front-runners paving the way

An engaging and interactive agenda spread across 2-days
Participate in a comprehensive exploration of the topics at hand via presentations, panel discussions, and live Q&As to facilitate learning and engagement.

Listen in as subject matter experts share their knowledge
Our line-up of 30+ knowledgeable and experienced practitioners speakers bring the highest standard within the industry, offering fresh perspectives and insights for you to return to your department with.

7+ hours of available networking opportunities
Continue conversations from inside the auditorium over coffee, lunch, and at our complimentary drinks reception. Make meaningful career-long industry connections to use to your professional advantage.
Key speakers

Ralph Axel
U.S. Rates Strategist
BofA Securities, Inc.

Shahab Khan
MD, Head of Liquidity Policy
HSBC

Yujush Saksena
Managing Director, Treasury Risk
BNY Mellon

Thomas Braun
Head of Market & Treasury Risk
UBS Bank USA

Ty Lambert
Senior Executive Vice President
& Chief Risk Officer
Cadence Bank

Svilen Petrov
Managing Director, Balance Sheet Risk
Royal Bank of Canada

Oskar Rogg
Head of Treasury Americas
Credit Agricole

Ashutosh Tripathi
Managing Director
Mizuho

Jorge Segura
Senior Director ALM Market Risk
Santander US

Gautam Jha
Head of Liquidity and Funding Risk
MUFG
Session previews and related insights
Get an insight of what to expect from the Congress with our past and present speaker session previews.
Reviewing the impact of deposit attrition on liquidity and implications for balance sheet management
Reviewing the impact of deposit attrition on liquidity and implications for balance sheet management Svilen Petrov, Managing Director, Balance Sheet Risk, Royal Bank of Canada Below is an insight into what can be expected from Svilen's session at Treasury & ALM USA 2023. {{ vc_btn: title=Find+out+more+about+Treasury+%26amp%3B+ALM+USA&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Ftreasury-liquidity%252F }} The views and opinions expressed in this article
Developing a data strategy to reduce manual processes and leverage actionable insight
Developing a data strategy to reduce manual processes and leverage actionable insight Rajesh Kaveti, Director, BNY Mellon Below is an insight into what can be expected from Rajesh’s session at Treasury & ALM USA 2023. {{ vc_btn: title=Find+out+more+about+Treasury+%26amp%3B+ALM+USA&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Ftreasury-liquidity%252F }} The views and opinions expressed in this article are those of the thought leader as an
Reviewing the impact of macroeconomic events on credit risk and future risk mitigation
Reviewing the impact of macroeconomic events on credit risk and future risk mitigation Matthew Michel, SVP, Director of Quantitative Credit Modeling, Cadence Bank Below is an insight into what can be expected from Matthew’s session at Treasury & ALM USA 2023. {{ vc_btn: title=Find+out+more+about+Treasury+%26amp%3B+ALM+USA&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Ftreasury-liquidity%252F }} The views and opinions expressed in this article are those
Reviewing the impact of transition to SOFR and managing legacy contracts
Reviewing the impact of transition to SOFR and managing legacy contracts Frank Sansone, Treasurer, SVP, China Construction Bank Below is an insight into what can be expected from Frank’s session at Treasury & ALM USA 2023. {{ vc_btn: title=Find+out+more+about+Treasury+%26amp%3B+ALM+USA&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Ftreasury-liquidity%252F }} The views and opinions expressed in this article are those of the thought leader as
Speakers

Ralph Axel
U.S. Rates Strategist
BofA Securities, Inc.

Ralph Axel
Ralph Axel is a Director and U.S. Rates Strategist at BofA Global Research.
Axel, who joined the firm in June 2010, focuses on the analysis of U.S. rates markets, including treasuries, futures, swaps and agency markets. Regular Research publications include the Global Rates Weekly, Liquid Insight and World at a Glance. He was a #1 ranked analyst in the 2020 Institutional Investor Survey.
Previously, Axel was an interest rate strategist at Deutsche Bank Securities, where he specialized in dollar-denominated U.S. and European Agency bonds. Before that, Axel served as proprietary bond trader at Lehman Brothers and previously was the lead domestic U.S. rates strategist at HSBC Securities.
Axel received a bachelor’s degree in mathematics from the University of Massachusetts Amherst and an M.S. and Ph.D. in mathematics from the University of Illinois at Urbana-Champaign.

Thomas Braun
Head of Market & Treasury Risk
UBS Bank USA

Thomas Braun
Thomas Braun is the Head of Market and Treasury Risk for UBS Bank USA where he oversees the risk management infrastructure and risk profile across the bank’s businesses. Previously at UBS, he was head of the CUSO Liquidity and Funding Risk team, overseeing a team monitoring the complex risk profile of the UBS entities in the CUSO.
Prior to joining UBS in 2019, Thomas was Head of Liquidity Analysis at Societe Generale, where he developed the company’s liquidity and interest risk infrastructure, leading the implementation of the company’s liquidity risk framework including the firm’s liquidity stress testing covering a $200 billion sheet.
Previously, Thomas worked at Lehman Brothers within their ALM team and within AT&T Corp. Treasury, where he worked across Capital Market functions. He holds a BS in Finance and Accounting from New York University.

Bill Collette
Director, Business Development
Wolters Kluwer

Bill Collette
Bill has travelled extensively, working with banks in more than 20 countries globally. In his product management capacity, he managed several product suites and teams, across product lifecycles, including the launch of products focused on Balance Sheet management, Risk (Interest Rate, Liquidity, and Credit) and Financial performance.
Bill has worked in the financial services space for over 20 years in several senior roles, specifically within Product Management for more than 10 years. Bill is focused on delivering integrated finance, risk and regulatory compliance and reporting solutions to support regulated financial institutions in meeting their obligations to external regulators and their own board of directors.

Peter Dehaan
Global Head of Business Development – Cash and Liquidity Management
SmartStream Technologies

Peter Dehaan
Peter Dehaan has many years of experience within the banking sector. Prior to joining SmartStream he was at Lloyds Bank for over 8 years managing treasury and liquidity services for various sectors in the Commercial Bank, under the Global Transaction Banking umbrella. Previous to this, he was at Citibank for almost 16 years in a number of roles as a correspondent banker responsible for Financial Institutions, along with product management within Global Transaction Services.
Peter is the Global Head of Business Development for TLM Cash & Liquidity Management. Focussed on engaging with Banks to explore how SmartStream’s TLM Cash & Liquidity proposition can complement both new and existing clients. Partnership with Treasuries and Operations along with other significant stakeholders is key; and working with new technology innovations enables us help financial institutions to achieve improved operational efficiencies along with meeting regulatory requirements and stress testing obligations

Maria Rine Dunia
Technology Product Manager

Maria Rine Dunia
Maria currently works as a Product Manager for Liquidity Risk Solutions at Wolters Kluwer Financial Services. She started her career 9 years ago as a functional consultant working primarily on various liquidity implementation projects for Liquidity Coverage Ratio, Net Stable Funding Ratio and FR2052a for Category III & IV Banks and Foreign Bank Organizations.
Her early work also included the initial regulatory analysis and assistance in the development process for an automated liquidity solution for the American market. Maria is focused on delivering integrated finance, risk and reporting solutions to support financial institutions in meeting their regulatory compliance obligations.

Willy Gakunzi
Director, Specialized Consulting
Wolters Kluwer

Willy Gakunzi
Willy is the Director of Consulting for Wolters Kluwer’s Finance Risk and Reporting business, based in Toronto Canada. He has been with Wolters Kluwer for over 9 years and in the financial services industry for over 15. Willy holds a master’s degree in International Economics and Business from the University of Utrecht, The Netherlands. Willy and his team have extensive experience in implementing complex financial solutions in banking environments helping financial institutions find ways to manage every aspect of Risk including ALM and FTP.

Mike Guglielmo
Managing Director
Darling Consultancy Group

Mike Guglielmo
With over 30 years of experience in strategic risk management, Mike Guglielmo has provided technical and strategic consulting to a diverse group of financial institutions. Mike is also a frequent author and top-rated speaker on a variety of balance sheet and model risk management and operational risk management topics. He is the Immediate Past Chairman for the Financial Managers Society and is a faculty member for the FMS Institute.
During his tenure at DCG, Mike has served in various capacities, including director of financial analytics. In addition, he is a technical resource for the ongoing development of many of DCG’s quantitative and strategic risk management products and services. Prior to joining DCG, Mike managed the ALCO and strategic planning processes for a regional bank in the northeast. Mike is a graduate of Fairfield University with a degree in economics.

Vineet Gumasta
Head of Business Strategy, IBOR Transition
Rabobank

Vineet Gumasta
Vineet has 20+ years of experience with the Financial Institutions and had the privilege of working on newer and challenging opportunities across geographies, risk types (Market, counterparty, ALM and Liquidity) and asset classes. Vineet is currently Head of Business Strategy for IBOR transition at Rabobank working closely with Product Heads, CRO team and Control in delivery of Rabo’s Libor Transition activities and plan in accordance with USD Libor cessation timeframes.

Carles Herrero
Global Head of Solutions Sales
Mirai ALM Tool (Mirai Advisory)

Carles Herrero
Carles Herrero is Global Head of Solutions Sales at Mirai Advisory.
Carles and his team focus on helping banks modernize their ALM, Liquidity Risk, Balance Sheet Management, FP&A, Budgeting & Planning, and Regulatory Reporting functions.
Previously, Carles held several sales, business development, account management and presales positions in different vendors. Carles also worked for start-up companies in the areas of ALM and AI/ML applied to Credit Modeling.
He has worked in risk management for the last 19 years, serving banks and other financial institutions in 40+ countries around the globe.
Carles holds a bachelor’s degree in Telecommunications Engineering from UPC, Barcelona, and a Specialized MBA degree, with honors, from SDA Bocconi, Milan

Julian Horky
Head of Risk and Finance
Berenberg Capital Markets & Berenberg Asset Management

Julian Horky
Julian oversees Berenberg Capital Markets’ risk management program as the Head of Risk Controlling. Berenberg is a multinational full-service investment bank founded in 1590 with a significant presence in New York. Prior to returning to the industry, he consulted large financial institutions around the globe with a focus on Western Europe and North America. His financial and tech skills made him a trusted advisor across treasury, finance, ALM, and risk departments and a frequent speaker at industry events.

Rajesh Kaveti
Director
BNY Mellon

Rajesh Kaveti
Rajesh currently leads the Regulatory Reporting and CCAR initiative. He also has the oversight of some of Corp Treasury programs. Prior to this, Rajesh led many projects including Enterprise Data Services at BNY Mellon. Rajesh has over 20 years of experience in financial sector. Rajesh is fully hands on with strong interest in applying data science to different areas.
Rajesh is a constant learner and enjoys taking University level classes to expand his learning. He has Masters in Computer Science from University from Massachusetts, Boston. Recently his interests has shifted into Data Science area.

Gautam Jha
Head of Liquidity and Funding Risk
MUFG

Gautam Jha
Gautam Jha will be speaking at CeFPro’s Treasury and ALM Congress

Shahab Khan
Head of Liquidity Policy
HSBC

Shahab Khan
Shahab Khan currently works for HSBC USA in New York in Capital & Liquidity Policy Group as Head of Liquidity Policy. Prior to this, he was at JP Morgan Chase & Co. as subject matter expert. Before this, he worked for various financial institutions and was associated with one of the big four accounting firms in the financial advisory group at the beginning of his career. During his professional career, he has held various positions in Treasury and M&A groups. For the last several years, he has been dealing with regulations related to Capital, Liquidity, RWA, Market Risk etc. that are applicable in the U.S. In addition to MBA, he is also a Certified Treasury Professional. He is an avid reader and loves to travel.

Ty Lambert
Senior Executive Vice President & Chief Risk Officer
Cadence Bank

Ty Lambert
Ty Lambert joined BancorpSouth in 2006 and has held a variety of management positions with responsibilities contributing to balance sheet management, credit risk management, corporate planning, and modeling and forecasting. In his current role as Chief Risk Officer, his team is responsible for data analytics, regulatory compliance, enterprise risk management, vendor management, and Bank Secrecy Act/ Anti-Money Laundering efforts. Prior to joining BancorpSouth, Ty was an investment portfolio manager.

Michael Ivie
Managing Partner
Phyton consulting

Michael Ivie
Michael is a Managing Partner at Phyton Consulting, a specialized professional services firm that empowers data intensive businesses with subject-matter leadership and execution-focused delivery capabilities. Michael has over a decade of experience in Finance, Risk, Data Management, and Technology in both public and private sectors. His diverse background working across the enterprise and in numerous change management roles for many of the world’s leading financial institutions has helped him develop a unique perspective on how these organizations function and how to navigate a changing business, technical, and regulatory landscape.
Michael received an MS in Finance and an MBA in Risk Management & Insurance from Georgia State University’s J. Mack Robinson College of Business. He earned a Professional Risk Manager (PRM) certification from PRMIA, Basel Compliance Professional designation from BCPA, Project Management Professional (PMP) credential from PMI, and numerous professional industry licenses and data/IT certifications

Avi Lopchinsky
Head of Liquidity, Interest and Market Risk Management
Apple Bank

Avi Lopchinsky
Avi Lopchinsky is a senior Treasury Risk Professional with extensive leadership in building and leading Treasury(ALM/IRR, Liquidity, CCAR) and market risk teams. He currently works as Head of Liquidity, Interest, and Market Risk at Apple Bank. Avi has an in-depth knowledge of banking practices and drivers from a business and risk viewpoint.

Rob MacPherson
Head of Corporate Development
Phyton Consulting

Rob MacPherson
Rob MacPherson will be speaking at Treasury and ALM

Jennifer Matney
former Chief Financial Officer
National Advisors Trust Company

Jennifer Matney
Jennifer has over 20+ years in finance and risk management. She has worked for many companies with progressive leadership roles from analyst to CFO including the Federal Reserve Bank of Kansas City, Cerner, DST Output, Pioneer Services, UMB Financial Corp, and National Advisors Trust. Her experience ranges from corporate finance, treasury management, financial planning and analysis, model validation, third-party risk, corporate insurance, and leading teams of varying sizes.

Matthew Michel
SVP, Director of Quantitative Credit Modeling
Cadence Bank

Matthew Michel
Matthew Michel joined Cadence Bank in 2011. He is a CFA® charterholder and has held several positions within the Credit Department that include commercial underwriting, portfolio reporting, and MIS management. As Director of Quantitative Credit models, he leads a team that is responsible for managing the ACL using portfolio level credit models, developing and maintaining credit risk scorecards, and portfolio level stress models. Before joining Cadence Bank, Matthew worked in Retail Underwriting for Wells Fargo.

Charlie Peng
SVP and Head of Market Risk
Bank of China USA

Charlie Peng
Mr. Charlie Peng is currently a Senior Vice President and Head of Treasury at Bank of China USA, primarily responsible for managing the banking book interest rate risk, liquidity risk and funding operations, investment management and other treasury functions .
Prior to that, he was also Head of Market Risk Management at Bank of China USA, and a director in Global Risk Oversight group at American Express, mainly responsible for financial & treasury risk modelling and market risk oversight. He also worked at Bank of America Merrill Lynch and Deloitte.
He is a CFA and holds MS Computer Science from State University of New York at Binghamton, MS Economics at Fudan University and Bachelor at Nankai University in China.

Svilen Petrov
Managing Director – Balance Sheet Risk
RBC

Svilen Petrov
Svilen is currently with RBC as a Managing Director and is responsible for Balance Sheet Risk, Group Risk Management, Enterprise wide ALM, investment portfolios market risk, and liquidity risk governance, oversight, reporting, and model validation.
Prior to RBC, he held progressively senior roles in the Treasury and ALM management functions of large financial institutions in North America and Europe.

Susanne Robinson
SVP, Head of Liquidity Risk Oversight
First Citizens Bank

Susanne Robinson
Susanne Robinson leads the second line of defense Liquidity Risk Oversight function at First Citizens Bank. She joined First Citizens earlier this year when it merged with CIT Bank and became a Category IV bank with over $100bn of assets. Susanne had been with CIT since 2014 where she built the Liquidity Risk Oversight function and held roles in Model Validation, CCAR stress testing, and Resolution Planning.
Susanne has a PhD in Finance from Stanford University. Earlier in her career she worked in fixed income research and trading and financial analysis for securities litigation. She has also taught classes in fixed income and options markets at NYU and Columbia Business

Oskar Rogg
Head of Treasury Americas
Credit Agricole

Oskar Rogg
Oskar Rogg is Head of Treasury, Americas for Credit Agricole CIB. He joined the bank in 2006 after stints at Ernst & Young/Cap Gemini, a fin-tech boutique and 10 years running a startup consulting firm. Oskar began his career at First Boston (now Credit Suisse) where he developed software, worked in municipal finance and traded repo and municipal GICs. He has authored 15 books and articles, including chapters on repurchase agreements in the Handbook of Fixed Income Securities and the Handbook of Treasury Securities. He is a graduate of Cornell University and holds Series 7, 63, & 24 registrations and a PMP.

Yujush Saksena
Managing Director, Treasury Risk
BNY Mellon

Yujush Saksena
Yujush Saksena is currently a Managing Director in Treasury Risk at BNY Mellon.Prior to this he was the Head of Market Risk, GE Capital covering Interest Rate Risk, FX Risk and Commodities Market risk. Prior to this he was the Managing Director Market Risk for GECA and the Verticals and co-head of Interest Rate Risk oversight at GE Capital where his primary responsibilities included providing Independent Market Risk oversight of GE Capital Americas and GE Capital’s Global Commercial Real Estate, Aviation Financial Services, North American Life and Health and, until full divestiture, Synchrony. Prior to SIFI de-designation he was responsible for strengthening the independent oversight and challenge of IR risk, including evolution of IRR Policy, Standards and Procedures framework
Prior to joining GE Capital Yujush was at Citigroup, where was the Managing Director Interest Rate Risk Oversight and Market Risk Manager for the Retail Asset businesses. In his 23 years at Citi he held a number of roles in Market Risk and Finance, including Market Risk Manager for Latin America Retail bank. While at Citi, he also worked on developing and implementing a standard NII forecast process across Finance, Risk and Treasury at Citi.
Yujush holds an MBA from The Indian Institute of Management, Bangalore India and has an undergraduate degree in Engineering and a Master’s in Economics. He also holds CFA and FRM certifications.

Frank Sansone
Treasurer- SVP
China Construction Bank

Frank Sansone
Frank Sansone is Treasurer and SVP of China Construction Bank NY branch. Frank joined CCBNY in 2014, and he is primarily responsible for all branch treasury activities including balance sheet management, interest rate, funding, liquidity and forex risk. Previously, Frank served as Treasurer for Dexia US operations where he was responsible for global USD liquidity & interest rate risk. Prior to Dexia, he was the Treasurer of National Bank of Kuwait US operations.
Visionary problem solver & diplomatic change agent, Frank currently leads the NY branch Libor Transition Working Group. Frank has also led CCB’s effort as co-chair on US RMB Working Group successfully securing the regulatory approvals for the launch of an RMB clearing hub in the US. Frank is a seasoned liquidity stress manager having successfully chaired the US Liquidity Contingency Committees overseeing Dexia’s global USD liquidity management efforts during the crisis of 2008, 10 & 11, National Bank of Kuwait USD operations during the Iraqi invasion of Kuwait and most recently CCB during the 2020 Pandemic systemic liquidity stress.
Frank is a subject matter expert and regular industry speaker on China macroeconomics, managing China risk, and Treasury management best practices, including Liquidity, FTP, Libor transition, interest rate risk and balance sheet management. Frank has spoken at numerous Association of Financial Professional conferences on the benefits of RMB internationalization in RMB trading and corporate risk management and on Liquidity, IRR Risk, Funds Transfer Pricing and Libor-SOFR transition. He launched and is the author of the CCBNY China Update, with the objective of educating and facilitating a better communication and understanding of China’s evolving economic and regulatory framework for our local U.S. corporate and financial clients.
Frank graduated with a Juris Doctor from Fordham University School of Law and a Bachelor of Science in both Economics and Finance at the State University of NY at Albany.

Aaron Sanders
Practice Lead, Liquidity Risk Management
QRM

Aaron Sanders
Aaron Sanders is the Liquidity Risk Practice Leader at QRM. His efforts have been central to the firm’s success over the past decade in assisting its clients to navigate through the ever evolving requirements within liquidity risk management. He has consulted with QRM clients around the world and is frequently asked to present at industry conferences, as well as in front of regulatory bodies and financial firms. He carries a BA in Economics from the University of Chicago.

Jorge Segura
Senior Director ALM Market Risk
Santander US

Jorge Segura
Jorge is a Senior Director at Santander in the Market Risk department. Mr. Segura oversees Asset Liability Management exposure of all Santander US and as such provides challenge to Treasury department, participates in the ALCO and acts as Secretary in the Market Risk Committee. As Second Line of Defense, he also provides an independent view to ALM functions and is responsible of the European Regulatory reporting. He has experience dealing with dual regulation (US and Europe) and lead the implementation of IRRBB Guidelines in Santander US. Jorge’s experience includes interest rate risk, liquidity risk and trading risk management. Prior to be transferred to Boston, Jorge was Market Risk Head in Puerto Rico and before he worked in Santander Peru and in the Front Office.

Ashutosh Tripathi
Managing Director
Mizuho

Ashutosh Tripathi
Result oriented finance professional with 20 years of successful track record in Portfolio Management, Client Advisory, Structuring, Research, Treasury Management, ALM and New Business Development. Recognized by clients, peers and colleagues for innovative solutions, team building skills, ability to take charge, ethical approach and commitment to excellence. Demonstrated ability to consistently identify and generate successful client focused investment ideas that have always led to a strong long-term relationship with clients.
Extensive experience in creating overlay solutions using Interest Rates, FX and Credit derivatives for both fast money and real money accounts Entrepreneurial spirit, extensive management experience leading diverse teams and cross-functional projects

Steve Turner
Managing Director
Empyrean Solutions

Steve Turner
Steve is a Managing Director at Empyrean Solutions focused on introducing Empyrean to some of the largest, most sophisticated banks in North America, the UK, EU, and Asia-Pacific. In this role, he leverages his experience as a successful financial services industry executive and consultant leading engagements in treasury, liquidity management, balance sheet and capital strategies, finance, regulatory risk compliance, and credit portfolio oversight.
He regularly presents and chairs industry risk conferences. Steve has published in numerous industry journals including Bank Director, Bank Accounting and Finance, Commercial Lending Review, and American Banker.
Prior to joining Empyrean Solutions, Steve held Managing Director positions at Novantas and First Manhattan Consulting Group. He started his career leading treasury at Shawmut National Corporation, a leading Northeast regional bank. He has an undergraduate degree in economics from Allegheny College with honors and an MBA in finance from Tulane University.

Richard Vera
First Vice President
Israel Discount Bank

Richard Vera
Richard Vera is a Senior Vice President and Director of Treasury Liability Management at IDB, a position he has held since January 2007. In this role, he oversees IDB’s liquidity management, funding, FTP, structured derivatives trading, Treasury Products & Services and International Finance. He additionally holds the distinction as the Deputy Chair of the Libor Transition Committee and holds responsibilities serving on Bank and global committees such as Asset Liability (“ALCO”), Investment Risk, Market and Liquidity Risk, Credit Risk and New Products Committees.
Richard is a financial professional with more than 25 years diverse industry experience across the financial services sector. Prior to his current responsibilities with IDB, Richard served as the Head of the Latin America Lending and Investment team, alter to become the Head of Structured Derivatives. He has additionally held several notable leadership positions with Scotiabank Uruguay (formerly DBLA) and Atlantic Bank of NY (currently NY Commercial Bank).
Richard studied economics in Universidad Catolica de Santiago de Guayaquil and holds a Bachelor’s degree in business management from Berkeley College. A noted expert within his field, he has participated a s a guest speaker for industry associations and conferences, including Marcus Evans and Risk Management Association Conferences.

Linda Weber
SVP, Cash Management
Israel Discount Bank

Linda Weber
Linda Weber is a Senior Vice President of Cash Management, Payments & Merchant Services Products for IDB Bank. In this role, she leads the Corporate Cash Management business in New York City, serving middle market businesses across a variety of verticals and regions, as well as private banking clients.
A seasoned professional leveraging more-than 30 years of experience, Linda has served in notable leadership roles across the financial services and financial technology sectors with various companies, including Chase Manhattan Bank (currently J.P. Morgan Chase & Co.) in NYC, CoreStates Bank in Philadelphia, Fiserv, Inc. and eCharge Corporation.
Linda lives in Berkeley Heights, NJ with her husband. She received her MS and BS degrees from the University of Rochester, Rochester NY

Isaac Wheeler
Head of Balance Sheet Strategy
Derivative Path, Inc.

Isaac Wheeler
Isaac Wheeler is Head of Balance Sheet Strategy at Derivative Path, Inc. where he helps financial institutions structure and execute hedging transactions. Before joining the firm Isaac spent five years at MFS Investment Management supporting execution of fixed income, currency and equity derivatives. He also spent time in MFS’s portfolio risk and technology teams. Isaac has a B.A. in Economics from Boston University.

Allen Whipple
Founder and Managing Director
ActiveViam

Allen Whipple
Allen Whipple is Managing Director and one of the founders of ActiveViam. In his current role, he oversees commercial operations and is focused on expanding ActiveViam’s channel partners, including OEMs, Value Added Resellers (VARs) and integrated software vendors (ISVs). By joining forces with partners, Allen ensures that ActiveViam expands its offering within an ecosystem of integrated solutions to better address customer needs. Previously Allen was a co-founder of Summit Systems and at various times managed development, financial engineering, and the Americas.

Oscar Zheng
Director, Head of Model Risk Management, ALMT, Asset Management, CCAR, Compliance, and Global Market AI/ML Models
BNP Paribas

Oscar Zheng
Oscar is currently with BNP Paribas, in NY, as a Director, the Head of ALM&T and Asset Management Model Risk Management and the Validation Manager for CCAR, Compliance and Global Markets AI/ML models.
Prior to this role, Oscar enjoyed his 12+ year career in the risk management across different locations: Tokyo, London, Brussels and London, by enhancing risk management practices with local lines of business and supervisors. As the Head of Market and Counterparty Risk Model Validations, BNP Paribas, Americas, he also played a major role as the second line of defense in enhancing these models by leading global teams in Europe and in North America.
Oscar, FRM, holds a Master’s degree in quantitative finance from the École Mines de Paris, France
Sponsors
Knowledge partner

ActiveViam
ActiveViam provides precision data analytics tools to help organizations make better decisions faster. ActiveViam started in 2005 with the vision of leveraging in-memory technology to create an analytics platform where businesses could leverage the largest data sets without restrictions, keep them up-to-date in real time and use them to empower their decision makers. Our goal at ActiveViam, is to let organizations not only make decisions faster, but better; to not only reach their data, but their potential; to not only see their data, but find their way into the future.

Wolters Kluwer’s
Wolters Kluwer’s Finance, Risk & Reporting business is a market leader in the provision of integrated finance, risk and regulatory compliance and reporting solutions, supporting regulated financial institutions in meeting their obligations to external regulators and their own board of directors. Wolters Kluwer (WKL) is a global leader in professional information, software solutions, and services for the health, tax and accounting, governance, risk & compliance, and legal & regulatory sectors. We help customers make critical decisions every day by providing expert solutions that combine deep domain knowledge and specialized technology and services.
Co-sponsors

DCG
Darling Consulting Group is a leading provider of risk management consulting and strategic advisory services to the banking industry. DCG’s services include independent strategic ALM consulting, model risk management and validation, education, and decision-making support tools. With over 40 years of experience, our expert strategic advice is tailored specifically to each institution’s profile and risk tolerances.

Empyrean Solutions
Empyrean Solutions provides sophisticated Balance Sheet, Risk and Performance Management applications designed to meet the needs of the CFO. Empyrean supports the only fully integrated ALM, Liquidity, Budgeting, and Profitability system built from the ground up with full integration across platforms. State of the art software combined with unparalleled customer support has made Empyrean the fastest growing risk and finance platform for financial institutions in the market today.

MAT
MAT is a new generation ALM tool that leans on state-of-the-art technologies with the goal of evolving the balance sheet management to a new paradigm. MAT is not just a calculation engine, it engloves the three components of a traditional architecture – Data loading, calculation engine and advanced reporting – allowing the user to devote more time in analyzing the data instead of its generation. MAT is not just a management tool, it has been developed in order to cover both the management and regulatory requirements for interest rate risk and liquidity risk.
Because of the technologies involved, MAT is able to load and compute the data at the contract level. It incorporates an advanced set of dynamic reports ready for use as Repricing Gap, Sensitivity Analysis for NII and MVE, Survival Horizon and Liquidity Gap, LCR, NSFR among others but also to create as many reports as the user wants through a powerful web reporting design.
MAT is a tool that offers some innovative functionalities such as: ALCO simulations, self-calibrated new business, manual entries module, MAT is available on mobile devices, cloud solution, data analytics module, etc.
MAT, rethinking the ALM

Phyton Consulting
Phyton Consulting focuses on the most complex initiatives facing our clients and strives to be the best subject matter-led, execution-focused group on the street. Our services are conceived to address your industry-specific business and data challenges with the right blend of tactical and strategic execution. Phyton excels at enhancing the way organizations approach change across people, culture, processes, and technology. Our cross-industry understanding of Data Management best practices is our core strength. By integrating Phyton’s refined data framework and the core governance pillars that support it with subject-matter expertise, we are driving the harmonization of best practices across industries.

Quantitative Risk Management (QRM)
Quantitative Risk Management (QRM) is the world’s premier consulting firm focused on balance sheet management and mortgage analytics. Since 1987, QRM has partnered with institutions from the banking, finance, and insurance industries to enhance their ability to achieve higher risk-adjusted returns. We develop industry-leading risk management principles, practices, and models, and provide our clients the advice, knowledge, and tools necessary to leverage our innovations toward better decision making and improved operational efficiency. With offices in Chicago, London, and Singapore, QRM has established over 250 long-term engagements with top financial institutions worldwide.
Associate sponsors

SmartStream
SmartStream is a recognised leader in financial transaction management solutions that enable firms to improve operational control, reduce costs, build new revenue streams, mitigate risk and comply accurately with the regulators. By helping its customers through their transformative digital strategies, SmartStream provides a range of solutions for the transaction lifecycle with AI and machine learning technologies embedded – which can be deployed in the cloud or as managed services. As a result, more than 2,000 clients – including 70 of the world’s top 100 banks, rely on SmartStream Transaction Lifecycle Management (TLM®) solutions to deliver greater efficiency to their operations. For more information about SmartStream visit: www.smartstream-stp.com.

Derivative Path
Derivative Path is an award-winning and industry-leading provider of capital markets technology and derivatives execution services. The Company has developed a technology-led solution to assist financial institutions, buy-side, and commercial end-users in executing and managing their international payments, foreign exchange, over-the-counter commodity and interest rate derivative transactions. Founded by derivatives industry veterans, Derivative Path is on a mission to democratize access to capital markets products and technologies for all market participants.
Content and media partners

CeFPro Connect
CeFPro Connect aims to connect industry experts through thought leadership content and timely news, written for the industry, by the industry. Gain unlimited access to CeFPro’s unparalleled library of resources including iNFRont Magazine, market intelligence reports, filmed presentations, insights Q&A’s, and much more.
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Venue & FAQs
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Frequently Asked Questions
Can I share my thought leadership at Treasury & ALM USA?
Will there be opportunities to network with other attendees?
- Breakfast, lunch and refreshment breaks
- Drinks reception at the end of day-1
- Q&As, panel discussions, and audience participation technology
What is included within the registration fee?
Where can I find the Congress documentation and speaker presentations?
* Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.
Will breakfast, lunch and refreshment be provided?
Are there any rules on dress code?
Are CPE Credits available?
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