TREASURY & ALM CONGRESS
October 12-13, 2021 | New York City

Covid-19
Impact of Covid-19 on ALM & treasury management and managing volatility moving forward
REGULATION
Overview of the regulatory landscape and convergence for holistic management
CENTRAL BANK POLICY
Future of central bank policy and impact of changes to interest rates and quantitative easing
US RECOVERY
Analyzing US and global recovery rates and the impact on treasury and ALM

LIBOR | Interest Rates | Liquidity | Currency Risk | ESG
Integrated Risk | Modeling the Extremes | FRTB | Technology


Paige Wisdom
Board Director
Morgan Stanley Bank N.A

Jason Wang
CRO
Synergy Credit Union

Mark Cabana
Head of US Rates Strategy
Bank of America

Vineet Gumasta
Head of Balance Sheet Risk Management
Rabobank

Charlie Peng
Head of Treasury
Bank of China

Oliver Jakob
International CRO
MUFG

Oskar Rogg
MD, Head of Treasury Americas
Credit Agricole

Julio Rivera
Head of CECL & CCAR Model Implementation and Data Analytics
U.S Bank

Thomas Braun
Head of CUSO Liquidity and
Funding Risk
UBS

Fernando Carbone
Treasury & Risk Senior Specialist
TD Bank









CAN YOUR ORGANIZATION CONTRIBUTE?
Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact chris.simou@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.
.

8:00 Registration and breakfast | 8:50 Chair’s opening remarks
Covid-19 – PANEL DISCUSSION
Session details
- Changes in market behaviors
- Evaluating the forward looking impact of government stimulus
- Unemployment and labor force participation outlook
- Lending strategies to drive improvement in or protect net interest margin
- Rebalancing cash flow during the economic recovery
- Monetary policy moving forward
Paige Wisdom, Board Director, Morgan Stanley Bank N.A
Mark Cabana, Head of US Rates Strategy, Bank of America
CENTRAL BANK POLICY
Session details
- Managing risk with policy uncertainty
- Outlook for inflation and monetary policy
- Balancing treatment of excess liquidity in a low interest rate environment
- Balance sheet composition implications
- Uncertainty in short-term rates and the shape of the yield curve
- Changes to Fed leadership
10:20 Morning refreshment break and networking
LIBOR
Session details
- Compounding overnight SOFR for longer term
- Managing uncertainty and hesitation in markets
- Convergence across jurisdictions on approaches
- SOFR interplay on overall ALM position
- Managing and hedging positions and long term loans
- Reviewing current contracts not using SOFR
- Institutional readiness to operate in a SOFR environment
- Basis risk between LIBOR and SOFR
Fumi Shiba, Head of Market Risk, NAB Americas
PANEL DISCUSSION
Session details
- Uses of Ameribor within client base
- Creating basis risk with divergence
- Explainability of Ameribor to clients
- Confidence in Ameribor as a viable rate
- Managing basis risk between Ameribor and SOFR
- Bloomberg rate introduction
Vineet Gumasta, Head of Business Strategy – IBOR Transition, Rabobank
Bryan Greathouse, Chief Investment Officer, Centennial Bank
Fumi Shiba, Head of Market Risk, NAB Americas
CONTINGENT FUNDING PLAN
Session details
- Stress testing liquidity scenarios and requirements
- Identifying liquid assets
- Periodic monitoring process
- Governance of liquidity management
- Initiating funding alternatives
- Recalibration for future changes
Ashish Deccannawar, Director Liquidity Strategy & Governance, TD Bank
MODEL RISK
Session details
- Benefiting from enhanced data governance and oversight
- Developing robust model risk frameworks
- Tuning models for better forecasting
- Leveraging internal data science practices
- Augmenting stress test scenarios
DATA – PANEL DISCUSSION
Session details
- Real time data
- Developing an efficient data feedback loop
- Leveraging visulation tools for business intelligence
- Data validation and governance
- One source of record
- Access to consistent and reliable data
Julio Rivera, SVP, Head of CECL & CCAR Model Implementation and Data Analytics Solutions,
U.S Bank
Anthony Jerkovic, Head of Data & Risk, Bank Novo
Jeff Prelle, SVP Risk Analytics, BancorpSouth
INTEGRATED RISK
Session details
- Managing across disparate systems
- Building a core framework to support integration of assumptions and risk tools
- Centralized behavioral modeling techniques
- Using modeling for consistency with respect to interest rate risk, liquidity risk, capital planning, and stress testing
Matthew Whaley, Head of Interest Rate and Liquidity Risk Oversight, MUFG
12:45 Lunch break and networking
INFLATION – PANEL DISCUSSION
Session details
- Inflationary pressure and impact on interest rates
- Status on inflation – is it still viewed as transitory?
- Impact of inflation on short, medium and long term rates
- Shape of yield curve implications on balance sheet position
- Impact of global stimulus on sustained inflation
- Hedging interest rate risk associated with inflation
Matthew Whaley, Head of Interest Rate and Liquidity Risk Oversight, MUFG
Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS
Gennadiy Goldberg, US Interest Rate Strategist, TD Securities
NET INTEREST MARGIN
Session details
- Impact of low interest rate environment
- Inflow of liquidity into institutions
- Laying off liquidity into lower yielding investments
- Approaches to drive loan growth and deploy excess liquidity
- PPP impact on net interest margin
Mark Benaharon, ERM: Director of Liquidity, Interest Rate, Captial Stress Testing and Strategic Risk Management, New York Community Bank
ASSUMPTIONS
Session details
- Lessons learned:
- Covid-19 as a case study for understanding modeling limitations and extremes
- How to interpret model validations in light of extraordinary circumstances
- Strategy for revisiting assumptions
- Congruancy of stress testing scenarios across risk platforms
Jeff Prelle, SVP Risk Analytics, BancorpSouth
FUNDS TRANSFER PRICING
Session details
- FTP curve composition without a LIBOR option
- Rethinking treatment of the liquidity premium and buffer portfolio
- Different perspectives on application of FTP
- Treasury
- Financial planning and analysis
- Lines of business
Steve Turner, MD, Empryrean Solutions
3:05 Afternoon refreshment break and networking
INTEREST RATES
Session details
- Macro perspective on impacts
- Preparing for impacts in a post-Covid-19 world
- Shocking interest rates up and down
- Testing models for capacity to cope with changes to rates
- Income challenges on refinancing if rates increase
- Mitigating negative impact of low interest rates
- Strategies to lower aggregate cost of funds to create margin expansion
AUDITING INTREST RATE RISK MANAGEMENT
Session details
- Regulatory expectation and the role of internal audit
- Corporate governance
- Interest rate risk identification
- Economic value and Earing based measurement
- Model risk management
- Monitoring and reporting
- Risk mitigating
Erjun Chen, Audit Director, CIT
UNWINDING GOVERNMENT STIMULUS
Session details
- Impact on prepayment modeling
- Near term and longer term implications to the yield curve
- Managing a balance sheet within a balance sheet
- Segmenting Covid-19 related items from core balance sheet
- Understanding impact on prepayments and repricing sensitivities
- Dealing with surge deposits and contingency planning for potential runoff
MODELING THE EXTREMES
Session details
- Flexibility of models to cope with negative rates
- Departure from historical repricing sensitivities
- Scenario analysis for unintuitive yield curve
- Sensitivity analysis for key assumptions
- Modeling beyond market rates
4:45 Chair’s closing remarks
4:55 End of day 1 and drinks reception

8:00 Registration and breakfast | 8:50 Chair’s opening remarks
US RECOVERY – PANEL DISCUSSION
ALM
Session details
- Rebuilding with low margins
- Uneven pace of recovery across jurisdictions, sectors, and industries
- Understanding the attendant drivers of inflation
- Impact of WFH or hybrid environments on certain industries
Oliver Jakob, International CRO, MUFG
Oskar Rogg, MD, Head of Treasury Americas, Credit Agricole
REGULATION
Session details
- Money market reforms
- Changes to supplementary leverage ratio
- Future of regulation and new regulatory rules
- Managing regulatory risk and restraints
Jay Johnson, Director, Financial & Process Audit, BBVA Compass tbc
10:20 Morning refreshment break and networking
LIQUIDITY
Session details
- Treatment of excess liquidity and where to deploy it
- Analytics to determine how long deposits will stay
- Account level analysis to monitor behavior of segments
- Understanding repricing sensitivities and changes in deposit decay rates
- Changing pricing strategies to reflect changes in liquidity
Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation
BALANCE SHEET OPTIMIZATION – PANEL DISCUSSION
Session details
- Understand ripple effects across the business
- Optimizing the balance sheet from a risk/reward perspective
- Alternative investments
- Opportunities and risks related to extending duration in assets
- Assessing alternative lending and funding strategies to expand or preserve net interest margin
- Hedging strategies for the current environment
Oliver Jakob, International CRO, MUFG
Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation
Bryan Greathouse, Chief Investment Officer, Centennial Bank
Michael Huff, Senior Director, Portfolio Management & Asset Allocation, TIAA
MONEY MARKETS
Session details
- Managing uncertainty in money markets
- Impact of volatility in overnight rates
- Uncertainty in credit and derivatives markets
- Long term rates after LIBOR transition
- Scenario analysis and business planning
Charlie Peng, SVP and Head of Treasury, Bank of China
ECONOMIC DRIVERS
Session details
- Understanding balance sheet sensitivity to economic drivers
- Unemployment vs Labor Force Participation
- Inflation: Transitory or longer term
- Pullback in Fed bond purchases
- Relationship across financial markets
- Hedging against downside risks from adverse movements in the economy
LIBOR – PANEL DISCUSSION
Session details
- Models built based on LIBOR and historical behaviors
- Transition to more than one alternative reference rate: will this be product specific?
- Understanding impact on credit spreads
- Valuation models
- Implementation and testing approaches
- Updating third party models
Fernando Carbone, Treasury & Risk Senior Specialist, Inter American Development Bank
Melvin Ramirez, Regional Head of ALM and Financial steering for the Americas, Credit Agricole tbc
Mark Benaharon, ERM: Director of Liquidity, Interest Rate, Captial Stress Testing and Strategic Risk Management, New York Community Bank
Emre Balta, SVP – Financial and Compliance Risk (FCR) Model Validation, US Bank
LCR & NSFR
Session details
- Adjustments to 2052A form
- 2052A implementation amendment
- Indirect implications across the industry
- Changes to funding profile
- Longer term liquidity and funding implications
Melvin Ramirez, Regional Head of ALM and Financial steering for the Americas, Credit Agricole tbc
12:45 Lunch break and networking
QUANTITATIVE EASING
Session details
- Increased level of investments on bank balance sheets and effect in the bond market
- Impact on funding mix and cost
- Volatility of short term and intraday rates
- Preparing for the end of quantitative easing
Oskar Rogg, MD, Head of Treasury Americas, Credit Agricole
TRANSFORMATION
Session details
- Integration of ALM within portfolio management for oversight across teams
- Evolution of balance sheet management
- Enhancing calibration of calculation
- Access to loans and deposits to understand contractual profile
- Extending to financial reporting, profitability and risk analytics
- Moving beyond traditional balance sheet management
- Building transparency across the frameworks
- Developing concise risk metrics for portfolio
- Setting a well-defined risk appetite across teams
Bill Collette, Director, Market Development, Wolters Kluwer
FRTB
Session details
- Aligning interest rate risk protocol with FRTB
- More granularity in risk processes and modeling
- Changes in the capitalization of risk
- RWA requirements for hedges and interest rate positions
- Explainability of risk numbers and impact on capital calculation
FASTER PAYMENTS
Session details
- Changes to treasury resulting from instant payments
- Readiness and maturity within the market’s treasury management systems
- Managing instant demand for liquidity
- Impact to earnings from long and short liquidity positions
Byron Byrd, Director, Financial Services and Banking Solutions, Infor
2:55 Afternoon refreshment break and networking/strong>
EFFECTIVE CHALLENGE
Session details
- Structures to manage liquidity day-to-day
- Monitoring net funding requirements
- Internal controls and risk management processes
- Managing marketing access and diversification
- Developing contingency plans in light of recent pandemic scenarios
- Managing public disclosure and regulatory examinations
Hugo Ramirez, SVP Director of Corporate Assurance – Internal Audit, PNC
ESG – PANEL DISCUSSION
Session details
- How corporate treasury can drive ESG initiatives
- Investment behaviors to support ESG agendas
- Developing a framework to account for climate risks
- Preparing for environmental disruptions
Jason Wang, CRO, Synergy Credit Union
Yuhong Liu, Director, BNP Paribas
Tess Virmani, Associate General Counsel & Executive Vice President, Public Policy, LSTA
TECHNOLOGY
Session details
- Integrated risk framework
- Understanding interdependent and third-party/feeder models
- Migration to the cloud for asset-liability modeling solutions
- Building the foundation to leverage big data
- Modeling performance and agility
FINTECH – PANEL DISCUSSION
Session details
- Partnering with fintech firms for non-interest income
- Generating fee and value added services for customers
- Utilizing Fintechs to help drive efficiency
- Increased focus on digital transformation to expand products
- Operational risk:
- Reputation risk from poor execution
- Additional cyber risk
Anthony Jerkovic, Head of Data & Risk, Bank Novo
4:45 Chair’s closing remarks
4:55 End of Congress


Emre Balta
SVP – Financial and Compliance Risk (FCR) Model Validation
U.S Bank

Mark Benaharon
ERM: Director of Liquidity, Interest Rate, Capital Stress Testing and Strategic Risk Management
NYCB

Thomas Braun
Head of CUSO Liquidity and Funding Risk
UBS
Emre Balta will be presenting at Treasury & ALM.
Mark Benaharon will be presenting at Treasury & ALM.
Thomas Braun will be presenting at Treasury & ALM.

Byron Byrd
Director, Financial Services and Banking Solutions
Infor

Mark Cabana
Head of US Rates Strategy
Bank of America

Fernando Carbone
Treasury & Risk Senior Specialist
Inter American Development Bank
Byron has been with Infor for over 15 years as a leader in the Financial Services, Banking, and Insurance space. He supports Infor’s global financial services customers and ensures that Infor is meeting all their application needs. Mr. Byrd is active in the industry at global events including ACT, Eurofinance, Sibos, and AFP. Prior to Infor, Byron worked for Pega and several North American banks.
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.
Fernando Carbone is a Lead Specialist in Quantitative Analytics at the Office of Risk Management of the Inter-American Development Bank. Fernando has over 20 years of experience in risk management, specializing in the application of quantitative methods in risk measurement, model validation, risk guidelines, and the design, development and implementation of risk models and systems for Bank treasury and capital market portfolios. He has led projects in quantitative risk management and is currently leading efforts to prepare internal models and systems for LIBOR Transition. Prior to joining IDB, Fernando held positions in quantitative analysis and financial engineering at Bear Stearns and Reuters America. Fernando holds a Ph.D. in Physics from the City University of New York.

Erjun Chen
Audit Director
CIT

Bill Collette
Director, Market Development
Wolters Kluwer

Ashish Deccannawar
Director Liquidity Strategy & Governance
TD Bank
Erjun Chen is a director of Internal Audit Department at CIT. His responsibilities include leading an audit team auditing the interest rate risk management, liquidity risk management, capital stress testing and other Treasury functions.
Before 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 that, 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. He obtained a certification of Data Analytics from eCornell.
Bill has worked in the financial services space for over 20 years in several senior roles, specifically within Product Management for more than 10 years. Bill is focused on delivering integrated finance, risk and regulatory compliance and reporting solutions to support regulated financial institutions in meeting their obligations to external regulators and their own board of directors.
Ashish Deccannawar will be presenting at Treasury & ALM.

Gennadiy Goldberg
US Interest Rate Strategist
TD Securities

Bryan Greathouse
Chief Investment Officer
Centennial Bank

Vineet Gumasta
Head of Balance Sheet Risk Management
Rabobank
Gennadiy Goldberg will be presenting at Treasury & ALM.
Bryan Greathouse, CFA, currently serves as the Chief Investment Officer for Centennial Bank, wholy owned subsidiary of Home Bancshares (NASDAQ – HOMB). Previously, Bryan held positions pertaining to Asset-Liability Management as well as Liquidity Stress Testing and Funds Management with Centennial Bank and Bank OZK. Bryan began his career with Arvest Wealth Management and Arvest Bank as a Fixed Income Analyst, where he progressed to managing taxable and tax-exempt bond portfolios for trust and wealth management clients in addition to co-managing the ABG-Municipal Bond Fund. Bryan graduated with a Bachelors of Business Administration in Finance from the University of Central Arkansas and earned the Chartered Financial Analyst designation in 2015.
Vineet Gumasta will be presenting at Treasury & ALM.

Michael Harmon
Managing Director, Market Risk Management
Wells Fargo

Michael Huff
Senior Director, Portfolio Management & Asset Allocation
TIAA

Oliver Jakob
International CRO
MUFG
Michael Harmon will be presenting at Treasury & ALM.
Michael Huff will be presenting at Treasury & ALM.
Oliver Jakob will be presenting at Treasury & ALM.

Anthony Jerkovic
Head of Data & Risk
Bank Novo

Jay Johnson
Director, Financial & Process Audit
BBVA Compass

Yuhong Liu
Director
BNP Paribas
Anthony joined Novo in 2017 as one of the first 10 global employees. In his current role as Head of Data & Risk, Anthony oversees Risk, Compliance, and Partner Bank Relationships. Anthony started working in the Fintech industry after graduating from Columbia University with a Masters of Science in Applied Analytics. Before working in fintech, Anthony served in the Australian Army, and then worked in corporate advisory with a focus on financial analysis of distressed mining assets in the Asia- Pacific region. Anthony completed an undergraduate degree majoring in Economics & Finance at the University of Western Australia.
Jay Johnson will be presenting at Treasury & ALM.
Yuhong Liu will be presenting at Treasury & ALM.

Charlie Peng
SVP and Head of Treasury
Bank of China

Jeff Prelle
SVP Risk Analytics
BankcorpSouth

Hugo Ramirez
Director Corporate Assurance
BBVA US
Mr. Charlie Peng is currently a Senior Vice President and Head of Treasury at Bank of China USA, primarily responsible for managing the banking book interest rate risk, liquidity risk and funding operations, investment management and other treasury functions .
Prior to that, he was also Head of Market Risk Management at Bank of China USA, and a director in Global Risk Oversight group at American Express, mainly responsible for financial & treasury risk modelling and market risk oversight. He also worked at Bank of America Merrill Lynch and Deloitte.
He is a CFA and holds MS Computer Science from State University of New York at Binghamton, MS Economics at Fudan University and Bachelor at Nankai University in China.
Jeff Prelle will be presenting at Treasury & ALM.
Hugo Ramirez is an experienced, awarded audit top executive with a demonstrated history of working 32 years at three countries in the banking industry (29 in auditing). Mr. Ramirez holds a Master in Finance and a Bachelor’s degree in International Trade. Skilled in Management, Risk Management, Financial Analysis, Forensic (Fraud) Investigations, Regulatory Compliance, Finance, Data Analytics, and Banking Operations, Hugo is a strong professional also graduated from The University of Texas at Austin- McCombs School of Business, and, the Tecnologico de Monterrey (Leadership and Top Executives Development programs). Mr. Ramirez is a CRMA (IIA) and is Certified as Regulatory Vendor Program Manager. During his time at BBVA (32 years) he has held several top senior audit positions at four entities including Chief Audit Executive at two of those. Mr. Ramirez was key during the implementation of several global multidisciplinary audit projects along his career (e.g. Compliance RA tools, Agile organization, Offsite-Audit, etc.). He is a long-established member of the Institute of Internal Auditors and the Association of Certified Fraud Examiners. College professor and conference speaker are also part of his professional practice background.

Melvin Ramirez
Regional Head of ALM and Financial Steering for the Americas
Credit Agricole

Julio Rivera
SVP, Head of CECL & CCAR Model Implementation and Data Analytics Solutions
U.S Bank

Oskar Rogg
MD, Head of Treasury Americas
Credit Agricole
Melvin Ramirez will be presenting at Treasury & ALM.
Julio Rivera will be presenting at Treasury & ALM.
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.

Armel Romeo Kouassi
Senior Vice President
Northern Trust Corporation

Santosh Shetty
Director MCCR – Market and Counterparty Credit Risk – Analytics Solutions
RBC

Fumi Shiba
Head of Market Risk
NAB Americas
Armel Romeo Kouassi will be presenting at Treasury & ALM.
Santosh Shetty will be presenting at Treasury & ALM.
Fumi Shiba is Head of Market Risk of National Australia Bank, NY Branch overseeing the branch’s market risk and balance sheet and liquidity risk activities. Fumi joined National Australia Bank from Nikko Asset Management where she was the Regional Head of Risk overseeing a wide range of specialist risk areas in both investment risk and enterprise risk. Fumi holds a Bachelor of Arts in Economics from Kyoto University in Japan.

Steve Turner
MD
Empyrean Solutions

Tess Virmani
Associate General Counsel & Executive Vice President, Public Policy
LSTA

Jason Wang
CRO
Synergy Credit Union
Steve Turner will be presenting at Treasury & ALM.
Tess Virmani is Associate General Counsel and Executive Vice President, Public Policy of the Loan Syndications and Trading Association (LSTA).
Tess has a broad range of responsibilities at the LSTA. She leads the LSTA’s sustainable finance and ESG initiatives which seek to foster the development of sustainable lending as well as promote greater ESG disclosure in the loan markets. In addition, Tess engages in the LSTA’s policy initiatives, including market advocacy and spearheading industry solutions to market developments, such as the transition to replacement benchmarks. Tess focuses on maintaining and augmenting the LSTA’s extensive suite of documentation, which includes templates, market standards, and market and regulatory guidance. Finally, she is involved in the development and presentation of the LSTA’s robust education programs.
Prior to joining the LSTA, Tess practiced as a finance attorney at Skadden, Arps, Slate, Meagher & Flom LLP in New York. She received a B.S. in International Politics from the Walsh School of Foreign Service at Georgetown University and a J.D. from Fordham University School of Law. She is admitted as an attorney in New York. Tess is an FSA Level II Candidate.
Jason Wang, CFA, is Chief Risk Officer at Synergy Credit Union, the fourth largest credit union in Saskatchewan, Canada. He also sits on the advisory board of Marble Financial, a Vancouver-based fintech. In the past two decades, Jason has had extensive risk management, analytics and compliance experience spanning across organizations in the banking industry, including Citigroup, American Express, and TransUnion. Jason has been frequently interviewed by major media outlets including Bloomberg, CBC, CTV, etc. Jason received his Master of Business Administration from New York University. In addition, Jason is a CFA charterholder.

Matthew Whaley
Head of Interest Rate and Liquidity Risk Oversight
MUFG

Paige Wisdom
Board Director
Morgan Stanley Bank N.A
Matthew Whaley will be presenting at Treasury & ALM.
Paige Wisdom will be presenting at Treasury & ALM.

WHY SHOULD YOU ATTEND A CEFPRO CONFERENCE?
HEAR FROM PAST ATTENDEES AND SPEAKERS…

PANEL DISCUSSIONS
Interactive panel discussions are designed to include attendees by running a live Q&A throughout the session

PRESENTATIONS
Hear industry experts provide detailed insights on a range of vendor risk issues, challenges and opportunities

NETWORKING BREAKS
Networking opportunities including breakfast, lunch and refreshment breaks on both days, access to all streams and sessions.

MEET THE SPEAKERS
Continue discussions beyond the auditorium and interact with speakers and attendees after their session.


Empyrean Solutions is a provider of advanced balance sheet management software. Our flagship offering, Empyrean ALM, is meeting the demands of the most sophisticated balance sheet managers as demonstrated by the rapid growth of our installed base with increasingly larger and complex financial institutions. Its single cashflow engine drives Empyrean ALM and all the related balance sheet management modules—FTP, Deposit Analytics, Liquidity Stress, and Credit. It is an intuitive, flexible, fast, and comprehensive asset/liability management solution.
Finastra is building an open platform that accelerates collaboration and innovation in financial services, creating better experiences for people, businesses and communities. Supported by the broadest and deepest portfolio of financial services software, Finastra delivers this vitally important technology to financial institutions of all sizes across the globe, including 90 of the world’s top 100 banks. Our open architecture approach brings together a number of partners and innovators. Together we are leading the way in which applications are written, deployed and consumed in financial services to evolve with the changing needs of customers. Learn more at finastra.com.
Infor is a global leader in business cloud software products for companies in industry specific markets. Infor builds complete industry suites in the cloud and efficiently deploys technology that puts the user experience first, leverages data science, and integrates easily into existing systems. Over 67,000 organizations worldwide rely on Infor to help overcome market disruptions and achieve business-wide digital transformation. Discover more about Infor: www.infor.com/about.
Mirai Advisory is a niche consulting company focused mainly on balance sheet management -ALM, Liquidity, FTP, Capital, etc.- We have been designing and developing End-to-End solutions throughout the world for several years with great success.
In 2016 we decided to go one step forward in our areas of expertise and decided to develop a new generation tool. Our goal was to take full advantage of current technologies through the other companies in our group – BI Geek and Tadaima Studio – in a way that would really create a big step in ALM. MAT is based on the experience of the real world, in what our clients and ourselves have wanted or dreamed, does not come only from a laboratory.
SmartStream is a recognised leader in financial transaction management solutions that enable firms to improve operational control, reduce costs, build new revenue streams, mitigate risk and comply accurately with the regulators.
By helping its customers through their transformative digital strategies, SmartStream provides a range of solutions for the transaction lifecycle with AI and machine learning technologies embedded – which can be deployed in the cloud or as managed services.
As a result, more than 2,000 clients – including 70 of the world’s top 100 banks, rely on SmartStream Transaction Lifecycle Management (TLM®) solutions to deliver greater efficiency to their operations.
For more information about SmartStream visit: www.smartstream-stp.com.
Wolters Kluwer’s Finance, Risk & Reporting business is a market leader in the provision of integrated finance, risk and regulatory compliance and reporting solutions, supporting regulated financial institutions in meeting their obligations to external regulators and their own board of directors. Wolters Kluwer (WKL) is a global leader in professional information, software solutions, and services for the health, tax and accounting, governance, risk & compliance, and legal & regulatory sectors. We help customers make critical decisions every day by providing expert solutions that combine deep domain knowledge and specialized technology and services.

ActiveViam provides precision data analytics tools to help organizations make better decisions faster. ActiveViam started in 2005 with the vision of leveraging in-memory technology to create an analytics platform where businesses could leverage the largest data sets without restrictions, keep them up-to-date in real time and use them to empower their decision makers. Our goal at ActiveViam, is to let organizations not only make decisions faster, but better; to not only reach their data, but their potential; to not only see their data, but find their way into the future.
ZM Financial Systems, a Moody’s Analytics Company, believes financial institutions must have access to stronger analytics to perform confidently in an uncertain world. From securities and fixed-income analytics, credit-adjusted ALM and liquidity to risk management, budgeting and funds transfer pricing, our models allow you to analyze potential outcomes for many different scenarios…and sleep better at night knowing you have defendable decisions. Discover why more than 2,000 institutions have implemented our integrated systems to neutralize the effects of economic uncertainty.


SHARE YOUR THOUGHT LEADERSHIP

SHARE YOUR EXPERTISE

GET YOUR BRAND SEEN

CONNECT WITH SENIOR LEADERS

CAN YOUR ORGANIZATION CONTRIBUTE?
Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact chris.simou@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.

New York Marriott Downtown – 85 West Street,
New York, NY 10006,
United States
CeFPro have secured a preferential rate of $374++ per night at Marriott Downtown for Treasury & ALM USA. Accommodation is available between October 11-14. Please note that we have a limited number of rooms available, and this rate will expire on September 21.
To make reservations online please click here:
https://book.passkey.com/gt/218146595?gtid=aa038b27c403e69322b5bead189888ae

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Treasury and ALM USA Congress. For further information on this please contact alice.kelly@cefpro.com or call us on +1 888 677 7007.
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.
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 the day, full access to the sessions and exhibition area. Presentations from the sessions are also available, subject to speaker approval.
All registered attendees will receive an email with access to documentation and speaker presentations after the Congress*. We will work with our presenters to include as many presentations as possible on our App during the Congress.
* 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.
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.
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 day (subject to confirmation)
- Q&A, panel discussions and audience participation technology
Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Treasury and ALM USA Congress and our wider risk professionals community. At the event we can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Congress. Visit the Sponsor tab for further information or contact sales@cefpro.com / +1 888 677 7007
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 promotional content where applicable
- Distribute your media/marketing at the Congress
- Promote through social media channels
To discuss this further please contact lauren.carter@cefpro.com or call +1 888 677 7007.
If you are unable to attend the Congress due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)
Treasury & ALM USA Congress
12-13 October
LAUNCH SPECIAL
.
$699
SAVE $400
Registrations before 27 August
EARLY
BIRD
$899
SAVE $200
Registrations before 17 September
STANDARD
RATE
$1099
Registrations after 17 September
Representing an information/service provider (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)
Vendor & Third Party Risk USA Congress
7-8 October
LAUNCH SPECIAL
.
$1699
SAVE $800
Registrations before 27 August
EARLY
BIRD
$1999
SAVE $400
Registrations before 17 September
STANDARD
RATE
$2499
Registrations after 17 September
*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. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.
Covid Assurance Policy
If you are unable to attend the Summit due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.


REGISTER BY EMAIL
Simply email us with your
Full name
Job title
Company & address
Contact number
Email: Lauren.carter@cefpro.com

CONTACT US DIRECTLY
Call us on
+1 888 677 7007
