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 |
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Suresh Srinivasan, Traded Risk PMO (FRTB Americas/Price Risk), Citi |
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Michael Koh, Managing Director, Head of Regulatory & Policy, BNP Paribas |
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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
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Maxim Terlovsky, Managing Director, Chief Auditor, Citi |
11:40-12:20
INTEREST RATE RISK
Recalibrating approaches for a changing interest rate risk environment
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- 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
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- 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
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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
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- 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
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Maxwell Zhu, Global Head of Quantitative Analysis, Strategy & Insights, Corporate Treasury, BMO |
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Mitchell Chad, Managing Director Stress and Impairment, Modeling and Analytics, RBC |
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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?
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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
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Aleksey Leksanov, Managing Director, Head of Model Risk Management, Mizuho |
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Shilpi Agarwal, Managing Director, Head of Financial Resource Management, Deutsche Bank |
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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
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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
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- 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
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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
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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
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Charlie Peng, SVP and Head of Treasury, Bank of China |
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Frank Sansone, Treasurer, SVP – Head of Treasury, China Construction Bank |
 |
Teresa Tian, Director of Market and Liquidity Risk, Brighthouse Financial |
|
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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
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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
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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
Mark Cabana
Head of US Rates Strategy
Bank of America
Mitchell Chad
Managing Director Stress and Impairment, Modeling and Analytics
RBC
Petr Chovanec
Director
UBS
Xiaowei Han
Head of ALM
TIAA
Amit Kalyanaraman
Global Head of Liquidity Risk
Credit Suisse/UBS
Judah Kaplan
Director, Independent Liquidity Risk, Legal Entities
BNY Mellon
Shahab Khan
Head of Liquidity Policy
HSBC USA
Michael Koh
Managing Director, Head of Regulatory & Policy
BNP Paribas
Armel Roméo Kouassi
Senior Vice President, Global Head of ALM
Northern Trust Corporation
Aleksey Leksanov
Managing Director, Head of Model Risk Management
Mizuho
Jianran (Jenny) Li
Managing Director ALM
Goldman Sachs
Charlie Peng
SVP and Head of Treasury
Bank of China
Althea Pieters
Managing Director, Regulatory Strategy
SMBC
Oskar Rogg
Managing Director, Head of Treasury
Credit Agricole CIB
Christopher Sadej
Risk Specialist
Office of the Comptroller of the Currency (OCC)
Frank Sansone
Treasurer, SVP – Head of Treasury
China Construction Bank
Suresh Srinivasan
Traded Risk PMO (FRTB Americas/Price Risk)
Citi
Katya Ternyayeva
Director – Americas Head of Liquidity and Funding
Barclays
Maxim Terlovsky
Managing Director, Chief Auditor
Citi
Teresa Tian
Director of Market and Liquidity Risk
Brighthouse Financial
Maxwell Zhu
Global Head of Quantitative Analysis, Strategy & Insights, Corporate Treasury
BMO
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
Venue & FAQs
New York City Bar
42 West 44th Street
New York
NY 10036
There is no accommodation available at the venue, however, there are plenty of hotels available nearby.
Frequently Asked Questions
Can I share my thought leadership at Treasury & ALM USA?
Will there be opportunities to network with other attendees?
- Breakfast, lunch and refreshment breaks
- Drinks reception at the end of day-1
- Q&A, panel discussions and audience participation technology
What is included within the registration fee?
Where can I find the Congress documentation and speaker presentations?
* 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?
Are there any rules on dress code?
Are CPE Credits available?
Register
Launch rate
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Register for Treasury & ALM USA today and join the likes of 150+ industry professionals and subject matter experts looking to engage in meaningful conversation and discuss the latest developments and challenges within the treasury and ALM landscape.
Register before 15 Dec to take advantage of our Launch rate.
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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.