Why should you attend?
CeFPro® Events launches its third highly anticipated Treasury & ALM Conference in Midtown Manhattan, New York City. Make the most of this opportunity and join us on March 6-7 2024, to extend your knowledge in managing implications of the uncertainties within Treasury & ALM.
Enhanced regulatory scrutiny, uncertainty with managing unstable interest rates and balancing liquidity requirements are significant concerns for financial institutions. Join CeFPro® Events with your team at this exciting congress, where you will connect with likeminded industry peers in ensuring best practice and augment your knowledge. Treasury & ALM USA is the go-to industry congress in managing and navigating your challenges with our 7+ hour networking opportunities and our carefully curated agenda researched for the industry, by the industry.
Key highlights for 2024
- INTEREST RATE:
Managing uncertainty of interest rate risks and reviewing the impact it has to financial organizations
- DEPOSITS:
Managing the impact to balance sheets and deposit pricing in a volatile market
- LIQUIDITY:
Navigating liquidity requirements and balancing them effectively for profitability and future changes to market
- CONTINGENCY FUNDING PLANNING:
Implementing contingency funding planning and monitoring effectively to avoid collateral to organizations
- FRTB:
Reviewing global timelines, expectations, and nuances under FRTB
- REGULATIONS:
Reviewing aftermath of 2023 regional bank crisis and managing enhanced regulatory scrutiny and pressure
- BASEL 3 END GAME:
Examining Basel 3 End Game global timelines and reviewing impacts to organizations
- CAPITAL:
Navigating heightened capital within the market and managing external pressures due to regulatory changes
Interact with industry front-runners paving the way in Treasury and ALM
Join us for an engaging, timely and carefully curated agenda across 2-days
Our agenda ensures a deep dive into the timeliest topics of Treasury & ALM, and is explored through presentations, panel discussions and live Q&A’s to facilitate engagement and learning.
Learn from our line-up of industry thought leaders as they share their expertise.
Become proficient in the topic by homing in knowledge from 30+ subject-matter experts and return to your department with newly developed skill sets and ideas.
Continue conversations with our 7+ hour networking opportunity.
Make most of our 6 networking breaks across the two days plus a complimentary drinks reception and continue conversations beyond the stage to create meaningful industry connections.
Key speakers
Jianran (Jenny) Li
Managing Director ALM,
Goldman Sachs
Amit Kalyanaraman
Global Head of Liquidity Risk,
Credit Suisse/UBS
Oskar Rogg,
Managing Director, Head of Treasury
Credit Agricole CIB
Mark Cabana
Head of US Rates Strategy,
Bank of America
Frank Sansone,
Treasurer, SVP – Head of Treasury
China Construction Bank
Armel Roméo Kouassi
Senior Vice President, Global Head of ALM,
Northern Trust
Althea Pieters
Managing Director, Regulatory Strategy,
SMBC
Maxim Terlovsky
Managing Director, Chief Auditor
Citi
Charlie Peng
SVP and Head of Treasury
Bank of China
Teresa Tian
Director of Market and Liquidity Risk
Brighthouse Financial
Session previews and related insights
Get an insight of what to expect from the Congress with our past and present speaker session previews.
Gaining strong visibility of funding sources for liquidity monitoring
Gaining strong visibility of funding sources for liquidity monitoring Asha Gowda, Director – Market Risk Governance, KeyBank Below is an insight into what can be expected from Asha's session at Risk Americas 2024. {{ vc_btn: title=Find+out+more+about+CeFPro%27s+Risk+Americas+2024&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Frisk-americas%252F }} The views and opinions expressed in this article are those of the thought leader as an individual, and
Adapting business strategies to a changing interest rate environment
Adapting business strategies to a changing interest rate environment Stefano Chiarlone, CFO Italy, UniCredit Below is an insight into what can be expected from Stefano's session at Risk Evolve 2024. {{ vc_btn: title=Find+out+more+about+CeFPro%27s+Risk+Evolve+2024&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Frisk-evolve%252F }} The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or
Post LIBOR: reviewing impacts of transition to SOFR and impact of new rates
Post LIBOR: reviewing impacts of transition to SOFR and impact of new rates Tope Adedara, Internal Audit Director, ALM – Balance Sheet Management, PNC Below is an insight into what can be expected from Tope's session at Balance Sheet Management USA 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+USA+2023&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management-usa%252F }} The views and opinions expressed in this article are those of
Effectively managing risk and losses in the banking book in line with increasing interest rates
Effectively managing risk and losses in the banking book in line with increasing interest rates Hadrien van der Vaeren, SVP, Market and Liquidity Risk, BNY Mellon Below is an insight into what can be expected from Hadrien's session at Balance Sheet Management Europe 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+Europe+2023&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management%252F }} The views and opinions expressed in this article
Take a look at what was said about last year’s event
Thanks for letting me share my thoughts – super conference with great content and speakers.
It was a great honour to share the stage with great minds in the industry. Discussions were insightful and challenging!
Would your organization like to partner with us on this event?
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 contact sales@cefpro.com or call us on +1 888 677 7007 for more information.
2024 Sponsor
Co-sponsor
Content and media partners
Advanced Model Risk 2024 Agenda
8:00 – 8:50
Registration & breakfast
8:50 – 9:00
Chair’s opening remarks
9:00 – 9:50
REGULATION – PANEL DISCUSSION
Managing heightened regulatory pressure and scrutiny in the aftermath of the 2023 regional bank crisis
View Session Details
- Enhancing programs to strengthen the monetary framework
- Balancing regulatory requirements with managing business
- Managing heightened capital requirements
- Reviewing the impact of Basel 3 End Game on capital and liquidity
- Managing multiple changes simultaneously
- Expansion of regulations to non-banking systems
- Reviewing suggested changes under TLAC
- IHC requirement for capital-compliant debt
|
Amit Kalyanaraman, Global Head of Liquidity Risk, Credit Suisse/UBS |
|
Suresh Srinivasan, Traded Risk PMO (FRTB Americas/Price Risk), Citi |
|
Michael Koh, Managing Director, Head of Regulatory & Policy, BNP Paribas |
|
Althea Pieters, Managing Director, Regulatory Strategy, SMBC |
9:50 – 10:30
BASEL 3 END GAME
Reviewing global timelines and requirements for Basel 3 End Game and its impact to organizations
View Session Details
- Impact on the competitiveness of the US market with global disparities
- Reviewing changes for different-sized organizations
- Managing increased capital requirements and impact on profitability
- The success of Basel 3: Does it enhance the resilience of the industry?
- Operational risk calculations at a jurisdictional level
- Managing resources with a broad scope of changes required
|
Shahab Khan, Head of Liquidity Policy, HSBC USA |
10:30-11:00
Morning refreshment break and networking
11:00-11:40
FRTB
Reviewing expectations under FRTB and global implementation timelines and nuances
View Session Details
- Requirements for internal models
- Justifying PNL through risk management factors
- Management of non-linear instruments
- Training and maintaining models
- The future of FRTB with so many delays to date
- Examining models and factors for FRTB
- Updating legacy systems to keep up to date with new implementation
- Retaining talent to manage implementations of FRTB
|
Maxim Terlovsky, Managing Director, Chief Auditor, Citi |
11:40-12:20
INTEREST RATE RISK
Recalibrating approaches for a changing interest rate risk environment
View Session Details
- Discuss outlook for rates based on macro fundamentals & supply / demand backdrop
- Review risks to the baseline rate outlook & how markets may adjust
- Focus on funding conditions & their potential evolution
|
Mark Cabana, Head of US Rates Strategy, Bank of America |
12:20-1:20
Lunch break and networking
1:20-2:00
INTEREST RATE RISK
Reviewing the impact of interest rate uncertainty on products and pricing
View Session Details
- Impact on rate changes in either direction to product offerings
- Managing inverted curve and impact on deposit liabilities
- Impact of uncertainty on profitability
- Reduced net interest income and margin
- Competition with money market funds and treasury bills
- Adjusting balance sheets aligned with rate changes
- Reviewing changes to assets, liabilities, and deposits
- Managing the balance sheet in a decreasing-rate environment
- Managing interest rate risk and pricing under SOFR
- Forecasting demand and market changes with long-term uncertainty
- Managing convexity risk within assets and impact on capital
- Managing competition for funding
- Impact on deposit rates and net interest margin
|
Jianran (Jenny) Li , Managing Director ALM, Goldman Sachs |
2:00-2:40
CENTRAL BANK
Reviewing central bank approaches to continued economic volatility and future action
View Session Details
- What future interest rate changes look like
- Model recalibration with large interest rate hikes
- Impact on models and tail assumptions
- Global view on dollar reserve currency status
- Impact on inflation with reduced demand
- Fed action impact on the yield curve and liquidity
- Responding quickly to changes and preparing for uncertainty
- Reviewing targeted balance sheet of the Federal Reserve
2:40-3:30
DEPOSITS – PANEL DISCUSSION
Managing the disintermediation of long-term deposit repositories and their impact to the balance sheet
View Session Details
- Inclusion of non-banks offering attractive rates
- Competition for high net worth and institutional clients
- Reviewing changes to deposit modeling and FTP processes
- Impact on investments and assets on the balance sheet
- Migration of traditional banking models and products
- Move towards increased use of money market funds
- Minimizing the concentration of deposit repositories
- Diversifying exposures to a single bank
- Market risk of long-term treasuries
|
Maxwell Zhu, Global Head of Quantitative Analysis, Strategy & Insights, Corporate Treasury, BMO |
|
Mitchell Chad, Managing Director Stress and Impairment, Modeling and Analytics, RBC |
|
Petr Chovanec, Director, UBS |
3:30-4:00
Afternoon refreshment break and networking
4:00-4:40
DEPOSITS
Reviewing the changes in deposit pricing and behaviors in a volatile market
View Session Details
- Reviewing interest vs. non-interest-bearing deposits
- Impact of interest rate profile on organizations
- Factoring in interest rate movement to balance sheet migration
- Balancing high net interest margin with maintaining deposits
- Competition for deposits with rate prices
- Structuring for short vs. long-term debt
- Examining deposit structure to ensure diversity and stickiness of deposits
- Deposit requirements to keep capital ratios in line
- Leveraging deposit base to reduce spend
- Product changes to balance the high cost of deposits
- Managing risk with exposure to unsecured lending
4:40-5:20
BALANCE SHEET MANAGEMENT
Sleep is overrated: If you manage a balance sheet, here are five things that should keep you awake at night
View Session Details
- Traditional assumptions vs. technological evolution… who ya got?
- Falling knives and fire sales… What color is your parachute?
- What hidden risks are lurking in your otherwise pristine balance sheet?
- Plumbing… is there a more surefire conversation starter?
- Rapid changes, long and variable lags – are there shoes just waiting to drop?
|
Oskar Rogg, Managing Director, Head of Treasury, Credit Agricole CIB |
5:20-5:30
Chair’s closing remarks
5:30
End of day one and networking drinks reception
8:00 – 8:50
Registration and breakfast
8:50 – 9:00
Chair’s opening remarks
9:00-9:40
CAPITAL – PANEL DISCUSSION
Managing external pressures for heightened capital with market instability and regulatory change
View Session Details
- Reviewing the interplay of capital with risk disciplines
- Interplay with liquidity, interest rate risk, and credit risk
- Impact of credit risk on capital structure
- Risk ratings of credit modeling and activity
- Reviewing management of models and non-models for capital
- Developing appropriate reviews and challenge of models and non models
- Robust review and challenge of interplay of risks
- Instability of deposit and wholesale funding
|
Aleksey Leksanov, Managing Director, Head of Model Risk Management, Mizuho |
|
Shilpi Agarwal, Managing Director, Head of Financial Resource Management, Deutsche Bank |
|
Xiaowei Han, Head of ALM, TIAA |
9:40 – 10:30
ECONOMIC LANDSCAPE
Global economic and geopolitical landscape: Managing uncertainty in a volatile landscape
View Session Details
- Impact of global tensions on organizations
- Future risks of a global recession
- Impact of climate risk on the industry
- Looking forward amidst continued uncertainty
- Developing policy to acknowledge change
- Managing investment portfolios post Covid
- Impact of PPP programs and government support
- Managing disparities in global regulations and interpretations
10:30-11:00
Morning refreshment break and networking
11:00-11:40
LIQUIDITY
Balancing liquidity requirements and profitability and future changes on the horizon
View Session Details
- Impact of the 2023 banking crisis on liquidity considerations
- Calculating mark-to-market losses on portfolios
- Impact to liquidity
- Structuring the balance sheet to diversify funding sources
- Leveraging technology for real-time liquidity reporting
- Reviewing scenarios and stressors relating to liquidity
- Managing short and long-term liquidity
- Future of liquidity regulations and tiering of organizations
- Impact on small organizations if tiering is removed
|
Judah Kaplan, Director, Independent Liquidity Risk, Legal Entities, BNY Mellon |
11:40-12:20
FUNDING
Reviewing sources of funding in the long and short term amidst continued economic change
View Session Details
- Secured and unsecured funding
- Impact of stress environment on funding
- Approaches to stabilize funding
- Funding sources for capital planning
- Structuring the balance and diversifying funding sources
- Implementing contingency plans to manage funding
- Internal plans for funding outside of central banks for security
- Impact of funding market due to current economic change
|
Katya Ternyayeva, Director, Americas Head of Funding and Liquidity Management, Barclays |
12:20-1:20
Lunch break and networking
1:20-2:00
CFP
Managing heightened alertness and awareness as a result of market events on contingency funding planning
View Session Details
- Operationalizing contingency funding plans
- Prioritizing contingency funding planning to comply with Fed expectations
- Lessons learned from SVB
- Monitoring collateral and testing
- Testing discount windows to access collateral
- Understanding reaction to idiosyncratic systemic events
- Early warning indicators and KRIs to monitor breaches
- Understanding requirements for testing and application to real-world scenarios
|
Christopher Sadej, Risk Specialist, Office of the Comptroller of the Currency (OCC) |
2:00-2:50
2023 CRISIS – PANEL DISCUSSION
Review of 2023 banking crisis: Lessons learnt from events leading up to multiple bank collapses
View Session Details
- Reviewing events leading up to each collapse
- Lessons learned to protect against future crises
- Regulatory approaches to enhance resilience
- Reviewing diversification strategies
- Concentration of 2023 collapses to tech and crypto markets
- Managing balance sheets effectively to mitigate risk
- Managing resource requirements to conduct review
- Additional changes required as a result
|
Charlie Peng, SVP and Head of Treasury, Bank of China |
|
Frank Sansone, Treasurer, SVP – Head of Treasury, China Construction Bank |
|
Teresa Tian, Director of Market and Liquidity Risk, Brighthouse Financial |
|
Jianran (Jenny) Li, Managing Director ALM, Goldman Sachs |
2:50-3:20
Afternoon refreshment break and networking
3:20-4:00
ENTERPRISE ALM
Integration of ALM across risk disciplines and developing effective internal reporting
View Session Details
- Providing management with a holistic view
- Sensitivity and scenario-based analysis complexity
- Including market changes in the analysis
- Updating tools to manage the level of risk
- Manifestation of many risks as a liquidity concern
- Reviewing interdependence of risks
- The ripple effect of risks through to ALM
- Scenario requirements for treasury teams to include all risks
|
Mitchell Chad, Managing Director Stress and Impairment, Modeling and Analytics, RBC |
4:00-4:40
TECHNOLOGY
Leveraging AI and analytic capabilities and understanding associated risks
View Session Details
- Analyzing behavioral models in real-time
- Monitoring consumer behavior and migration
- Monitoring social media for mentions
- Impact of social media on the run on SVB
- Explainability and validation of models
- Reviewing use cases and lessons learned from implementation within treasury teams
- Monitoring outputs to ensure the accuracy of models
- Future of regulation of AI and machine learning
|
Armel Roméo Kouassi, Senior Vice President, Global Head of ALM, Northern Trust |
4:40-5:20
PAYMENTS
Reviewing changes to the payments landscape with increased use of crypto assets and the future of CBDC
View Session Details
- Impact of real-time payments on payment flows
- Managing expectations of 24/7 real-time payments
- Tokenizing payments to enhance real-time capabilities
- Understanding blockchain technology for real-time tracking
- Enhancements to same-day ACH with new payment rails
- Impact of digital and faster payments on treasury teams
- Maintaining, managing, and overseeing new payment rails
5:20-5:30
Chair’s closing remarks
5:30
End of Treasury & ALM USA 2024
Speakers
Shilpi Agarwal
Managing Director, Head of Financial Resource Management
Deutsche Bank
Shilpi Agarwal
Biography is coming soon.
Mark Cabana
Head of US Rates Strategy
Bank of America
Mark Cabana
Mark Cabana is the head of US Rates Strategy at BofA Global Research,
based in New York. In this role, he publishes research and trade
recommendations covering US short-term interest rates and macro
strategy. He also meets regularly with a broad range of clients to discuss
the firm’s views on Fed policy, interest rates, and financial regulation.
Cabana joined the firm in 2015.
Before joining BofA Securities, 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.
Mitchell Chad
Managing Director Stress and Impairment, Modeling and Analytics
RBC
Mitchell Chad
Mitchell Chad is a senior Risk and Treasury practitioner with over 20 years of financial services experience built on a foundation of technical expertise, thought leadership, and change management. Throughout his career, he has focused on a holistic and comprehensive approach rather than the siloed one traditionally adopted by financial institutions.
Mitch and his team developed RBC’s suite of models and methodologies for IFRS 9, CECL, CCAR and EWST, including the underlying technology architecture. Prior to joining RBC, Mitch held progressively senior roles at multiple Canadian and international financial institutions in treasury and FTP (ALM and SIRR strategy, enterprise-wide implementation of LCR, NSFR and BCBS 239), market risk (MVS, EaR, VaR and PFE), structuring complex financial instruments and credit risk analytics (pricing/strategy models, AIRB, ICAAP, economic capital and stress testing).
Mitch holds a Master of Science degree in Mathematics, Statistics, and Actuarial Science from the University of Western Ontario.
Petr Chovanec
Director
UBS
Xiaowei Han
Biography coming soon.
Xiaowei Han
Head of ALM
TIAA
Xiaowei Han
Biography coming soon.
Amit Kalyanaraman
Global Head of Liquidity Risk
Credit Suisse/UBS
Amit Kalyanaraman
Amit has got extensive Treasury and Risk Management experience with banks across different countries. He has worked with global banks for the last 18 years and his roles have spanned a number of functions. His expertise ranges from funding and liquidity activities at the money market desk to the development of sophisticated risk management analytics, covering Liquidity, Interest Rate Risk, Funds Transfer Pricing and Asset-Liability Management. He is a qualified Chartered Accountant and Financial Risk Manager.
Judah Kaplan
Director, Independent Liquidity Risk, Legal Entities
BNY Mellon
Judah Kaplan
Biography coming soon
Shahab Khan
Head of Liquidity Policy
HSBC USA
Shahab Khan,
Shahab Khan currently works for HSBC Holdings Plc. as Head of Liquidity Policy in New York. Prior to this, he was at JP Morgan Chase & Co. in the Capital & Liquidity Policy Group as a subject matter expert. Before this, he worked at various financial institutions and was associated with one of the big four accounting firms in the financial advisory space at the beginning of his career. During his professional career, he has held various positions in Treasury, M&A and Finance groups. For the last several years, he has been dealing with regulations related to Capital, Liquidity, RWA, Market Risk etc. that are applicable in the U.S. In addition to MBA, he is also a certified Treasury Professional. He is an avid reader and loves to travel.
Michael Koh
Managing Director, Head of Regulatory & Policy
BNP Paribas
Michael Koh
Biography coming soon
Armel Roméo Kouassi
Senior Vice President, Global Head of ALM
Northern Trust Corporation
Armel Roméo Kouassi
Biography coming soon
Aleksey Leksanov
Managing Director, Head of Model Risk Management
Mizuho
Aleksey Leksanov
Biography Coming soon
Jianran (Jenny) Li
Managing Director ALM
Goldman Sachs
Jianran (Jenny) Li
Biography coming soon
Charlie Peng
SVP and Head of Treasury
Bank of China
Charlie Peng
Biography coming soon
Althea Pieters
Managing Director, Regulatory Strategy
SMBC
Althea Pieters
Biography coming soon
Oskar Rogg
Managing Director, Head of Treasury
Credit Agricole CIB
Oskar Rogg
Oskar Rogg is Head of Treasury, Americas for Credit Agricole CIB. He joined the bank in 2006 after stints at Ernst & Young/Cap Gemini, a fin-tech boutique and 10 years running a startup consulting firm. Oskar began his career at First Boston (now Credit Suisse) where he developed software, worked in municipal finance and traded repo and municipal GICs. He has authored 15 books and articles, including chapters on repurchase agreements in the Handbook of Fixed Income Securities and the Handbook of Treasury Securities. He is a graduate of Cornell University and holds Series 7, 63, & 24 registrations and a PMP.
Christopher Sadej
Risk Specialist
Office of the Comptroller of the Currency (OCC)
Christopher Sadej
Biography coming soon
Frank Sansone
Treasurer, SVP – Head of Treasury
China Construction Bank
Frank Sansone
Frank Sansone is Treasurer and SVP of China Construction Bank NY branch. Frank joined CCBNY in 2014, and he is primarily responsible for all branch treasury activities including balance sheet management, interest rate, funding, liquidity and forex risk. Previously, Frank served as Treasurer for Dexia US operations where he was responsible for global USD liquidity & interest rate risk. Prior to Dexia, he was the Treasurer of National Bank of Kuwait US operations.
Visionary problem solver & diplomatic change agent, Frank currently leads the NY branch Libor Transition Working Group. Frank has also led CCB’s effort as co-chair on US RMB Working Group successfully securing the regulatory approvals for the launch of an RMB clearing hub in the US. Frank is a seasoned liquidity stress manager having successfully chaired the US Liquidity Contingency Committees overseeing Dexia’s global USD liquidity management efforts during the crisis of 2008, 10 & 11, National Bank of Kuwait USD operations during the Iraqi invasion of Kuwait and most recently CCB during the 2020 Pandemic systemic liquidity stress.
Frank is a subject matter expert and regular industry speaker on China macroeconomics, managing China risk, and Treasury management best practices, including Liquidity, FTP, Libor transition, interest rate risk and balance sheet management. Frank has spoken at numerous Association of Financial Professional conferences on the benefits of RMB internationalization in RMB trading and corporate risk management and on Liquidity, IRR Risk, Funds Transfer Pricing and Libor-SOFR transition. He launched and is the author of the CCBNY China Update, with the objective of educating and facilitating a better communication and understanding of China’s evolving economic and regulatory framework for our local U.S. corporate and financial clients.
Frank graduated with a Juris Doctor from Fordham University School of Law and a Bachelor of Science in both Economics and Finance at the State University of NY at Albany.
Suresh Srinivasan
Traded Risk PMO (FRTB Americas/Price Risk)
Citi
Suresh Srinivasan
Suresh Srinivasan is currently the Americas [non-US entities] FRTB implementation lead in Citi Bank. Prior to his career in Citi, Suresh was the Transformation Lead for Market Risk at HSBC. Suresh has also worked as a Management Consultant in EY and assisted several major US banks in their GMS and FRTB initiatives. Suresh has held several leadership roles and has worked with multiple functional units in the Traded Products and Investment Banking domain. Suresh earned his MBA in Finance from Zicklin School of Business, New York and Bachelors in Engineering from India.
Katya Ternyayeva
Director – Americas Head of Liquidity and Funding
Barclays
Katya Ternyayeva
Biography Coming soon
Maxim Terlovsky
Managing Director, Chief Auditor
Citi
Maxim Terlovsky
Biography Coming soon
Teresa Tian
Director of Market and Liquidity Risk
Brighthouse Financial
Teresa Tian
Biography Coming soon
Maxwell Zhu
Global Head of Quantitative Analysis, Strategy & Insights, Corporate Treasury
BMO
Maxwell Zhu
Maxwell Zhu is the managing director, Head of Quantitative Analysis & Strategy, Corporate Treasury, BMO FG. Maxwell is responsible for the enterprise wide modeling and analytics to support structured market risk and liquidity & funding risk management as well as the PPNR modeling and analytics of stress testing required by both the US and Canadian regulators. Prior to joining BMO, Maxwell was MD of CCAR PPNR Modeling and Risk Management at MUFG Union Bank. He was Vice President for Pricing and Credit Valuation Analytics at Fannie Mae, focused on the pricing and valuation of mortgage guarantee assets and liabilities and valuation impact of mortgage modifications. Maxwell also worked at JP Morgan Chase as a Senior Vice President where he focused on Jumbo mortgage, home equity, and subprime portfolio management, management of purchased credit impaired mortgage portfolio, and mortgage servicing right (MSR) interest risk hedging analytics and strategy.
Would your organization like to partner with us on this event?
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 contact sales@cefpro.com or call us on +1 888 677 7007 for more information.
2024 Sponsor
Co-sponsor
Opensee
Opensee empowers Risk Managers and Quants to consume an unprecedented volume of historical and real time data for their most complex calculations, and for the analysis associated with these metrics.
Combining the power of Cloud Computing, AI and modern architectures with decades of expertise from the Trade and Risk departments of global banks, Opensee brings the new generation of Risk Analytics, with ability to recalculate, compare, drill down, roll up, run what if scenarios across billions of data points.
Deployed across global leaders of the sell and buy-side for Credit Risk, Market Risk / FRTB (SA/IMA), Liquidity & ALM, ESG and Collateral Management, Opensee challenges the limitations of legacy Risk Systems and brings a new impetus to analytics with key ability to deliver hyper fast calculations, advanced analytics, versioning and data quality – abstracting the complexities to focus on valuable analysis effort, with full control of cost and deployment model.
Deliver your key metrics (VAR, Expected Shortfall, Default / Incremental Risk Capital, NRMF Stress Tests…) at your fingertips and never compromise again on the volume and quality of data you need for your regulatory and non-regulatory analysis!
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Venue & FAQs
New York City Bar
42 West 44th Street
New York
NY 10036
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Frequently Asked Questions
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- Breakfast, lunch and refreshment breaks
- Drinks reception at the end of day-1
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* 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.
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Need assistance with your registration? Get in touch with us via email below, or call us on +1 888 677 7007.
*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. For Group Rates to be valid, the whole group must register at the same time, though names can be changed at any time up to the event at no additional cost. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.