IBOR USA 2019

Assessing the impacts and consequences of LIBOR transition including timelines, reference rates and the path forward

IBOR 2019

October 4, 2019 | New York City

CUSTOMERS
Reflecting on how customers/clients could be impacted by transition

TRANSITION
Reviewing legacy position transition challenges and how firms can manage transactions linked to LIBOR

SYSTEM CHALLENGES
Understanding the opportunities and challenges of adapting legacy systems

CASH PRODUCTS
Exploring industry approaches to adopting new cash products

INDUSTRY IMPACTS
Debating the potential impacts of LIBOR phase out on liquidity, funds transfer pricing and markets

SOFR
Discussing the challenges faced by implementing SOFR including changes to markets and term structure

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Jason Granet
Head of LIBOR Transition
Goldman Sachs

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Gaurav Shukla
Managing Director
Morgan Stanley

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Mark Cabana
Head of US Rates Strategy
Bank of America Merrill Lynch

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Gary Levin
Head of Market Risk for Fixed Income in Americas
Société Générale

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Priya Misra
Head of Global Rates Strategy
TD Securities

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Frank Sansone
SVP Treasurer
China Construction Bank

Why Attend?

The announcement of a global phase out of LIBOR will begin to impact financial institutions as they move towards a final transition ahead of 2021, with impacts and potential consequences remaining uncertain. The transition to alternative rates raises a number of questions and poses a number of hurdles in terms of infrastructure and re-documentation. Although the discontinuation of use of IBORs presses ahead, what the final rate looks like globally remains uncertain as disparities emerge in alternatives, questions remain in terms of the impact of the change  on financial institutions, treatment of current contracts, impact to clients and impact to liquidity, markets and funding to highlight just a few.

The Center for Financial Professionals brings together experts from across the industry leading the drive to define transition terms and minimize impact on markets. This one day event will explore some of the key areas for consideration and progress towards a final reference rate that can be adopted across the industry.

08:00 Registration and breakfast
08:50 Chair’s opening remarks


CURRENT OUTLOOK – PANEL DISCUSSION
09:00 Reviewing the current landscape surrounding transition including global approaches, timelines and unanswered questions

  • Global approaches to transition – US, UK, EU & Japan
  • Creating an index to satisfy all industry players
  • Moving away from LIBOR ahead of 2021
  • Regulatory proposal
    • Pros and cons of pre-cessation Trigger
    • Anticipated timeline of switching to SOFR
  • Planning with uncertainty – Migration challenges
  • Outlook for adoption – large vs small firms

Jason Granet, Head of LIBOR Transition, Goldman Sachs
Gaurav Shukla, Managing Director, Morgan Stanley
Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale
Alexis Pederson, Senior Company Counsel, Wells Fargo


TRANSITION
09:50 Exploring legacy position transition challenges and the ability to manage outstanding financial transactions linked to LIBOR

  • Kick starting transition
  • When to mobilise – Updating the fall back language and legal documents
  • Models, systems, contracts, loans, leases and derivatives which outlive LIBOR
  • Contract analysis – Terms and the ability to change rates
  • Quantifying & understanding exposure – What exposures are the most important?
    • Identifying contracts which have the most economic exposure
  • Changes to lending and reference rates
  • Defining term structure
    • How it will be calculated
    • Forward looking SOFR term structure compared to LIBOR term structure
    • Risk spreads

Gaurav Shukla, Managing Director, Morgan Stanley


10:30 Morning refreshment break and networking


SOFR
11:00 Examining the expectations and challenges faced by implementing SOFR and changes to behaviour compared to LIBOR

  • Market development
  • Issues with introduction of term structure
  • Other indices to consider – Fed funds, ICE Bank High Yield Index

Blake Gwinn, Head of Front-end Rates Strategy, NatWest Markets


DERIVATIVES
11:40 Discussing the current derivatives market including future build out and development

  • Market liquidity
    • What’s next for liquidity build out?
  • How CME and LCH will deal with it
  • Timeline for un-cleared products to transition to SOFR
  • Changing the discount rate
  • Hedging mismatch between derivatives and cash

Priya Misra, Head of Global Rates Strategy, TD Securities


12:20 Lunch refreshment and networking


SYSTEM CHALLENGES – PANEL DISCUSSION
1:20 Examining firms ability to adapt legacy systems and successfully convert models, infrastructure and contracts

  • System Readiness – Adapting systems to the new rate
  • Building a project plan – Aligning systems and creating inventory
  • Managing and adapting large amounts of contracts
  • Identifying existing contracts/systems which already contemplate the termination of LIBOR and transition to another rate
  • Transitioning systems which have been built around LIBOR
    • Are systems flexible or do they have to be re-developed?
    • In house vs outsourcing
    • Ensuring transition before the deadline
  • Displaying system capability of re-plugging at different rates

Brian Grabenstein, Head of LIBOR Transition Office, Wells Fargo
Jason Granet, Head of LIBOR Transition, Goldman Sachs


PROJECT RISKS
2:10 Identifying and mitigating risks in high volume contracts review and remediation

  • Accessing contracts across product groups, geography and jurisdiction
  • Conducting sufficient impact analysis to establish scope and activities
  • Identifying skillsets and obtaining resource commitment
  • Inherent complexities
    • Data is buried in bespoke provisions
    • Variables to finalize decisions in flux
    • Timeline is undefined and short at best
  • High volume requires automation – technologies are evolving
  • Workflow is not significantly established

Henry Friesen, Founder & CEO, IntelScout


CASH PRODUCTS
2:50 Identifying industry approaches and challenges to adopting new cash products

  • Industry standard and interpretation
  • Language
  • Timelines – When it will be rolled out
    • When is the right time to go to clients and re-paper
  • Moving book off LIBOR
  • Pricing and operational challenges
  • Operating with new cash and loan products in risk free rates (e.g. SOFR, SONIA)
  • Standard on floating rate loans

3:20 Afternoon refreshment break and networking


CUSTOMERS
3:50 Exploring how clients may be affected by the transition process and how firms can limit disruption to customers

  • Impact on borrowers and investors
  • End user and issuer perspective
  • Changes to consumer loans – Avoiding lawsuits and angry consumers
  • Client education and conduct risk management
  • Legal documentation – Amending future and outstanding contracts
  • Changes to administration
  • Creating a competitive landscape – Will all firms be working off the same rates?
    • Loosing clients to competitors

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


INDUSTRY IMPACTS – PANEL DISCUSSION
4:30 Discussing the potential impacts of LIBOR transition on liquidity, funds transfer pricing and markets

  • How will the changes to systems and rates impact liquidity and funding?
    • Rate sensitive systems used to track liquidity
  • Impact on liquidity premiums
  • Forecasting and stress testing models which use LIBOR as imputing
    • Re-developing models
  • Managing the balance sheet going forward
  • Where will the markets be trading post LIBOR?
  • Impact on derivative and FX market
  • Capital impact

Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale
Priya Misra, Head of Global Rates Strategy, TD Securities
Frank Sansone, Treasurer, China Construction Bank


5:20 Chair’s closing remarks
5:30 End of Forum


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

Mark Cabana is the head of US Rates Strategy at BofA Merrill Lynch Global Research, based in New York. In this role, he publishes research and trade recommendations covering US 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. Cabana joined the firm in 2015.

Before joining Bank of America Merrill Lynch, Mark worked as an officer in the Markets Group at the Federal Reserve Bank of New York. He spent nearly 9 years on the Open Markets Trading Desk which spanned the duration of the financial crisis. While at the NY Fed, Cabana was closely involved with the design and implementation for a number of asset purchase / QE programs and also managed a team focused on analyzing global macroeconomic conditions and financial markets.

Cabana earned a bachelor’s degree from Furman University and a master’s degree from Johns Hopkins University in finance and international relations. He is a CFA charterholder.

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Chris Dias, Principal, KPMG

Chris is an accomplished professional with 30+ years of international experience in financial markets as a risk practitioner and strategic advisor. Chris has helped several financial institutions successfully prepare and adapt to changing regulations and market challenges in the U.S., Canada, Japan, Australia, U.K. and Europe. He has represented client interests to global regulators, communicated strategy to senior management, and presented complex issues to company Boards. His leadership roles have allowed him to build an extensive professional network which enables him to identify industry trends and assess and solve challenges facing his clients.

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Henry Friesen, Founder & CEO, IntelScout

Henry is the Founder & CEO of IntelScout, with an MBA from Western University and over 20 years of experience leading technology–based business transformation within financial services and software companies. His passion is to apply integrated solutions to business challenges that are often multi-layered and cross-functional. Henry’s success is rooted in providing customers with answers to complex questions regarding their risks and opportunities. His teams have assisted customers in the financial services, insurance and pharmaceutical sectors with invaluable insights and use of data from their unstructured content.

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Brian Grabenstein, Head of LIBOR Transition Office, Wells Fargo

Brian Grabenstein is the Head of the Wells Fargo LIBOR Transition Office (LTO), a position he has held since February 2018.

The LTO is charged with developing and directing the execution of a coordinated strategy to transition the numerous IBOR-based products and processes across Wells Fargo to alternative reference rates. Among other things, the LTO is responsible for ensuring that Wells Fargo is appropriately represented on industry groups and regulatory committees related to LIBOR transition, communicating clearing and proactively with customers and other stakeholders, and managing the accounting, financial, legal and operational risks related to the transition.

Brian has over 15 years of experience in investing, risk management and capital markets. Immediately prior to leading the LIBOR Transition Office, he was the Portfolio Manager of the Corporates Division of the Wells Fargo Investment Portfolio, managing a team of 40 credit analysts responsible for AUM of over $10 billion. Prior to that, Grabenstein was in charge of PI’s international expansion within various structured credit asset classes, based in both London and New York.

Brian joined Wachovia Corporation in 2002 where he held a number of sell-side and buy-side roles prior to joining Wells Fargo in 2009.

He was awarded a Bachelor of Science with Distinction in Finance from the McIntire School of Commerce at the University of Virginia and is a member of Board of Project Open Hand and the Leadership Society for the LGBT Community Center of New York.

Brian is based in Miami.

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Jason Granet, Head of LIBOR Transition, Goldman Sachs

Jason will be presenting at IBOR USA 2019.

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Blake Gwinn, Head of Front-end Rates Strategy, NatWest Markets

Blake is the head of Front-End Rates Strategy at NatWest Markets, leading the team’s coverage of front-end rates and contributing to the formulation of the team’s official market views and overall macro outlook. He has a particular expertise on Federal Reserve policy decisions and implementation, fiscal policy, and various regulatory issues. Blake frequently meets with both internal and external clients of the global sales and trading desks to share his views and discuss the outlook for the market.  He is also the primary author of the Front End Dispatch publication, co-author of the daily Treasury Morning Call and US Markets Closing Notes, and a contributor to NatWest Markets flagship Global Macro Weekly.

Blake joined NatWest Markets from the Federal Reserve Bank of New York, where he served in the Markets Group for 7 years. During his tenure, he provided market commentary and analysis to senior policymakers within the Federal Reserve System and US Treasury Department, and worked on the design and implementation of various monetary policy operations.

Blake is active in the New York Money Marketeers, a financial industry professional association, having served on the board and as the club’s Vice President. He has also been heavily involved in “Fed Challenge”, an economic education program for high school and college students.

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Michael J. Ivie, Managing Director, Head of FS Consulting, Phyton Consulting

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.

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Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale

Gary Levin is the Head of the Fixed Income Market Risk for Americas at Societe Generale. Trading desks monitored by Gary’s team include US Repos, Swaps, as well as Exotic Rates and Credit Derivatives. In his role, Gary participates in Societe Generale global IBOR transition streams as well as, specifically, Libor-to-SOFR transition led by US team.
Prior to joining Societe Generale in 2016, Gary spent over 6 years as global head of market risk for FX and Emerging Markets at Morgan Stanley. During and just after the financial crisis of 2008, he has helped Morgan Stanley to improve the limit framework for the business. With implementation of CCAR and other regulatory stress testing, Gary led the effort in bridging the knowledge gap between trading decisions and impact on firm’s capital. In addition to his broad experience in Market Risk, he has traded Emerging Market Credit and Derivatives at Dresdner Kleinwort and, prior to Russian bond crisis of 1998, Eastern European local currency rates.

Gary earned a bachelor’s degree from Wharton School of University of Pennsylvania and an MBA from Columbia University. He is a CFA charterholder.

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Priya Misra, Head of Global Rates Strategy, TD Securities

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.

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Alexis Pederson, Senior Company Counsel, Wells Fargo

Alexis Pederson is Senior Company Counsel in the Wells Fargo Legal Department where she leads a Benchmark Transition Team 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 benchmark rates. Alexis is a member of the Alternative Reference Rate Committee (ARRC) and a numberof ARRC’s working groups as well as ISDA and SIFMA 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. Prior to joining Wells Fargo, she practiced as an associate at the law firms of Allen & Overy and Schulte Roth & Zabel. She is a member of the New York Bar and is based in New York City.

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Frank Sansone, Treasurer, China Construction Bank

­­­­­­­­­­­­­­­­Frank Sansone is Treasurer and SVP of China Construction Bank NY branch.  Frank joined CCBNY in 2014; managing all branch treasury activities including BSM, interest rate, funding, liquidity and forex risk. Prior to CCB Frank was Treasurer for Dexia  US operations; responsible for global USD liquidity & interest rate risk; and Treasurer of National Bank of Kuwait US operations.

Visionary problem solver & diplomatic change agent, Frank led CCB’s effort as co-chair on Bloomberg RMB Working Group. Frank has spoken at both the 2017 & 2018 AFP on the Internationalization of the RMB and opportunities.  Author of CCBNY China Update, distribution 350 +, the mission is to facilitate better communication and understanding of China for U.S. corporate and financial clients

Frank is a regular industry speaker as a subject matter expert in Treasury & crisis management leader; having chaired the US Liquidity Contingency Committees overseeing Dexia’s global USD liquidity management efforts during the crisis of 2008, 10 & 11 and NBK USD operations during the Iraqi invasion of Kuwait.

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Gaurav Shukla, Managing Director, Morgan Stanley

Gaurav Shukla currently leads the Regulatory Affairs Strategy Implementation team at Morgan Stanley. Gaurav joined Morgan Stanley in June 2008 and has been in a number of strategy and execution roles over the last 10 years. Prior to joining Morgan Stanley, Gaurav has worked in corporate strategy and execution roles across other key financial services firms. Gaurav earned a Master’s degree in Mechanical Engineering, graduating in 2001 from MIT.

Featured Insight

The future of LIBOR: Reviewing suggested changes and impact on portfolios

By Armel Romeo Kouassi, Head of Balance Sheet Management and Asset Liability Management, Northern Trust

Find our IBOR thought-leadership articles here. These articles feed from our much larger Risk Insights section of our website which provides you with thought-leadership, white papers, articles and more across risk and regulation.

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
9th August 2019

Integrating conduct requirements and maturing risk culture of a firm

By Benoît Saint-Jevin, Head of OPC & TAC Coordination, Global Markets Americas, BNP Paribas
9th August 2019

Linking risk appetites to decision making

By Jacob Rosengarten, Principal, Wolf/Rosengarten Group
2nd August 2019

Exploring the uses of AI and machine learning technology in operational risk

By Saqib Jamshed, Head of Model Risk Governance, The Options Clearing Corporation
1st August 2019

Increasing accountability in the first line and minimizing duplication of efforts for risk assessments

By Hugo Ramirez, SVP, Director of Corporate Assurance, BBVA
29th July 2019

Liquidity assumptions: Qualitative approaches

By Joe Peedikayil, SVP, Liquidity/Credit/Capital-Qualitative Model Validation, Wells Fargo
24th July 2019

Interest rates: How firms can sufficiently plan and prepare for multiple outcomes

By Yuhong Liu, Director, BNP Paribas
19th July 2019

Liquidity risk: Maintaining balance sheet stability and risk appetite

By Armel R. Kouassi, Head of Balance Sheet Modeling, Northern Trust
15th July 2019

Managing regulatory expectations in an evolving landscape and satisfying requirements across jurisdictions

By Rebecca Schauer Robertson, CAMS-Audit, CAFP, CFE EVP Director of AML Compliance, South State Bank
15th July 2019

Expanding capabilities in data analytics across audit teams to develop an enterprise level picture

By Amit Srivastav, Executive Director, Morgan Stanley and Dhaval Sheth, Head of Corporate Investigations and Analytics, CIT
11th July 2019

Liquidity Risk: Regulatory landscape and current industry trends

By Andres Oranges, Chief Operating Officer, Treasury, Société Générale
9th July 2019

Progressing with LIBOR transition in an uncertain environment

By Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale
8th July 2019

Presentation: The increasing risk of vendor and third parties and ensuring effective controls across lifecycle

8th July 2019

Model risk: Model transparency & ensuring effective validation

14th June 2019

The evolution of Audit: The future of audit risk and regulatory expectations

By Sophie Bottazzi, Senior Research Executive, CeFPro

2019 Co-Sponsors:

Accenture


Accenture is a leading global professional services company, providing a broad range of services and solutions in strategy, consulting, digital, technology and operations. Combining unmatched experience and specialized skills across more than 40 industries and all business functions—underpinned by the world’s largest delivery network—Accenture works at the intersection of business and technology to help clients improve their performance and create sustainable value for their stakeholders. With 482,000 people serving clients in more than 120 countries, Accenture drives innovation to improve the way the world works and lives. Visit us at www.accenture.com.

IntelScout


INTELSCOUT is a specialized firm focused exclusively on high volume contracts analytics, review and remediation. We combine the latest technology with human expertise to optimize results, minimize project risk and costs. Our offerings include: Consulting We provide guidance for high volume contracting practices including project design, automation technologies, governance and change management. We understand the best contracting technology solutions and provide expertise within legal, financial services and data science domains. Solutions Our integrated solution of technologies covers the spectrum of contracts analytics, review and remediation and can be deployed with ease for projects and extrapolated for business as usual application. We also provide custom integration into existing applications. Services We use our Solution to offer full services for review and remediation of contracts, where clients are able to rely on an outsourced approach to their business challenge.

KPMG


KPMG is the U.S. member firm of KPMG International Cooperative (“KPMG International”). KPMG International’s independent member firms have 189,000 professionals, including more than 9,000 partners, in 152 countries. Using a cross-functional and collaborative approach, we help propel the world’s leading organizations toward a successful future while optimizing current performance. KPMG has embarked on its own transformational journey by investing in advanced artificial intelligence including partnerships with many technology providers in the evolving intelligent automation ecosystem. We are helping clients and ourselves understand how these emerging and potentially disruptive technologies can demonstrate customers’ new expectations and revolutionize the way every industry does business.

Phyton Consulting and Talent Advisors


Phyton Consulting specializes in tackling the most complex initiatives facing our clients. From GRC to Data Management and Technology, we strive to be the best subject matter-led, execution-focused group on the street. Our services are conceived to address industry-specific business and data challenges with the right blend of tactical and strategic execution.
With our deep industry and subject matter expertise, we partner with and empower highly regulated and data intensive organizations to focus on their core businesses. Meeting the requirement of intensified regulatory scrutiny and increasing demands for operational efficiencies requires a team that understands the challenges and how to tackle them.
We are a globally recognized firm with over 20 years of experience in consulting, staffing, and managed services. We have global reach with our primary offices in New York, North & South Carolina, Montreal/Toronto, and London.

Phyton Talent Advisors, provides top-tier talent for the world’s most competitive industries. We’re more than recruiters, more than executive headhunters- we’re trusted, strategic advisors. We refuse to participate in the people-as-commodities model that dominates our industry. We respect our clients as long-term partners. We treat our job candidates as people. We regard our employees as family. Their success is our success. We are tenacious in style yet nurturing in character. We’re both hungry and humble. We’re different from our competitors in ways that make us an indispensable asset for our clients, a better place to work and a more sustainable environment.
At Phyton Talent Advisors we strive to present the perfect candidate who will not only fulfill and exceed the job’s requirements, but also seamlessly fit into your company’s culture and organization. Working on behalf of both the professional and the employer, we invest time into each candidate to fully understand the scope of their career goals and professional interests. We would never advocate for someone we wouldn’t want to work with ourselves.
We pride ourselves on focusing on the long-term success of both the employer and the professional. When we attain this perfect harmony, we see the highest levels of success – the ability to attract and retain quality employees that are just as much invested in you as you are in them.

2019 Exhibitor:

SIA Partners


Sia Partners is a next generation consulting firm focused on delivering superior value and tangible results to its clients as they navigate the digital revolution. Our global footprint and our expertise in more than 30 sectors and services allow us to enhance our clients’ businesses worldwide. We guide their projects and initiatives in strategy, business transformation, IT & digital strategy, and Data Science. As the pioneer of Consulting 4.0, we develop consulting bots and integrate AI in our solutions.

Sponsorship

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.

Media Partners:

We are happy to support publications, associations and organisations at this event. From a simple company listing with your logo to taking advantage of some of our sponsor benefits listed above. To discuss a media partnership further please email info@cefpro.com or call +1 888 677 7007.

Venue

DoubleTree by Hilton Hotel Metropolitan,
569 Lexington Avenue,
New York, NY 10022, USA

Preferential rates at the venue:

We have secured a preferential rate of $299++ per night at the DoubleTree by Hilton Metropolitan from October 1 to October 5.
Please note that we have a limited number of rooms available. Any remaining rooms will expire on September 2 2019.

To book:

Telephone Reservations
Local Guests: 1-800-222-8733 (1-800-222-TREE)
International Guests: 001-212-752-7000
When calling, please use reference the CENTER FOR FINANCIAL PROF. room block, or group code CFP

Internet Reservations
To make reservations online please click:
https://secure3.hilton.com/en_US/dt/reservation/book.htm?ctyhocn=NYCDTDT&groupCode=CFP
Please ensure to enter the arrival / departure dates, to reserve at the discounted rate

CPE Credits

Attendees can up to 7 CPE Credits for the Forum!

Prerequisites: Knowledge of financial risk management
Advanced Preparation: No advanced preparation is required
Program Level: Intermediate to advanced
Delivery Method: Group-live

The Center for Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org

Frequently Asked Questions

Can I present at the IBOR 2019?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at IBOR 2019. For further information on this please contact Shannon,harris@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, the cocktail reception at the end of the day, 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 2019?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Payments Forum 2018 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 / +44 (0) 207 164 6582. Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here.

Are media partnerships available for IBOR 2019?

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:

  • 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 jesse.hopkins@cefpro.com or call +1 888 677 7007

The 4th Annual Liquidity Risk Management USA Congress is taking place across the two days ahead of IBOR 2019 (October 2-3).
Why not extend your learning and attend both?

REGULATION
Discussing the evolution of US regulation including disparities between domestic firms and FBOs

LIQUIDITY STRESS TESTING
Reviewing the latest trends and developments including modelling, data and regulation

ASSUMPTIONS 
Exploring liquidity assumptions including qualitative approaches and audit perspective

INTRADAY LIQUIDITY
Reviewing the evolution of intraday liquidity including compliance and operational
efficiency

BALANCE SHEET MANAGEMENT
Assessing the viability of the balance sheet and the ability to grow the business

INTEREST RATES
Examining the environment and ability to effectively plan and prepare for multiple outcomes

LIBOR
Timelines, consequences and path forward in the transition from LIBOR and
SOFR

FUNDS TRANSFER PRICING
Exploring the continued management and enhancement of FTP to strengthen the function

ROLE OF LIQUIDITY
Analyzing the role of liquidity risk management within a dynamic and changing industry

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Andres Oranges
Chief Operating Officer, Treasury
Société Générale

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Gautam Jha
Director Liquidity Risk
Bank of Tokyo-Mitsubishi

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Yujush Saksena
Managing Director and Head of Market Risk
GE Capital

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Daniel Weigert
Head of Market and Liquidity Risk,
IDB Bank, NY

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Roberto Severino
Head of Market and Liquidity Risk
Santander

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Philippe Rosset
Executive Director, Group Treasury
UBS AG

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Armel R. Kouassi
Head of Balance Sheet Modeling
Northern Trust

Jennifer-1-120x120

Jennifer Fitzgibbon
Managing Director, Head of Treasury Americas
Rabobank

For full agenda, speaker line-up and registration rates, visit www.cefpro.com/lrmusa

Earn up to 7 CPE Credits

Earn up to 7 CPE Credits for the one-day Forum.

  • Prerequisites: Knowledge of financial risk management
  • Advanced Preparation: No advanced preparation is required
  • Program Level: Intermediate to advanced
  • Delivery Method: Group-live

The Center For Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org

Please note these are subject to change as per the agenda and final credits will be available after the event.

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

IBOR 2019 ONLY

Super Early Bird

$599

Until August 30
SAVE $200

Early Bird

$699

Until September 20
SAVE $100

Standard Rate

$799

After September 20

IBOR +  LIQUIDITY RISK MANAGEMENT USA

$1,798

Until August 30
SAVE $800

$2,098

Until September 20
SAVE $500

$2,598

After September 20

Representing an information/service provider – (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

IBOR 2019 ONLY

Super Early Bird

$699

Until August 30
SAVE $400

$899

Until September 20
SAVE $200

Early Bird

$1,099

After September 20

Standard Rate

IBOR +  LIQUIDITY RISK MANAGEMENT USA

$2,198

Until August 30
SAVE $1000

$2,698

Until September 20
SAVE $500

$3,198

After September 20

Group Bookings:

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!

Other Ways to Register

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

+1 888 677 7007

EARN UP TO 7
CPE CREDITS

To claim your CPE points please contact info@cefpro.com or call +1 888 677 7007

Connect With Us
#IBOR

2019 Co-Sponsors:

2019 Exhibitor:

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