Liquidity Risk Management USA 2019

Exploring the evolving role of liquidity risk management including regulation, markets and future trends

4th Annual Liquidity Risk Management USA

October 2-3, 2019 | New York City

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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Shahab Khan
Head of Regulatory Interpretations – Liquidity
Deutsche Bank

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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

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Jennifer Fitzgibbon
Managing Director, Head of Treasury Americas
Rabobank

Sponsorship

Can your organisation 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.

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
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
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
31st May 2019

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

By Shannon Harris, Senior Research Executive, CeFPro 
9th May 2019

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

By Armel Romeo Kouassi, Head of Balance Sheet and Treasury Portfolio Modeling, Northern Trust
9th May 2019

Aligning risk management and strategic planning

By Fabrice Fiol, MD, Deputy Head of ERM, Societe Generale
11th December 2018

Center for Financial Professionals announces new FinTech Research and Advisory Board

Senior practitioners across the financial services industry join FinTech Advisory Board for the Global FinTech 250 Report set to be released at the X-Tech 2019 Convention […]
1st October 2018

Exploring the future predictions of liquidity risk management as a function and how the industry might evolve over the next five years

By Don Mumma, Managing Director – Risk, AxiomSL.
1st October 2018

The opportunities that Real-Time processing brings and the impact on liquidity risk

By Gary Manning, Director, Planixs
25th September 2018

Advancements in liquidity measurements as the battle for deposits intensifies

By Greg Muenzen, Director, Novantas.
25th September 2018

Risk Webinar: Liquidity risk playbook – From strategy to execution

2020 Co-Sponsor:

MAT- Mirai ALM Tool


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.

Sponsorship

Can your organisation 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 Partnerships

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 noshin@cefpro.com or call +1 888 677 7007.

Venue

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

Accommodation:

To book:

Telephone Reservations
Local Guests: 1-800-222-8733 (1-800-222-TREE)
International Guests: 001-212-752-7000

FAQs

Can I present at Liquidity Risk Management USA

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Congress. For further information on this please contact shannon.harris@cefpro.com

Are there any rules on the dress code?

Business attire is requested. The Congress 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 Congress, as outlined on our pricing structure.

Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of day One, full access to the Congress sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Congress documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations*

All available documentation will be provided after the Congress has taken place. However we will work with our presenters to make these available before the Congress where possible.

*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 Congress, such as

  • Breakfast, lunch and refreshment breaks
  • Drinks reception at the end of the first day of the Congress (subject to confirmation)
  • Q&A, panel discussions and audience participation technology at the event and during the sessions
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 organization
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at Liquidity Risk Management USA?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Liquidity Risk Management USA and our wider risk professionals community.

At the event
We can distribute your material to the attendees or even offer you an exhibition booth so that you may enjoy a more prominent presence at the Congress. 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. For further information please download our media pack here.

Are media partnerships available for Liquidity Risk Management USA?

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 Congress website
  • Place your logo on the Congress brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Congress
  • Promote through social media channels

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

Earn up to 14.5 CPE Credits

Earn up to 14.5 CPE Credits for the two-day Congress.

  • 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.

IBOR 2019 is closely linked to Liquidity Risk Management USA 2019 and is taking place the day after (October 4) in the same venue!
Why not extend your learning and attend both?

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
Director, Head of Short Rates Strategy, Global Research
Bank of America

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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

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

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

2020 Pre-Agenda Rate

$999

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

2020 Pre-Agenda Rate

$1699

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

3. Download PDF Registration Form

CPE

EARN UP TO 14.5 CPE CREDITS

2020 Co-Sponsor:

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