IBOR USA

Exploring the latest trends, developments and practical challenges ahead of LIBOR transition

IBOR USA

May 11, 2020 | New York City | Marriott Downtown

GLOBAL RATES
Exploring the variations in global rates and the challenges of adapting to multiple currencies

TERM RATE
Exploring the next steps and developments associated with the term rates

PRODUCT DESIGN & PRICING
Discussing the challenges of designing and pricing new products to be commercially viable

UPDATES FROM THE ARRC
Discussing the ARRC’s progress to date and priorities going forward in the transition

SOFR
Reviewing the latest SOFR developments and the key market trends as firms prepare to move onto alternative rates

DERIVATIVES
Assessing the current behavior and future expectations of the derivatives market

DOCUMENTATION
Exploring the practical challenges and industry approaches of updating documentation and legacy contracts

MODELLING
Understanding the changes to modelling requirements needed to facilitate transition

IBOR Forum Speakers
New York, NYC, March 14th 2016, Mr. Tom Wipf serves as Managing Director and Global Head of Bank Resource Management (BRM) for Morgan Stanley. Tom is interviewed by Yu Wong for a new digital piece on Morgan Stanley. Photography Christopher Lane/ Contently

Tom Wipf
Vice Chairman of Institutional Securities, Morgan Stanley / Vice Chairman
ARRC

Chris Killian

Chris Killian
Managing Director, Securitization and Corporate Credit
SIFMA

Mark Cabana

Mark Cabana
Head of US Rates Strategy
Bank of America

Priya Misra

Priya Misra
Head of Global Rates Strategy
TD Securities

Xiaobo Liu

Xiaobo Liu
Head of Markets Model Validation / Managing Director, Corporate Model Risk Management
Wells Fargo

Josh Younger

Josh Younger
Managing Director
JP Morgan

FIND OUT MORE HERE

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

 

8:15 Registration and breakfast

8:50 Chair’s opening remarks

Fireside Chat – ARRC
09:00 Discussing the ARRC’s progress to date and priorities going forward in the transition

  • Background: what progress has been made over the past 6 months?
  • Discussion of term SOFR
  • Direction of loan and bond markets
  • Discussion of legacy contracts
  • How will LIBOR end?
  • ARRC priorities for the next 12 months

Tom Wipf, Vice Chairman of Institutional Securities, Morgan Stanley  / Vice Chairman, ARRC

Global Rates – Panel Discussion
09:35 Exploring the variations in global rates and the challenges of adapting to multiple currencies

  • UK, US, Europe, Japan – SOFR, SONIA, ESTER & TONAR
  • Market adoption timelines
  • Liquidity in the various markets
  • Creating multi-currency products
  • Exposure to different benchmark rates
  • When will LIBOR officially end globally?
  • Managing volatility as we move closer to expiration

Gennadiy Goldberg, US Rates Strategy, TD Securities

10:15 Morning refreshment break and networking

SOFR
10:45 Reviewing the latest SOFR developments and the key market trends as firms prepare to move onto alternative rates

  • Development of other alternatives
  • SOFR vs SONIA
  • Liquidity in the SOFR market
  • When will SOFR become a fully functioning index?
  • Switch from Fed funds to SOFR alignment discounting
  • Trading SOFR based products
    • Mortgages
    • Understanding use in cash products and loans

Mark Cabana, Head of US Rates Strategy, Bank of America

Derivatives
11:20 Assessing the current behaviour and future expectations of the derivatives market

  • Market liquidity
  • Direction of loan and bond markets
  • Transitioning derivatives to overnight rates
  • Managing uncleared and exotic derivatives
  • Handling swaptions and settlement
  • Hedging risk
  • Understanding cash flow needs and planning for payments

Josh Younger, Managing Director, JP Morgan

Term rate
11:55 Exploring the next steps and developments associated with the term rates

  • Regulatory developments
  • Liquidity in term rates
  • Industry approaches
  • Fixing term rate language
  • Term rate for future contracts
  • Challenges of reviewing models or assess investments in the future
  • Understanding the term rate options
  • Governance perspective

Sonali Das Theisen, Head of Fixed Income Market Structure and E-Trading, Bank of America

12:30 Lunch break and networking

Product Design & Pricing
1:30 Discussing the challenges of designing and pricing new products to be commercially viable

  • Approaches to pricing
  • Avoiding differences in old and new pricing
  • Economically viability vs charging too much
  • Additional charges
  • Cash products and cash loans
  • Compounding in arrears vs compounding in advance
  • Building capabilities in house vs vendors
  • Communicating differences

Modelling
2:05 Understanding the changes to modelling requirements needed to facilitate transition

  • Modelling the impact of LIBOR on individual institutions and the wider industry
  • Adapting/changing models linked to LIBOR
    • Ability to handle the negative rates and different LIBOR components
  • Recalibrating correlations, volatility metrics and basis risk
  • Impact on the overall business
  • Reducing work load on model redevelopment

Xiaobo Liu, Head of Markets Model Validation/Managing Director, Corporate Model Risk Management, Wells Fargo

Documentation – Panel Discussion
2:40 Exploring the practical challenges and industry approaches of updating documentation and legacy contracts

  • Changing legal agreements and fall back language
  • When and how to convert legacy contracts?
    • Negotiating contract by contract
  • Ensuring third party terms have also been changed
  • Changing dynamic for cash products
  • On boarding clients to new contract terms
  • Managing variations in products and region

Chris Killian, Managing Director, Securitization and Corporate Credit, SIFMA
Alexis Pederson, Senior Company Counsel, Wells Fargo
Tess Virmani, Associate General Counsel & Executive Vice President, Public Policy, Loan Syndications & Trading Association
Priya Misra, Head of Global Rates Strategy, TD Securities

3:20 Afternoon refreshment break and networking

Technology & IT
3:50 Discussing the IT and technology needs to facilitate transition and trade new products

  • Using innovation to facilitate the swapping/changing of terms
  • Platforms to reduce exposure
  • Approaches from larger and smaller firms
  • Complications of re-booking trades
  • Developing internal tools vs using vendors
    • Ensuring vendors can deliver
  • Having solutions available come the day of transition
  • Combining IBOR teams and IT departments

Implementation Challenges
4:25 Understanding the operational and internal implications associated with the removal of LIBOR

  • Internal coverage of documentation, contracts and products
  • Potential treasury related issues of SOFR issuance
  • System readiness – Adapting systems to the new rate
  • Governance on end user impacts – Answering client questions
  • Legal obstacles of amending contracts

Sheryl King, Advisor, Bank of Canada

5:00 Chair’s closing remarks & End of Forum

IBOR Forum Speakers
Mark Cabana

Mark Cabana
Head of US Rates Strategy
Bank of America

Biography

Mark Cabana is the head of US Short Rates Strategy at BofA Merrill Lynch Global Research, based in New York. In this role, he publishes research and trade recommendations covering US short-term interest rates and macro strategy. He also meets regularly with a broad range of clients to discuss the firm’s views on Fed policy, interest rates and financial regulation. He has been with the firm and in this role since 2015.
Before joining the firm, Cabana worked as an officer in the Markets Group at the Federal Reserve Bank of New York, which he joined in January 2007, analyzing global macroeconomic conditions and financial markets. Prior to that role, he was a senior trader/analyst on the Fed’s Treasury Market Policy staff.
Cabana earned a bachelor’s degree in political science and Asian studies at Furman University and a master’s degree from Johns Hopkins University in international relations. He is a CFA charterholder.

Gennadiy Goldberg

Gennadiy Goldberg
US Rates Strategist
TD Securities

Biography

Gennadiy Goldberg is a US Rates Strategist at TD Securities, conducting research and providing market commentary on interest rates and the US economy. Gennadiy focuses on Treasuries, swaps, TIPS, supranationals and agencies, as well as the SOFR transition. Prior to joining TD in 2012, Gennadiy worked as a Fixed Income Strategist at independent research firm Continuum Economics (formerly 4Cast Inc), concentrating on trade idea generation in the US interest rate space. In addition, Gennadiy contributed to the firm’s Federal Reserve outlook and provided insight on the US budget and Treasury issuance dynamics.

Chris Killian

Chris Killian
Managing Director, Securitization and Corporate Credit
SIFMA

Biography

Chris is responsible for SIFMA’s securitization advocacy and other activities related to housing and securitization. SIFMA has a special focus on agency MBS markets and maintains a collection of market standards and trading practices governing the TBA market. For the last few years, primary mandates in this area have been regulatory reform, the implementation of a single security for TBA trading, FINRA 4210 margin requirements, securitization capital requirements, and the broader world of GSE/housing finance reform.

In the fall of 2018 Chris took over SIFMA’s corporate credit activities in addition to the securitization responsibilities. This includes issues such as fixed income market structure and execution of SIFMA’s Insurance and Risk-Linked Securities Conference.

He is also the primary staffer for SIFMA’s activities related to LIBOR and the transition to alternative reference rates in the US and participates on the Federal Reserve’s Alternative Reference Rates Committee and a number of its subcommittees.

He also helps to coordinate SIFMA’s activities related to fintech.

Chris joined the Bond Market Association (predecessor to SIFMA) in 2005 as the analyst for the MBS and Securitized Products Division. He became head of the Securitization Group in 2013. Prior to joining SIFMA, he was an accountant in the Retail Securitization Accounting and Investor Reporting group at JPMorgan Chase & Co., and was responsible for investor reporting and other administration of auto, student loan, and mortgage securitization transactions.

Chris holds Bachelor’s Degrees in Economics and Government from Franklin and Marshall College.

Sheryl King 120x120

Sheryl King
Advisor
Bank of Canada

Biography

Sheryl King was appointed as Advisor to the Governor, representing the Bank of Canada in its New York Office, effective 5 July 2016. She is responsible for promoting and strengthening ties between the Bank and the financial community in New York, with an emphasis on financial market and financial stability developments.

Before assuming this role at the Bank, Ms. King was Managing Director North America and Global Quantitative Research at Roubini Global Economics since 2014. From 2009 to 2012, she was Chief Economist and Strategist at Merrill Lynch Canada. From 2004 to 2009, she was Assistant Chief US Economist at Merrill Lynch in New York.

Prior to that, Ms. King worked as a U.S. macro forecaster and as a bond and currency strategist at TD Bank. Earlier in her career, she spent eight years at the Bank of Canada, first as an economist and later as an analyst in the Bank’s Financial Markets Department.

Born in Montreal, Ms. King holds a BA in economics from Concordia University and an MA in economics from Carleton University.

Xiaobo Liu

Xiaobo Liu
Head of Markets Model Validation/Managing Director, Corporate Model Risk Management
Wells Fargo

Biography

Xiaobo Liu currently is a managing director of Corporate Model Risk Management at Wells Fargo with responsibilities for the validation of models used in derivative pricing, counterparty credit risk, and market risk. Prior to joining Wells Fargo, he was a managing director and head of Model Risk Management for Americas, Deutsche Bank A.G. with responsibilities for the regional model risk management policies, procedures, and validation. Previously, he was co-head of Model Validation Group for the Institutional Clients Group at Citi.

He has a P.h.D in Mathematics and a CFA charter holder. His other working experiences include supporting Commodity Business at Morgan Stanley, FX Business at JP Morgan, and being an assistant professor at Clarkson University.

Priya Misra

Priya Misra
Head of Global Rates Strategy
TD Securities

Biography

Priya Misra is head of Global Rates Strategy at TD Securities. Based in New York, Priya is responsible for the US and global interest rate markets and provides investment advice for clients. She ranked in the top three for U.S. Governments Strategy and Federal Agency Debt Strategy in Institutional Investor’s All-America Fixed Income Research team surveys in 2014 and 2015 and from 2003 to 2008. Priya joined TD Securities in September 2015. Prior to this she ran US rates strategy research at BofA Merrill Lynch for 6 years. From 2001 to 2008, she worked at Lehman Brothers as an interest rate strategist, at Barclays Capital as a mortgage strategist and at Nomura Securities, where she was head of U.S. rates strategy. Priya graduated from the Lady Sri Ram College, University of Delhi, with a bachelor’s degree in economics. She has a postgraduate diploma in management, majoring in finance, from the Indian Institute of Management, Bangalore, India.

Alexis Pederson

Alexis Pederson
Senior company counsel
Wells Fargo

Biography

Alexis Pederson is Senior Company Counsel in the Wells Fargo Legal Department where she leads a team of attorneys responsible for providing counsel to the company-wide LIBOR Transition Office, a program office established to develop and direct a coordinated strategy to transition numerous LIBOR-linked Wells Fargo products and processes to new benchmarks. Alexis represents Wells Fargo on the Alternative Reference Rates Committee (ARRC) and a number of the ARRC’s working groups, as well as other industry working groups focused on benchmark reform.

Alexis joined the company in 2006 and most recently served as Capital Markets Counsel in the Derivatives & FX Section of the Legal Department where her primary responsibilities included support of the swap dealer business on regulatory and transactional matters. She is a graduate of the University of Pennsylvania Law School and Cornell University. She is a member of the New York Bar and is based in New York City.

Richard Robinson

Richard Robinson
Principal Sales Engineer – Financial Services and Insurance
Apttus

Biography

Richard Robinson is a Principal Sales Engineer at Apttus leading solution development for Financial Services and Insurance. He works with prospects and clients to design and develop technology-enabled workflows using a methodology of “clicks, not code” to drive agile and scalable solutions that are managed with minimal IT intervention. Prior to joining Apttus, he held leadership roles in FinTech, including S&P Global’s Capital IQ division where he was the Global Head of Integrated Solutions focused on deploying innovative workflow and data architectures. Leveraging his experience in financial technology & data, consulting, equity research, and banking, Richard has become a trusted advisor for Apttus’ top clients in the financial industry looking to transform operational requirements into effective technical frameworks.

SonaliTheison

Sonali Das Theisen
Head of Fixed Income Market Structure and E-Trading
Bank of America

Biography

Sonali Das Theisen is head of Fixed Income Market Structure and E-Trading at Bank of America. Ms. Theisen oversees Fixed Income, Currencies & Commodities (FICC) electronic trading initiatives in her role, and works with senior management to drive new business opportunities. Ms. Theisen contributes to her firm’s strategic efforts in LIBOR transition, data intelligence, Fixed Income ETFs, fintech investments, and the new issue process.
In the US, Ms. Theisen was appointed by the Securities and Exchange Commission (SEC) to serve on its Fixed Income Market Structure Committee (FIMSAC). In Europe, Ms. Theisen served as the Chair of the Secondary Markets Practices Committee of the International Capital Markets Association (ICMA) from 2016 to 2019. In August 2019, Ms. Theisen became her firm’s representative on the Federal Reserve Board’s Alternative Reference Rate Committee (ARRC).
Prior to joining Bank of America in 2018, Ms. Theisen spent five years at Citi as Global Head of Market Structure and Data Strategy for Credit and Securitized Products. Prior to that, she was head of Credit E-Trading at Barclays. She began her career as a CDS trader at Goldman Sachs, and has also held positions at Bear Stearns and Bloomberg.
In the industry, Ms. Theisen collaborates with market participants, regulators, policy makers, and trading venues to promote responsible evolution in Fixed Income markets. Over the course of her career, she has written data-driven comment letters on proposed legislation such as MiFID II and Dodd-Frank, as well as presented analysis on market liquidity in several regulatory forums. She speaks regularly at industry conferences, and has been cited in the Wall Street Journal, Financial Times, Risk Magazine, Bloomberg News, Markets Media, and Business Insider.
Ms. Theisen graduated cum laude from Harvard in 2000 with a Bachelor’s degree in Economics and Citation in Spanish, where she played Division I Varsity Water Polo. She graduated Valedictorian of Ramsey High School as well as from the American College of Musicians National Guild of Piano in 1996. Since 2014, she has served on the board of the Lulu & Leo Fund, a creative education non-profit dedicated to helping children and families develop creative confidence. She resides in Manhattan with her husband and two children.

Tess Virmani_CloseUp_Side_Headshot

Tess Virmani
Associate General Counsel & Executive Vice President, Public Policy
Loan Syndications & Trading Association

Biography

Tess Virmani is Associate General Counsel & Executive Vice President, Public Policy of the Loan Syndications and Trading Association (LSTA).

Tess focuses on developing market standards and maintaining LSTA documentation. She also leads the LSTA’s sustainable finance and ESG efforts. In addition, Tess participates in the LSTA’s policy initiatives, including market advocacy and spearheading industry solutions to market developments, such as the transition to replacement benchmarks.

Prior to joining the LSTA, Tess practiced as a finance attorney at Skadden, Arps, Slate, Meagher & Flom LLP in New York. She received a B.S. in International Politics from the Walsh School of Foreign Service at Georgetown University and a J.D. from Fordham University School of Law. She is admitted as an attorney in New York.

New York, NYC, March 14th 2016, Mr. Tom Wipf serves as Managing Director and Global Head of Bank Resource Management (BRM) for Morgan Stanley. Tom is interviewed by Yu Wong for a new digital piece on Morgan Stanley. Photography Christopher Lane/ Contently

Tom Wipf
Vice Chairman of Institutional Securities, Morgan Stanley / Vice Chairman
ARRC

Biography

Tom Wipf is Vice Chairman of Institutional Securities.

Tom is responsible for Morgan Stanley’s transition efforts to alternative reference rates to replace LIBOR through the firm’s Global LIBOR Transition Steering Committee. This group, spanning ISG, Wealth Management and Investment Management, will ensure that all businesses and infrastructure organizations have a consistent set of Firm-level guidelines, their own transition plans and accountability for transition readiness before year-end 2021.

Additionally, Tom leads the firm’s Global Business Continuity Management Organization, which is responsible for strategic planning and risk management for potential cyber and physical disruptions.. He is a member of the firm’s Securities Operating Committee, Risk Management Committee and Asset/ Liability Management Committee.

Prior to being named Vice Chairman, Tom was the Global Head of the Bank Resource Management Division where he was responsible for the firm’s secured funding, securities lending, global hedging and collateral management activities.

Beginning his career in the industry in 1977, Tom joined Morgan Stanley in 1986 and has been engaged in the Firm’s funding, collateral and hedging activities throughout his career at the firm. Based in New York, Tom has also completed multi-year assignments in Morgan Stanley’s London and Tokyo offices.

In April, 2019, Tom was named Chair of the Alternative Reference Rates Committee (ARRC) by the Federal Reserve Board. The ARRC is a group of private-market participants convened to help ensure a successful transition from USD LIBOR to a more robust reference rate.

Tom was appointed Chair of the US Commodity Futures Trading Commission’s Market Risk Advisory Committee (MRAC) Interest Rate Benchmark Reform Subcommittee in October, 2018.

Tom served as Chair of the Treasury Market Practices Group (TMPG) until May 2019. The TMPG is sponsored by the New York Federal Reserve and is an industry group committed to supporting the integrity and efficiency of the U.S. Treasury and Agency Mortgage Securities Markets.

Tom serves on the board of directors of International Swaps and Derivatives Association, Inc. (ISDA). Tom was appointed to the Alternative Reference Rate Committee, sponsored by the Board of Governors of the Federal Reserve in 2014. Tom previously served on the Financial Research Advisory Committee to the US Treasury Office of Financial Research from 2012 to 2017.

Josh Younger

Josh Younger
Managing Director
JP Morgan

Biography

Josh Younger is a Managing Director and Head of U.S. Interest Rate Derivatives Strategy as well as leading Quant Fixed Income Strategy. He is responsible for views in interest rate swaps, futures, options and exotics, as well as more thematic work in market design, bank regulations and financial plumbing, payment systems, cryptocurrency, and machine-learning in fixed income markets. He has been consistently ranked among the top analysts by Institutional Investor, including #1 positions in Interest Rate Derivatives and Quantitative Analysis. Prior to J.P. Morgan, Josh was an astrophysicist at the Institute for Advanced Study, and holds an AB from Princeton and PhD from Harvard.

21st February 2020

Building resilience principles into operational risk to maintain critical services

By Melissa Mellen, Officer and Department Head of Policy, Analytics and Vendor Strategy, Federal Reserve Bank of New York
19th February 2020
James Bone

Positioning and evolving privacy programs to account for different programs across jurisdictions

By James Bone, Lecturer in Discipline, ERM, Columbia University’s School of Professional studies ERM Program
17th February 2020
Roderick A Powell

Best practices for validating machine learning models

By Roderick A Powell, SVP, Head of Model Risk Management, Ameris Bank
17th February 2020
Heather Russel

Incorporating model risk management principles across lines of business and risk

By Heather Russell, Director Model Risk Management, Bank of America
14th February 2020
Bill Coen

Has regulation gone too far or is there still more to be done?

By Bill Coen, Former Secretary General, Basel Committee on Banking Supervision
12th February 2020
Nison Nagdimov

Changing culture to incentivize and promote good conduct

By Nison Nagdimov, Senior Operational Risk Manager, Citi
27th January 2020

Risk Americas – How can risk managers be more efficient?

22nd January 2020

CeFPro Webinar – Global collaborative efforts for mitigating financial crime – Identifying key challenges and developing comprehensive solutions

17th January 2020

Research survey: Basel IV Readiness – How prepared is your firm?

2nd January 2020

Global research survey: Technology risk in financial services

12th December 2019

CeFPro Webinar – Implementing strong customer authentication – Customer’s journey and Merchant readiness

22nd October 2019

Improving third party risk management programs to optimize operations

21st October 2019

Integration of stress testing with financial planning and driving strategic decisions

By Venkat Iyer, Director of PPNR Forecasting, Santander The insights in this article are not necessarily representative of Santander
21st October 2019

How to leverage stress testing for strategic and competitive advantage

By Ty Lambert, Chief Data Analytics Officer, BancorpSouth
10th October 2019

Model risk management in CECL

4th October 2019

CECL model implementation and execution: 1st line model validation / risk management and running alongside stress tests in a cohesive framework

By Michael Jacobs, Lead Quantitative Analytics and Modeling Expert, PNC
1st October 2019

CeFPro Webinar – Model Risk: Where will innovation take us and what challenges are ahead?

27th September 2019

CeFPro Webinar – Business Value: Risk culture, lines of defense and emerging risks

23rd September 2019

CECL implementation for FBOs: Leveraging IFRS 9 for CECL

By Kuo-Chang Lu, Head of Strategic Planning and Business Engagement, RBC
29th August 2019
Top 3 Investment Priorities

Top 3 investment priorities according to FinTech Leaders 2019 Report

20th August 2019

Reviewing the latest trends and challenges surrounding LIBOR transition and the adoption of alternative reference rates

By Shannon Harris, Senior Research Executive, CeFPro

Panel Discussions

Interactive panel discussions are designed to include attendees by running a live Q&A throughout the session.

Presentations

Hear industry experts provide insights on the latest opportunities and challenges ahead of LIBOR phase out

Networking Breaks

Networking opportunities including breakfast, lunch and refreshment breaks throughout the day

Meet The Speakers

Continue discussions beyond the auditorium and interact with speakers and attendees after their session.

RISK AMERICAS CONVENTION

May 12-13, 2020 | New York City | Marriott Downtown

REGULATION

Has regulation gone too far or is there still more to be done?

RISK APPETITE

Aligning risk appetite with strategic objectives and using to drive business

ROLE OF THE CRO

Reviewing the role and skillsets of the CRO and risk management team in an evolving technical landscape

VIEWING RISK

Challenges of viewing the risk world through an appropriate and forward thinking lense

ESG

Incorporating ESG into strategy & planning and considerations for risk teams

GEOPOLITICAL RISK

Contingency planning for future economic downturn and increase geopolitical uncertainty

Automation & Efficiency | FinTech | Client Experience | AI & Machine Learning | RegTech | Blockchain | Data | Disruption | Cloud | Privacy

Plus much more…

Cyber risk | Technology resilience |
Risk ID | Operational Resilience |
Culture | AML | Fraud | Payments | Risk Analytics

Plus, much more…

Interest Rate Risk | Economic Downturn | Repo Markets | IBOR | FRTB | Climate Change | Liquidity Risk | CECL | Bond Markets | Capital Management

Plus, much more…

Model Definition | Model Inventory | Quantification | Enterprise MRM | Validation | Advanced Analytics | Data | AI & Machine Learning | Machine bias

Plus, much more…

Nich Silitch Head Shot [1] copy

Nicholas Silitch
Group CRO
Prudential

MICHAEL ALIX RA20

Michael Alix
Americas CRO
UBS

Geoff Craddock

Geoff Craddock
CRO
Mass Mutual

Oliver Jakob

Oliver Jakob
International CRO
Mitsubishi UFJ

Tony Peccia

Anthony Peccia
Chief Risk Officer
Citibank Canada

John-Schiavetta-headshot-120x120

John Schiavetta
Deputy Chief Risk Officer
Alliance Bernstein

Bill copy

Bill Coen
Former Secretary General
Basel Committee on Banking Supervision

Judith Hilton

Judith Hilton
Regional Chief Risk Officer
Deutsche Asset Management

Scott Mathis

Scott T. Mathis
CISO
RBC

Tatiana Segal

Tatiana Segal
CRO
Morgan Stanley Investment Management

TyagiVivek-4822

Vivek Tyagi
CRO – Transaction Banking
Goldman Sachs

Jacques Longerstaey

Jacques Longerstaey
SMD, CRO, Nuveen Risk & Valuation Services
Nuveen a TIAA Company

APTTUS


At Apttus, we help companies modernize their revenue and legal operations for the digital economy. We created, continue to move, and lead a space called the Middle Office, which houses the most important processes for any enterprise organization – revenue generation and management of commercial relationships.

What is Apttus Contract Management?
Apttus Contract Lifecycle Management brings speed, visibility and control to the contract management process, so that your agreements become a strategic advantage instead of a cost center. Apttus is the contract management leader, trusted by more than 70 Fortune 500 companies and used by more than one million users across the globe. Apttus Contract Lifecycle Management is part of the seamless suite of Apttus Quote-to-Cash applications.

With Apttus, organizations get an end-to-end Quote-to-Cash solution that streamlines all Middle Office business processes, eliminates manual tasks, keeps all stakeholders informed, collapses sales and contract cycle times, reduces risk, and ultimately maximizes revenue yield.
Analysts rank Apttus as the global gold standard for Quote-to-Cash (QTC) and Contract Lifecycle Management (CLM) solutions and customers include hundreds of the world’s Global 2000. Apttus is a US, Silicon Valley-based global provider.

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

Marriott Downtown, 85 West St, New York, NY 10006 USA

ACCOMMODATION:

We have secured a $369++ accommodation rate for you to stay at the hotel. Please note there is limited availability and we suggest you book your accommodation as soon as possible, this is also based on a first come first served basis with the rates and any remaining rooms expiring on April 25, 2020.

To book your room at the Marriott Downtown, please click here.

Can I present at the IBOR USA Forum?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the IBOR USA Forum. For further information on this please contact alice.kelly@cefpro.com or call us on +1 888 677 7007.

Are there any rules on the dress code?

Business attire is requested. The Forum is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Forum, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Forum documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Forum* We will work with our presenters to include as many presentations as possible on our Risk Insights App during the Forum. *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?

Yes. As with all of our events the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Forum, such as

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (Subject to confirmation)
  • Q&A, panel discussions and audience participation technology available through the Risk Insights App
I have several colleagues that would like to attend, is there a group discount?

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free. If you would like to register more than five colleagues please contact us on +1 888 677 7007 Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at the IBOR USA Forum?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of IBOR USA Forum and our wider risk professionals community. At the event We can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Forum. Visit the Sponsor tab for further information or contact sales@cefpro.com / +1 888 677 7007 . Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter.

Are media partnerships available for the IBOR USA Forum?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however, we usually offer:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Forum website
  • Place your logo on the Forum brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Forum
  • Promote through social media channels

To discuss this further please contact amy.greene@cefpro.com or call +1 888 677 7007

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)

.

IBOR FORUM ONLY
MAY 11

LAUNCH SPECIAL

$799

SAVE $300
Register by February 21

SUPER EARLY BIRD

$899

SAVE $200
Register by March 27

EARLY BIRD

$999

SAVE $100
Register by April 24

STANDARD

$1,099


Registrations after April 24

IBOR FORUM + RISK AMERICAS CONVENTION
MAY 11 – 13

$2,098

SAVE $1,200
Register by February 21

$2,398

SAVE $900
Register by March 27

$2,698

SAVE $600
Register by April 24

$3,298


Registrations after April 24

Representing an Information/Service Provider (Eg: Consultant, Vendor, Executive Search Firm, Law Firm)

.

IBOR FORUM ONLY
MAY 11

LAUNCH SPECIAL

$899

SAVE $300
Register by February 21

SUPER EARLY BIRD

$999

SAVE $200
Register by March 27

EARLY BIRD

$1,099

SAVE $100
Register by April 24

STANDARD

$1,199


Registrations after April 24

IBOR FORUM + RISK AMERICAS CONVENTION
MAY 11 – 13

$2,798

SAVE $1,200
Register by February 21

$2,998

SAVE $900
Register by March 27

$3,298

SAVE $600
Register by April 24

$3,598


Registrations after April 24

Group rates are available for 3 or more attendees from the same organisation, when registering at the same time. The current rate allows:
Every third colleague to come along for half price
OR
A fifth colleague to attend for free!

1. REGISTER BY EMAIL

Simply email us with your e-signature we will do the rest for you!

We only need your:
Full name
Job title
Company & address
Contact number

2. CONTACT US DIRECTLY

Call us on +44 (0) 20 7164 6582 or +1 888 677 7007

3. DOWNLOAD PDF REGISTRATION FORM

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