Liquidity Risk Management USA

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2ND ANNUAL

Liquidity Risk Management USA

Examining the liquidity risk landscape and potential shifts in regulatory focus. 
Taking place October 17-18 at the DoubleTree by Hilton Metropolitan, 569 Lexington Ave, New York, NY 10022, USA

Download the brochure here

Key highlights to be addressed

REGULATORY LANDSCAPE
Exploring the current regulatory landscape and discussing the impacts of possible de-regulation across the industry

STRESS TESTING LIQUIDITY RISK
Reviewing the CLAR requirements and the ability to incorporate a level of liquidity risk in stress testing

FUNDS TRANSFER PRICING
Exploring approaches and methodologies to funds transfer pricing

NSFR FINAL RULE
Examining the variations in the proposed and final NSFR rule and preparation ahead of full implementation

2052A
Examining 2052A to ensure
compliance and strengthen
the process

ENHANCED PRUDENTIAL STANDARDS
Reviewing EPS implementation and development and the ability to satisfy the regulators

MODELLING FOR STRESS TESTING
Exploring CCAR and DFAST models within stress testing and the ability to incorporate
immediate horizons

INTRADAY LIQUIDITY
Understanding and managing firm specific intraday liquidity and the ability to limit risk

PRICING LIQUIDITY
Identifying approaches to pricing liquidity and the impact on different sized institutions

Hear from over 20 senior Liquidity, Funding and Treasury Professionals including:

George Gau

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Americas Head of Treasury Risk Oversight


Barclays

Jennifer Detrano

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Head of Treasury Change US


Deutsche Bank

Frank Morisano

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CRO


Industrial and Commercial Bank of China

Ishan Lal

male

Director, Collateral Liquidity and Funding and Prime Services Treasurer


Credit Suisse

Andrew Craig

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Officer, Funding and Liquidity Risk


Federal Reserve Bank of New York

Aryasomayajula Sekhar

male

Global Head of Liquidity Risk Management


Morgan Stanley

Andrew Amstutz

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Managing Director/Asset & Liability Management, Head of Policy & Execution


Citi

Jennifer Fitzgibbon

Jennifer Fitzgibbon

 Managing Director, Head of Americas Treasury


Rabobank

Sunil Gangwani

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Executive Director, Finance


ING

Erjun Chen

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Audit Director


CIT Bank

Ji Quin

male

Head of Market Risk


MUFG

Andrew Fellingham

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Director, Group Head Market and Liquidity Risk


Sumitomo Mitsui Banking Corp

Day One | 17 October 2017

8.00 Morning registration and coffee

8.50 Chair’s opening remarks
Will Newcomer, VP, Strategy and Business Development, Wolters Kluwer

REGULATORY LANDSCAPE – PANEL DISCUSSION
9.00 Reviewing potential deregulation under the new administration and the impact on the industry

  • Continual compliance, the option to uphold current regulatory standards
  • Impact on resources with less teams required
  • The implications of scaling back already established regulations
  • Proposed regulatory changes and the impact on liquidity management
  • Impact on foreign banking organizations

Sunil Gangwani, Executive Director Finance, Former ING
George Gau, Americas Head of Treasury Risk Oversight, Barclays
Frank Morisano, Chief Risk Officer, Industrial & Commercial Bank of China

NSFR FINAL RULE
9.50 Exploring possible variations in the proposed and final NSFR rule and preparation ahead of implementation

  • Timeline review and impact of further delay
  • Adapting the business to the final rule in a shortened time frame
  • What will the final rule look like for foreign banking organizations
  • Variations in NSFR across jurisdictions: Ensuring compliance and implementation

Ishan Lal, DirectorCredit Suisse

10:30 Morning refreshment break and networking

NSFR IMPLEMENTATION
11.00 Understanding the management and organization of NSFR ahead of the final rule and full implementation

    • Potential impacts on management of portfolios
    • Impacts on the current liquidity buffer
    • Changes and impacts to funding
      • Implications of relying on customer funding and deposits to fund the NSFR
    • Management of overall risk governance
    • Relationship between the NSFR and TLAC: Holding long term deb

Gopi Devaraaj, VP, Liquidity Risk Management, Deutsche Bank

LCR
11.40 Evolution of the LCR: Reviewing daily management and integration with other regulatory regimes

  • Exploring how the LCR has evolved
  • Daily management and challenges
  • Exploring LCR requirements mapped out in 2052A
    • Variations in approach
  • NSFR and LCR interaction and management
    • Best practice for balancing the regulatory requirements
  • Connections between NSFR, LCR & Capital

Aaron Sayles, Senior Consultant, Wolters Kluwer

12.20 Lunch break and networking

EPS
1.30 Reviewing the impact of EPS a year on: Identifying gaps in implementation and satisfying the regulators 

  • Impact on liquidity buffers and cash flow projections
  • Independent review of liquidity processes
  • CLR assumptions and documentation
  • Impact on post implementation

Andrew Fellingham, Director, Group Head Market and Liquidity Risk, , Sumitomo Mitsui Banking Corp
Ji Qin, Director, Head of Market Risk, MUFG Securities Americas Inc.

INTRADAY LIQUIDITY
2.00 Intraday Liquidity: Regulatory burden or business opportunity?

  • Understanding the evolving regulatory regime(s) – what does this mean to me.
  • Defining the challenges – what are the ‘gotchas’
  • Showing where the business can benefit from regulation – how can I be the firm’s hero?
  • Understanding how to respond – what do I do when back in the office?

Pete McIntyre, Financial Services Director, Planixs GRP Ltd

2.40 Liquidity risk management: Integrating liquidity into business line management

  • Scenario-specific liquidity measurements for setting risk appetite balancing LCR, NSFR, internal stressed liquidity, and management objectives
  • Identify appropriate measures of the market cost of liquidity
  • Incorporating liquidity costs into funds transfer pricing for line of business measurements
  • Alternatives for integrating HQLA carrying costs into business line management
  • Strategies for optimizing liquidity in a changing interest rate environment

Steve Turner, Managing Director, Novantas
Greg Muenzen, Principal, Novantas

3.20 Afternoon refreshment break and networking

MONEY MARKET REFORM
3.50 Examining changes to money market reform and the potential impacts to market volatility

  • Exploring changes to money market reform
  • Possible impacts on LCR
  • Understanding where to house increasingly larger funds
  • Managing volatility and pressure on smaller financial institutions

Jennifer Fitzgibbon, Managing Director, Head of Americas Treasury, Rabobank

PRICING LIQUIDITY – PANEL DISCUSSION
4.30 Reviewing best practice for pricing liquidity and the impact on different sized institutions

  • Pricing liquidity to the business
  • Charging the business for the liquidity they generate or use
  • How to calculate liquidity pricing
  • Pricing liquidity for small and mid-sized financial institutions

Andrew Amstutz, Managing Director/Asset & Liability Management – Head of Policy & Execution, Citi
Mark Litchfield, VP, Liquidity Management, Synchrony Financial
Andrew Craig, Officer, Funding and Liquidity Risk, Federal Reserve Bank of New York

5.20 Chair’s closing remarks

5.30 End of day one

Day Two | 18 October 2017

8.00 Morning registration and coffee

8.50 Chair’s opening remarks

Steve Turner, Managing Director, Novantas

STRESS TESTING LIQUIDITY RISK – PANEL DISCUSSION
9.00 Incorporating a level of liquidity risk in stress testing and reviewing CLAR requirements

  • How assumptions are derived
  • Best practice for contingency funding plans and triggers
  • CLAR requirements/regulatory guidance

Sunil Gangwani, Executive Director Finance, Former ING
Benoit Dauchez, Executive Director/Liquidity Planning & Coverage, Morgan Stanley
Andrew Craig, Officer, Funding and Liquidity Risk, Federal Reserve Bank of New York

MODELLING FOR STRESS TESTING
9.50 Utilizing CCAR/DFAST models to conduct liquidity stress tests and incorporating immediate horizons

  • How to better model inflows and outflows from portfolios
  • Formulating sufficient architecture to produce the correct results
    • Improving internal systems and automating the process
  • What sources of information to consider when conducting model defined liquidity risk
  • Metrics to evaluate
  • Utilising CCAR/DFAST

Arya Sekhar, Head, Liquidity Risk Department, Morgan Stanley

10:30 Morning refreshment break and networking

FUNDS TRANSFER PRICING
11.00 Understanding methodology approaches to funds transfer pricing and the impact on liquidity

  • Identifying on-balance sheet and off-balance sheet items impacting liquidity

  • Charging and crediting for liquidity (cost of liquidity)

  • Methodology approaches

  • Frequency of applying, monthly vs daily

  • SR 16-3 FTP Guidance

Andrew Craig, Officer, Funding and Liquidity Risk, Federal Reserve Bank of New York

11.40 Integrating liquidity risk management into Funds Transfer Pricing frameworks

  • Integrating liquidity aspects into a funds transfer pricing framework
  • Dealing with uncertainty in the funds transfer pricing
  • Who pays for uncertainty – incorporating a risk reserve
  • Profit and risk – an integrated view on liquidity

Volker Liermann, Partner, Global Sales Team & Funds Transfer Pricing Expert, ifb Group

12:30 Lunch break and networking

1.30 State of the art on Liquidity Solutions 

  • Technology overview. What is in the market?
  • Different technology approaches to comply the regulation
  • How to use the technology to optimise your balance sheet
  • Ratios Forecast (LCR, NSFR)
  • How ALCO decisions are affecting my ratios?
  • Intraday liquidity. How to face it

Olmo Vazquez, Head of Mirai Advisory USA, Mirai Advisory
Luis Estrada, Global CEOMirai Advisory

BEHAVIOUR OF DEPOSITS
2.10 Understanding the potential change in behaviour of deposits in a rising rate environment with unprecedented length of low rates

  • Impacts of the rising rate environment on funding
  • Changing behaviour of deposits
    • Same as the last rising rate environment
  • Opportunities with larger funds
  • Forecasting the future rising rates
  • Adjusting funding mix to accommodate rising rate environment

Andrew Auslander, Head of Governance and Disclosure, AIG

2.50 Afternoon refreshment break and networking

3rd LINE OF DEFENCE
3.20 3rd Line of defence in liquidity risk management

  • 3rd line of defence – A component of the liquidity management framework
  • Further developing audit capabilities and competences
  • Changing a game plan – Audit approach
  • Enhancing the quality assurance

Erjun Chen, Audit Director, CIT

REGULATORY DEVELOPMENT – PANEL DISCUSSION
4.00 Examining the regulatory requirements for mid-sized institutions moving towards growing their balance sheet and business

  • Examples of successfully balancing growth and regulatory compliance
  • Development using in-house procedure or third party solutions
  • Adjusting the business model to ensure compliance
  • Incorporating regulatory requirements into frameworks
    • Allocating resources
    • Documentation

Erjun Chen, Audit Director, CIT
Gopi Devaraaj, VP, Liquidity Risk Management, Deutsche Bank
Christian Pichlmeier, Head of Liquidity Risk, MUFG Union Bank

4.50 Chair’s closing remarks

5.00 End of Summit

Andrew-Amstutz-Head-shot-120x120
Andrew Amstutz, Managing Director/Asset & Liability Management – Head of Policy & Execution, Citi

Andrew Amstutz currently heads ALM – Policy & Execution for Citi, globally covering bank, broker-dealer and corporate chain entities since April 2016.  Andrew joined Citi in 2009 in New York where he had responsibility for secured funding the Prime Brokerage and Equity Division globally focusing on Asset/Liability management, regulatory matters, product development and strategy.  Mr. Amstutz represented Citi in various industry groups and sat on the firms Asset and Liability Committee.  Andrew left Citi in 2013, focusing on various consulting engagements, and re-joined Citi in 2015 within their Broker-Dealer/ICG Markets Treasury group.

Originally trained as a CPA with Arthur Andersen & Co., Mr. Amstutz joined Morgan Stanley in 1992 in product control for the Prime Brokerage and Securities Lending businesses.  Joining the financing trading desk in New York in 1997, he moved to London in 2000 where he built out the equity funding function globally.  In 2004, he became the COO for Securities Lending and joined the board for Equilend Holdings LLC (Europe).  In 2006, he headed Morgan Stanley’s cross asset class secured funding which included equity, fixed income and structured financing.

Mr. Amstutz is a Certified Public Accountant and graduated cum laude from Widener University with an MBA as well as B.S. degrees in Accounting and Economics. He is Series 24, Series 7, Series 24 and FSA Regulations and Futures certified.

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Adam Ashcraft, Head of Funding, Liquidity And Interest Rate, Federal Reserve Bank of New York

Adam Ashcraft will be presenting at the upcoming Liquidity Risk Management USA.

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Andrew Auslander, Head of Governance and Disclosure, AIG

Andrew Auslander has over 20 years of experience in the global financial markets.  He has spent half his career as an enterprise risk manager experienced in developing risk frameworks to support overall business strategy for asset management, private banking, and investment banking.  During this time, he managed market, traded credit, counterparty credit, liquidity, operational, vendor, and model risks. He has taught the benefits of risk culture in various countries.  He is effective at communicating risks and mitigators to senior management, internal audit, and regulators.  Currently, Andrew is Head of Risk Governance and Disclosure at AIG.  Previously, he led the risk management and trading teams at international banks and asset managers.

Andrew earned a Bachelor of Science degree from the United States Merchant Marine Academy. He holds a Master of Science degree in Computer Science and Information Systems from Rensselaer Polytechnic Institute and studied Finance at New York University’s Stern School of Business.  Andrew is a CFA Charterholder and a Financial Risk Manager (FRM) certified by the Global Association of Risk Professionals. Mr. Auslander holds FINRA Series 7, 24, and 63 licenses.

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Erjun Chen, Audit Director, CIT Bank, NA

Erjun Chen is a director of Internal Audit Service at CIT. His responsibilities include leading an audit team covering the Liquidity and Market Risk practices as well as DFAST/CCAR processes at CIT.

Prior to joining CIT, Erjun worked at Ernest & Young and KPMG as a Senior Audit Manager and an Audit Manager, respectively focusing on the financial statements audits in the banking industry. Prior to work for “Big Four’ accounting firms, he worked as a Foreign Exchange trader at one of Chinese Banks.

Erjun holds MBA in Finance from Fordham University Graduate School of Business. He is a CPA licensed in New York State.

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Andrew Craig, Officer, Funding and Liquidity Risk, Federal Reserve Bank of New York

Andrew is a liquidity specialist covering a large domestic financial Institution in the Second District and participates in the annual Comprehensive Liquidity Assessment and Review (CLAR). Andrew joined the Federal Reserve in 2011 after 20+ years in various treasury positions at a large financial institution. He holds a Masters in Economics and Bachelors in Marketing and Accounting from the University of New South Wales.  He also holds a Masters of Applied Finance from Macquarie University and is a Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM).

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Benoit Dauchez, Executive Director/Liquidity Planning & Coverage, Morgan Stanley

Benoit has been a member of Morgan Stanley’s Liquidity Planning and Coverage team for over six years. His responsibilities include development of liquidity stress testing models and liquidity risk management.

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Gopi Devaraaj, VP, Liquidity Risk Management, Deutsche Bank

Gopi Devaraaj is a Vice President of Liquidity Risk Management in Deutsche Bank, focusing on liquidity risk identification, oversight, limits monitoring, model validation and regulatory management. He has over 14 years of experience within Treasury, Risk and Finance departments in US and foreign banks focusing on loans, deposits, fixed income and derivatives in the banking and trading book.

Luis Estrada
Luis Estrada, Global CEO, Mirai Advisory

Luis Estrada is the current CEO at Mirai Advisory which he co-founded in 2013. Mirai is an ALM niche firm that runs in 4 countries -USA, Spain, Chile and Mexico- specialized in designing and developing robust Liquidity and IRR solutions. At the age of 35, Luis is a graduate of Computer Science Engineering from Univerisad Pontificia de Comillas (ICAI-ICADE). He has 15 years of experience in Financial Risks in IT environments and has led several international projects in Tier 1 institutions.

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Andrew Fellingham, Director Group Head Market and Liquidity Risk, Sumitomo Mitsui Banking Corp

Andrew Fellingham has 20 years of treasury, portfolio management, and risk experience working primarily for FBOs in New York. Currently Andrew is Group Head of Market and Liquidity Risk for SMBC Americas Division where he is responsible for risk identification, model calibration, and addressing NY branch response to EPS requirements.

Jennifer Fitzgibbon
Jennifer Fitzgibbon, Managing Director, Head of Americas Treasury, Rabobank

Jennifer Fitzgibbon is Managing Director and Head of Treasury Americas for Rabobank, focusing on funding, liquidity and balance sheet management for the region.
Prior to joining Rabobank in 2016, Jennifer was a Principal at EY in the FSO
advisory practice after spending 5 years at RBS as Head of Americas Treasury for the MIB Division.  In her 20+ year finance career, has also held many sr. level positions in Treasury, Finance and Risk Management at Barclay’s Capital, Lehman Brothers, Merrill Lynch, and Unicredit.
Jennifer holds an M.B.A. in Finance from New York University, a B.S. in Mechanical Engineering and a B.S. in Psychology, both from Old Dominion University. Jennifer is Series 7 and Series 24 licensed and holds a certification in Financial Risk Management (FRM) from GARP. Before embarking upon her career in banking, Jennifer spent two years as an aerospace design engineer for The Boeing Defense and Space Group. 

 

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Sunil Gangwani, Executive Director, Finance, Former ING

Strategic business partner with 17 years of diverse experience in risk and finance roles with GE Capital, ING & PwC. Developed a risk appetite framework for a SIFI covering liquidity, credit and various other risk categories. Drafted liquidity stress framework for an FBO. Chartered Accountant and MBA from NYU Stern School of business. Recently finished MIT Fintech course. Strongly believes in leveraging and connecting regulatory requirements with Company’s strategy and long term plans.

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George Gau, Americas Head of Treasury Risk Oversight, Barclays

Americas Head of Treasury Risk Oversight – covering the liquidity risk, capital risk and interest rate risk in banking books for Barclays in US from 2nd line of defence perspective to ensure Reg. YY compliance for IHC/CUSO. Joined Barclays in 2015. Previously worked at GE Capital, Morgan Stanley, E&Y and Merrill Lynch in various Treasury functions. CFA and FRM holder.

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Ishan Lal, Director, Credit Suisse

Ishan Lal’s primary responsibilities are capital and resource optimization, funding, and liquidity management. He is the Equities business point of contact with Treasury and Liquidity Risk teams as well as external regulators on liquidity and funding requirements for Prime Brokerage, Synthetic Financing and other Equities business activities. Ishan has also led the development of regulatory liquidity stress models governing Credit Suisse’s Prime Services businesses activities and was instrumental in establishing a governance framework to assess business activity across critical liquidity risk metrics.

Ishan joined Credit Suisse in 2002. Prior to his current position, he helped develop an equity secured funding capability within the Equities businesses. Ishan holds an M.B.A. from the Wharton School and a B.A. from Oxford University and is Series 7, 63 and 24 certified.

Volker Liermann
Volker Liermann, Partner, Global Sales Team & Funds Transfer Pricing Expert, ifb Group

Volker Liermann will offer insights and subject matter expertise on developing an integrated and comprehensive FTP framework to help organizations correctly allocate and forecast profitability at a strategic and tactical line of business and departmental level. He will showcase several examples of where ifb group has made an impact in organizations through the development of such frameworks.  Furthermore, he will highlight how a comprehensive FTP framework that incorporates a liquidity risk management methodology can improve the IRRBB framework (interest Rate in the Banking Book) and how it can be incorporated into the funds planning process.

Volker Liermann brings twenty years’ of experience in financial risk management and FTP frameworks. In recent years, his focus has been on integrated stress testing and liquidity risk management as it impacts organizational profitability. He has an Economics background and has a degree in Mathematics from the University of Bonn.

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Mark Litchfield, VP, Liquidity Management, Synchrony Financial

Mark Litchfield is the Liquidity Risk Management Leader for Synchrony Financial, covering all liquidity risk programs for both the consolidated entity as well as Synchrony Bank.  Mark has been part of Synchrony’s Treasury team for four years, including three years as the Finance Manager for the Retail Deposits product line.  Prior to Synchrony, Mark held various roles in Accounting and FP&A at GE Capital, American Express, and Ally Bank.  Mark began his career at KPMG in the audit practice and is a licensed CPA.

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Pete McIntyre, Financial Services Director, Planixs GRP Ltd

Pete is an expert in intraday liquidity and helps banks to address intraday cash and liquidity management challenges.  A former partner at PwC, he has worked with banks around the world to improve insight and respond to regulatory demands.  Pete leads the financial services business for Planixs, a big data & analytics software company, whose Realiti® intraday software is used by banks of all sizes.  Planixs works closely with Infor (one of the world’s largest enterprise software providers with more than 90,000 organizations worldwide) to provide intraday liquidity solutions to banks all over the globe.

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Frank Morisano, CRO, Industrial and Commercial Bank of China

Frank Morisano is Chief Risk Officer at the Industrial and Commercial Bank of China (ICBC) overseeing the operations and legal entities through which the bank operates in the USA. Before ICBC, he spent over a decade in China leading Financial Services Advisory practices at Ma Lee Advisory and PwC Consulting. The earlier part of his career was spent in senior risk management, strategy, M&A, and liquidity management positions at JPMorgan Chase, Bank of America, Capital G Bank, and General Motors Acceptance Corporation. He is credit trained from the Chase Manhattan Bank, holds a M.Sc., Information Systems, and a B.B.A., Statistics.

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Greg Muenzen, Principal, Novantas

Greg Muenzen is a Principal in Novantas’ Treasury and Risk Support practice where he leads the Asset/Liability Management and Liquidity disciplines.  Greg has broad experience assisting large and small scale financial institutions across the U.S., Canada, Australia, and Latin America on A/L management, liquidity, stress testing, risk-adjusted profitability, pricing, and strategy engagements.  Prior to joining Novantas, Greg was a Consultant in the risk and strategy practices at First Manhattan Consulting Group.

Greg has been a panelist at industry related events, including GFMI Retail Deposit Optimization and Strategic Management conference and numerous webinars. He is also a published author in the Novantas Review.

Greg holds a BA in economics from Cornell University.

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Will Newcomer, VP, Strategy and Business Development, Wolters Kluwer

Will Newcomer has more than 35 years of experience in risk and finance with major and regional banks as well as leading technology firms, making him uniquely qualified to lead clients to the forefront of integrated finance, risk and compliance solutions. In addition, Will uses extensive experience in enterprise-wide management information systems to help financial institutions in the areas of risk adjusted performance management, budgeting and planning, asset and liability management, incentive compensation, financial reporting and stress testing.

Christian Pichlmeier
Christian Pichlmeier, Head of Liquidity Risk, MUFG Union Bank

With more than 15 years of experience in Treasury and Asset/Liability Management, Christian joined MUFG in 2013 when he became Treasurer of MUFG’s Broker/Dealer. He built up the internal stress testing methodology and the linkage to internal funds transfer pricing. In 2016, Christian took on a role within MUFG to become Head of Liquidity Risk at MUFG Union Bank. Among the main accomplishments is a focus on internal liquidity ratios as opposed to regulatory ratios including building up a stress testing assumption set which measures up to highest regulatory standards. Before MUFG, Christian worked at Citi and HSH Nordbank of Germany, most notably as their Treasurer of the New York Branch.

Ji Qin
Ji Qin, Director, Head of Market Risk, MUFG

Ji Qin has nearly 20 year experience in market risk, liquidity risk, credit investment, and rates trading. Currently as head of market risk group, Ji is responsible for both market risk and liquidity risk function for MUFG Securities business in USA. Prior to this role, she was deputy head of market risk in Commerzbank NY branch. She has also worked in credit investment desk and traded Repo/Treasury before moving to risk management in Commerzbank. Ji has a MA degree of Computer Engineering from University of Cincinnati.

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Aaron Sayles, Senior Consultant, Wolters Kluwer

Aaron Sayles, Senior Consultant at Wolters Kluwer, has worked in the Financial Services industry for over twelve years. He cultivated expertise on industry trends and regulatory developments in liquidity and compliance risk as well as data management best practices. Aaron works with industry professionals to assess needs, and identify internal and external drivers around liquidity risk and data processes.

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Arya Sekhar, Head, Liquidity Risk Department, Morgan Stanley

Arya Sekhar, Ph.D., CFA

Arya Sekhar is a Managing Director at Morgan Stanley in the Risk Management Department. He is currently the Head, Liquidity Risk Department with oversight over funding and liquidity decisions across the Firm. He has been with Morgan Stanley since 2008 in various roles in Risk Analytics and Market Risk. Prior to Morgan Stanley, Arya has worked as Quantitative Researcher on mortgage trading desks at various firms including RBS and Countrywide Securities.

Arya has published various papers in journals including Journal of Fixed Income and Journal of Portfolio Management and taught courses on risk management.

Arya has a Ph.D. in Finance from Oklahoma State University and is a CFA® Charter holder. Arya also has an MBA in Finance and an undergraduate degree in Mechanical Engineering.

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Steve Turner, Managing Director, Novantas, Inc

Steve Turner is a Managing Director in Novantas’ Treasury and Risk Support practice.  He has broad experience working with financial institutions to develop and execute financial strategies, improve risk measurement capabilities, and strengthen overarching governance.  He focuses on treasury, liquidity and funding, valuation, stress testing, and governance issues.  He started his career in commercial banking and led the treasury function of a $30 billion bank, along with stints leading the strategic planning and acquisition groups.  Prior to joining Novantas, Steve was a Partner in the risk practice at First Manhattan Consulting Group. Steve is a frequent speaker at numerous banking and regulator sponsored conferences on topics which have included LCR/NSFR industry effects, funds transfer pricing, stressed liquidity, and CCAR.  He is a published author on these topics in top industry publications including the Novantas Review, Bank Accounting and Finance, Commercial Banking Review, Bank Director and American Banker. Steve received a BS in economics from Allegheny College and an MBA in finance from Tulane University.

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Olmo Vazquez, Head of Mirai Advisory USA, Mirai Advisory

Olmo Vazquez is leading Mirai Advisory in the USA, which he co-founded in 2013. Olmo is master degree of Computer Science Engineering from Universidad Politecnica Madrid (UPM). His professional experience has always been focused on risk management for financial institutions from a functional and technical point of view. I have more than 10 years of experience, working in leader consultancy firms until he co- founded Mirai Advisory. A boutique consultancy firm, especializad in ALM and Liquidity Projects.

Co-Sponsors

ifb

US: +1 980 207 2226, EUROPE: +49 89 69989437-0


ifb is a global consulting firm, with 400+ interdisciplinary consultants, that provides comprehensive business strategy and technology consulting services in the areas of financial management accounting, regulation, risk & compliance, financial and risk management systems transformation, technology implementation and managed services. As an internationally operating consulting company, we successfully work for banks, insurance companies, industrial, trade and service companies worldwide.

For over 25 years, our experts have provided inspired and innovative end-to-end solutions from business strategy development to implementation and operations and maintenance. Our global operating delivery and service units, and highly specialized external application and process services allow us to develop and maintain customized solutions anytime anywhere.

Infor


Infor® is fundamentally changing the way information is published and consumed in the enterprise, helping 70,000 customers in 200 plus countries and territories improve operations, drive growth, and quickly adapt to changes in business demands. Infor combines focused, hands-on industry experience with global breadth to help companies deal with today’s challenges and prepare for tomorrow’s opportunities. We offer deep industry specific applications and suites that are engineered for speed and use ground breaking technology to deliver a rich user experience. Our applications also feature flexible deployment options that allow customers to run their businesses in the cloud, on-premise, or both.
For over 25 years, our experts have provided inspired and innovative end-to-end solutions from business strategy development to implementation and operations and maintenance. Our global operating delivery and service units, and highly specialized external application and process services allow us to develop and maintain customized solutions anytime anywhere.

Mirai


Mirai is a consultancy niche focused exclusively on the field of ALM and Liquidity Risk. We believe in a different style of work where specialization is prime. Our functional knowledge with extensive experience in IT projects allows us to provide innovative solutions from any point of view the project. We are here to help you optimize your processes, implementing innovate solutions and streamlining your workflows.

Novantas


Novantas is the industry leader in analytic advisory services and technology solutions for banks. We create superior value for retail and commercial banks through deep and insightful analysis of the information that drives the financial services industry across pricing, product development, treasury and risk management, distribution, marketing, and workforce management.
For more information, visit www.novantas.com

Wolters Kluwer


Whether complying with regulatory requirements or managing financial transactions, addressing a single key risk, or working toward a holistic enterprise risk management strategy, Wolters Kluwer works with customers worldwide to help them successfully navigate regulatory complexity, optimize risk and financial performance, and manage data to support critical decisions. Wolters Kluwer provides risk management, compliance, finance and audit solutions that help financial organizations improve efficiency and effectiveness across their enterprise, with more than 30 offices in 20 countries.
For further information please visit www.wolterskluwerfs.com

Can your organisation contribute at our Liquidity Risk Management 2017 Congress?

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. Please visit www.cefpro.com/sponsorship for an outline of what we can offer, and 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

New York Institute of Finance

Venue

The event will take place at The DoubleTree by Hilton Metropolitan,
569 Lexington Ave, New York, NY 10022, USA

Hotels within a short distance of the Doubletree Hotel

  • Fifty NYC – to reserve a room call +1 212-751-5710
  • New York Marriott East Side – to reserve a room call +1 212-755-4000
  • Hotel 48LEX New York – to reserve a room call +1 212-888-3500
  • The Lexington New York City, Autograph Collection – to reserve a room call +1 212-755-4400

Recommendation: When browsing for a hotel please search ‘Hotels nearby New York, NY 10022.

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

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 alice.kelly@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
  • Cocktail 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 shannon.mason@cfp-events.com or call +1 888 677 7007.

Registration Rates Early Bird
Register by September 29 
Standard Rate
Register after September 29 
Register Now
Liquidity Risk Management USA
New York, October 17-18, 2017
$1399
(Save $400)
$1799 Register

Group Bookings:

Group rates are available for 3 or more attendees from the same organization, 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. Save time and register by email

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

2. Contact us directly

3. Download the PDF registration form

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