Treasury & ALM USA

TREASURY & ALM CONGRESS

March 22-23, 2022 | New York City

Keynotes and Plenary Sessions

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

Two Indivdual Workstreams

Strategic Management

LIBOR  | Interest Rates | Liquidity  | Currency Risk | ESG

Integrated Risk  | Modeling the Extremes | FRTB | Technology

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USA - 2021 speakers include
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Paige Wisdom
Board Director
Morgan Stanley Bank N.A

Jason-Wang_resizedJPG

Jason Wang
CRO
Synergy Credit Union

Cabana Mark Headshot

Mark Cabana
Head of US Rates Strategy
Bank of America

vineet gumasta

Vineet Gumasta
Head of Balance Sheet Risk Management
Rabobank

Charlie peng

Charlie Peng
Head of Treasury
Bank of China

oliver jakob

Oliver Jakob
International CRO
MUFG

Oskar rogue

Oskar Rogg
MD, Head of Treasury Americas
Credit Agricole

Christian Pichlmeier

Christian Pichlmeier
Head of Liquidity Risk Management
Deutsche Bank

thomas braun

Thomas Braun
Head of CUSO Liquidity and
Funding Risk
UBS

Fernando carbone

Fernando Carbone
Treasury & Risk Senior Specialist
Inter-American Development Bank

VIEW FULL SPEAKER LINE UP HERE

Join CeFPro and Darling Consulting Group for this comprehensive pre-conference program, where we will explore the fundamentals and leading approaches to high-performing ALM modeling and model management.  This informative ALM modeling immersion seminar is specifically designed for ALM model practitioners of all levels and will feature interactive sessions, case studies,  open discussions, and Q&A with industry experts and your peers.

Click here to view the agenda and full details of the masterclass.

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.

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8:00 Registration and breakfast | 8:50 Chair’s opening remarks

Covid-19 – PANEL DISCUSSION

9:00 Impact of Covid-19 on ALM & treasury management and managing volatility moving forward

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 WisdomBoard DirectorMorgan Stanley Bank N.A
Mark Cabana,
Head of US Rates Strategy, Bank of America

9:45 Setting up a comprehensive framework of risk appetite supported by concentration limits and business unit breakdowns

Session details 

    • How to set up RAS conceptually taking into account historical observations and judgements
    • Thoughts about proper concentration level limits as required by EPS and related governance framework
    • Impact on business by breaking out RAS into business units
    • Challenges around the limit framework and how to mitigate them

Christian Pichlmeier, Head of Liquidity Risk ManagementDeutsche Bank

 

 

10:20 Morning refreshment break and networking

Strategic Management

LIBOR

10:50 Reviewing progress and transition timelines and impacts to balance sheet and liquidity

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

11:25 Reviewing alternative rates emerging amidst market hesitation towards SOFR

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

12:10 Building a holistic view of liquidity and assets to develop effective contingent funding plans

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

10:50 Enhancing models and forecasting capabilities for strategic decision making

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

Mike Guglielmo, Managing Director, Darling Consulting Group

DATA – PANEL DISCUSSION

11:25 Collecting data at the right granularity to support risk calculations and finance analytics

Session details 

  • Real time data
  • Developing an efficient data feedback loop
  • Leveraging visualization tools for business intelligence
  • Data validation and governance
    • One source of record
    • Access to consistent and reliable data

Jessica Rice, Director, Senior Data Scientist, ZM Financial Systems, a Moody’s Analytics company
Allen Whipple, Founder and Managing DirectorActiveViam

Anthony Jerkovic, Head of Data & Risk, Novo
Jeff Prelle
, SVP Risk Analytics, BancorpSouth

INTEGRATED RISK

12:10 Integration of models across risk functions

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

1:45 Reviewing the status of inflation and impact of uncertainty on balance sheet positions

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

2:30 Impact of excess liquidity on net interest margins and treatment in a changing environment

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

1:45 Recalibrating assumptions as a result of Covid-19 and aligning for stress testing

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

2:30 Effectively using FTP to determine management actions to add shareholder value and evaluate business line performances

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, Empyrean Solutions
Kimy Metivier, Principal – Risk Management,  Empyrean Solutions

3:05 Afternoon refreshment break and networking

INTEREST RATES

3:35 Understanding the impact and treatment of sustained low interest rates on Treasury and ALM

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

Anthony Jerkovic, Head of Data & Risk, Bank Novo (TBC)

AUDITING INTREST RATE RISK MANAGEMENT

4:10 Ensuring effective interest rate risk management to comply with regulatory and audit requirements

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

3:35 Impact on liquidity positions when central banks unwind stimulus from Covid-19

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

4:10 Developing plans for model capacity to capture 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

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8:00 Registration and breakfast | 8:50 Chair’s opening remarks

US RECOVERY – PANEL DISCUSSION

9:00 Analyzing US and global recovery rates and the impact on treasury and
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 RoggMD, Head of Treasury AmericasCredit Agricole

REGULATION

9:40 Overview of the regulatory landscape and convergence for holistic management

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

Strategic Management

MONEY MARKETS

10:50 Managing uncertainty in financial markets with sustained volatility

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

BALANCE SHEET OPTIMIZATION – PANEL DISCUSSION

11:25 Optimizing the balance sheet and understanding ALM positions to drive business decisions

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

LIQUIDITY

12:10 Session coming soon

Session details 

SmartStream

 

Moderator: Steve Turner, MD, Empyrean Solutions

ECONOMIC DRIVERS

10:50 Modeling implications from changes in key economic indicators

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

11:25 Managing model risk with move to alternative reference rates

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
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

12:10 Implementation of NSFR and implications for liquidity planning

Session details 

  • Adjustments to 2052A form
    • 2052A implementation amendment
  • Indirect implications across the industry
  • Changes to funding profile
  • Longer term liquidity and funding implications

Kevin Clarke, Executive Director, Group Regulatory & Governance, UBS

12:45 Lunch break and networking

LIQUIDITY CONTINUED

1:45 Managing increase in liquidity throughout the pandemic and impact on future planning

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

TRANSFORMATION

2:20 Driving finance transformation and performance management for enhanced balance sheet management

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

EFFECTIVE CHALLENGE

1:45 Effective challenge of processes to better assess liquidity management in banks

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

FASTER PAYMENTS

2:20 Reviewing the results of Infor’s market survey and the impact of faster payments impact on treasury

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>

QUANTITATIVE EASING

3:25 Reviewing effect of quantitative easing on bank balance sheets

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

ESG – PANEL DISCUSSION

4:00 Incorporating ESG into frameworks and impact of product and investment changes on balance sheet

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

4:45 Chair’s closing remarks

4:55 End of Congress

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USA - SPEAKERS
emre balta

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

male

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

thomas braun

Thomas Braun
Head of CUSO Liquidity and Funding Risk
UBS

Biography

Emre Balta will be presenting at Treasury & ALM.

Biography

Mark Benaharon will be presenting at Treasury & ALM.

Biography

Thomas Braun will be presenting at Treasury & ALM.

Byron G Byrd headshot

Byron Byrd
Director, Financial Services and Banking Solutions
Infor

Cabana Mark Headshot

Mark Cabana
Head of US Rates Strategy
Bank of America

Fernando

Fernando Carbone
Treasury & Risk Senior Specialist
Inter-American Development Bank

Biography

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.

Biography

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.

Biography

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.

ErjunChen

Erjun Chen
Audit Director
CIT

Kevin Clarke

Kevin Clarke
Executive Director, Group Regulatory & Governance
UBS

Bill's headshot

Bill Collette
Director, Market Development
Wolters Kluwer

Biography

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.

Biography

Kevin Clarke will be speaking at CeFPro’s Treasury & ALM USA 2021 Congress.

Biography

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

Ashish Deccannawar
Director Liquidity Strategy & Governance
TD Bank

Gennadiy Goldberg

Gennadiy Goldberg
US Interest Rate Strategist
TD Securities

Bryan greathouse

Bryan Greathouse
Chief Investment Officer
Centennial Bank

Biography

Ashish Deccannawar is a Senior Manager at TD Bank and leads Liquidity Strategy and Governance function for TD’s Consolidated U.S. Operations (TD Bank and TD Securities). In this role, Ashish is responsible for calibrating assumptions for End of the day and Intraday liquidity stress tests, LCR, and NSFR. Currently, he is focused on implementing and enhancing governance around FR 2052a, NSFR, and Intraday. He is also responsible for Contingency Funding Plans (CFPs), and liquidity chapters of Recovery Resolution Planning (RRP).

Ashish is an expert in Liquidity risk, and Bank’s balance sheet management functions and has over 10 years of experience in funding and liquidity risk space. Prior to his current role, he worked as a management consultant at Big four consulting firms advising Global Systemically important Banks (G-SIBs) and other domestic US banks.

Ashish has extensive experience in advising US Banks in the Liquidity Risk space. Topics of his interest include Liquidity Stress Testing, Cash Flow Projections, Fr2052a reporting, Funds Transfer Pricing (FTP), and Net Stable Funding Ratio (NSFR)

Ashish holds MBA from Fordham University, where he specialized in Finance & Accounting and bachelor’s degree in Computer Science from University of Mumbai.

Biography

Gennadiy Goldberg will be presenting at Treasury & ALM.

Biography

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.

Mike Guglielmo low rez -serious

Michael Guglielmo
Managing Director
Darling Consulting Group

vineet gumasta

Vineet Gumasta
Head of Balance Sheet Risk Management
Rabobank

michael harmon

Michael Harmon
Managing Director, Market Risk Management
Wells Fargo

Biography

With over 30 years of experience in strategic risk management, Mike Guglielmo has provided technical and strategic consulting to a diverse group of financial institutions. Mike is also a frequent author and top-rated speaker on a variety of balance sheet and model risk management and operational risk management topics. He is the Immediate Past Chairman for the Financial Managers Society and is a faculty member for the FMS Institute.

During his tenure at DCG, Mike has served in various capacities, including director of financial analytics. In addition, he is a technical resource for the ongoing development of many of DCG’s quantitative and strategic risk management products and services. Prior to joining DCG, Mike managed the ALCO and strategic planning processes for a regional bank in the northeast. Mike is a graduate of Fairfield University with a degree in economics.

Biography

Vineet Gumasta will be presenting at Treasury & ALM.

Biography

Michael Harmon will be presenting at Treasury & ALM.

michael huff

Michael Huff
Senior Director, Portfolio Management, Asset Allocation & Derivatives
TIAA

oliver jakob

Oliver Jakob
International CRO
MUFG

Anthony

Anthony Jerkovic
Head of Data & Risk
Novo

Biography

Mike is a Portfolio Manager for TIAA’s $280 Billion General Account investment portfolio.  His responsibilities include portfolio management, asset allocation, derivatives/hedging strategies, currency risk management, and portfolio ALM. Mike also works with TIAA’s Treasury team on portfolio liquidity management and funding/debt management.

Before joining TIAA, Mike was Director of Investment Risk Management at Genworth Financial where he was responsible for asset/liability management, derivatives risk oversight and counterparty credit risk.  At Genworth, Mike was also a Senior Derivative Trader where he traded interest rate swaps, futures, equity options, and developed hedging strategies.  Prior to working at Genworth, Mike was at Principal Financial Group where he managed a portfolio of structured products and derivatives.

Mike holds a BS in industrial engineering from University of Michigan and an MBA in finance from University of Illinois.  He is a CFA Charterholder and a Professional Risk Manager (PRM).

Biography

Oliver joined MUFG from UBS’ Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 17 years. He started his career in Bankers Trust’s Market Risk Department.  

Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.

Biography

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

Jay Johnson
Director, Financial & Process Audit
BBVA Compass

yuhong liu

Yuhong Liu
Director
BNP Paribas

Kimy Headshot

Kimy Metivier
Principal – Risk Management
Empyrean Solutions

Biography

Jay has worked in the financial service industry since 1995, serving in a variety of roles, including internal and external audit, consulting, and treasury, financial and accounting responsibilities.  He has been with BBVA USA for eleven years in the Internal Audit department, and is currently the Chief Audit Executive of BBVA USA.  Prior to becoming the Chief Audit Executive, he focused primarily on financial risks, including market, capital, and liquidity activities, and the related risk management and internal governance activities.  Prior to joining BBVA, he worked with PwC for several years, including a two year rotation in London from 2007 to 2009.  He is a Certified Professional Accountant and Certified Internal Auditor.

Biography

Yuhong Liu will be presenting at Treasury & ALM.

Biography

Kimy Metivier is Principal – Risk Management at Empyrean Solutions.  Before starting this role in 2017, Kimy worked at Wolters Kluwer as a Senior Sales Engineer for over 3 years. Prior to this, Kimy worked at Wall Street Systems as a Treasury Presales Consultant for over 2 years. He also worked at SunGard (now FIS) for over 9 years, first, as a Professional Services Consultant focusing on their ALM product and then as a Technical Sales Engineer.

In his current role, Kimy accompanies Regional Sales Managers during the initial discovery call to determine the needs of potential customers, and provides technical assistance regarding performance of our ALM, DFAST and Liquidity solution.  An important aspect of Kimy’s role is to be knowledgeable about product performance, upgrades, and any changes which will affect the product, in order to convey to the Sales team and potential customers.

Kimy earned his Bachelor’s degree and his Master’s degree in Economics from Montreal University.  Kimy also earned his MBA from Laval University in Quebec City, Quebec in 2001.  Kimy holds the CFA Charter.

Charlie Headshot_professional

Charlie Peng
SVP and Head of Treasury
Bank of China

Christian Pichlmeier

Christian Pichlmeier
Head of Liquidity Risk Management
Deutsche Bank

jeff prelle

Jeff Prelle
SVP Risk Analytics
BankcorpSouth

Biography

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.

Biography

Christian has been leading the liquidity risk management team of the Americas at Deutsche Bank over the last 3 years. He is an expert in setting up a best practice liquidity risk framework and is deeply involved in the liquidity stress scenario analysis including the review and challenge. During his career he was covering liquidity risk in both Treasury and Risk and worked in both domestic as well as foreign banks represented in the Americas. Christian is a regular speaker at Industry conferences.

Biography

Jeff Prelle will be presenting at Treasury & ALM.

hugo ramirez

Hugo Ramirez
Director Corporate Assurance
BBVA US

JessiceRice

Jessica Rice
Director, Senior Data Scientist
ZM Financial Systems, a Moody’s Analytics company

OskarRoggHSBig2

Oskar Rogg
MD, Head of Treasury Americas
Credit Agricole

Biography

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.

Biography

Jessica Rice, Director, Senior Data Scientist, manages the Data Services group, providing responsive and thorough solutions to client questions/issues after diligent analysis. Engaged extensively in product enhancement, Rice’s experience has focused primarily on fixed income and derivatives, as well as expanding the quantitative analytics solution offering. Prior to her current position, Rice served as Director, Balance Sheet Analytics with Performance Trust Capital Partners, and also worked previously for ZM Financial Systems as Director, Consulting Services. Rice holds dual degrees from James Madison University in Quantitative Finance and Mathematics, with a minor in Economics.

Biography

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

Armel Romeo Kouassi
Senior Vice President
Northern Trust Corporation

santosh shetty

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

Fumi_img_0134

Fumi Shiba
Head of Market Risk
NAB Americas

Biography

Armel Romeo Kouassi will be presenting at Treasury & ALM.

Biography

Santosh is technology leader with 17+ years of experience in delivery of strategic, high impact technology programs. His experience spans multiple domains and industries. Most of his last decade he has built and executed technology roadmaps for large Canadian banks and insurance firms covering digital transformation, analytics, cloud, big data and emerging technologies like blockchain and machine learning. His core competencies are technology strategy, enterprise architecture and distributed systems. Throughout his career he has actively partnered, coached and mentored a number of leaders at various levels through technology challenges.

Biography

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

Steve Turner
MD
Empyrean Solutions

Tess Virmani Headshot

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

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Jason Wang
CRO
Synergy Credit Union

Biography

Steve is a Managing Director at Empyrean Solutions focused on introducing Empyrean to some of the largest, most sophisticated banks in North America, the UK, EU, and Asia-Pacific.  In this role, he leverages his experience as a successful financial services industry executive and consultant leading engagements in treasury, liquidity management, balance sheet and capital strategies, finance, regulatory risk compliance, and credit portfolio oversight.

He regularly presents and chairs industry risk conferences.  Steve has published in numerous industry journals including Bank Director, Bank Accounting and Finance, Commercial Lending Review, and American Banker.

Prior to joining Empyrean Solutions, Steve held Managing Director positions at Novantas and First Manhattan Consulting Group.  He started his career leading treasury at Shawmut National Corporation, a leading Northeast regional bank.  He has an undergraduate degree in economics from Allegheny College with honors and an MBA in finance from Tulane University.

Biography

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.

Biography

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

Matthew Whaley
Head of Interest Rate and Liquidity Risk Oversight
MUFG

ActiveViam Allen Whipple

Allen Whipple
Founder and Managing Director
ActiveViam

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Paige Wisdom
Board Director
Morgan Stanley Bank N.A

Biography

Matthew Whaley will be presenting at Treasury & ALM.

Biography

Allen Whipple is Managing Director and one of the founders of ActiveViam. In his current role, he is focused on expanding ActiveViam’s channel partners, including OEMs, Value Added Resellers (VARs) and integrated software vendors (ISVs). By joining forces with partners, Allen ensures that ActiveViam expands its offering within an ecosystem of integrated solutions to better address customer needs.

Biography

Paige Wisdom is a strategic executive with deep expertise in finance, risk management and capital markets at Fortune 500 financial institutions and private equity and venture capital-backed FinTech start-ups.  She has a track record of leading high performing teams through extensive M&A, financial market and large-scale transformation.  She is recognized as a results-oriented leader focused on leveraging data-driven analytics and creating an inclusive culture for talent development.

Paige currently serves on the board of Morgan Stanley Bank N.A. and Morgan Stanley Private Bank.  She currently is a member of both the Risk and Audit Committees.

For the past five years, Paige has been the CFO of non-bank, early-stage financial services companies owned by venture capital and private equity, including Exeter Finance, Renovate America, and Southern Management.

During the 2008 financial crisis, Paige took on the important role of Chief Enterprise Risk Officer at Freddie Mac where she was responsible for the management of credit, market, model, and operational risk as well as building the risk framework and governance for the $2 trillion company.

Paige holds an MBA from The University of Chicago Booth School of Business and a BS in math and computer science from the University of Illinois, Chicago.

Register here
DOWNLOAD BROCHURE

The Asset/Liability Management (ALM) modeler plays a vital role in an organization’s success in assessing financial risks and driving strategic performance. Join CeFPro and Darling Consulting Group for this comprehensive pre-conference program, where we will explore the fundamentals and leading approaches to high-performing ALM modeling and model management.  This informative ALM modeling immersion seminar is specifically designed for ALM model practitioners of all levels and will feature interactive sessions, case studies,  open discussions, and Q&A with industry experts and your peers. The agenda for this masterclass is still to be finalized with additional sessions and speakers. This interactive class will open at 9, with breakfast and registration opening at 8am. There will be ample time for refreshment breaks and lunch throughout the day, with the course concluding at 5pm.

To maximize engagement and interaction, seats for the course will be limited and available on a first come, first served basis – to avoid disappointment, book your place today by clicking on our register tab.

Just some of the already confirmed sessions include:

Essential elements of ALM modeling for interest rate and liquidity risk management

  • Effective IRR and liquidity risk measurement techniques in the current environment
  • Differentiating between regulatory, managerial, and strategic modeling
  • Trends in risk quantification, scenario selection, establishing policy limits
  • The expanding role of the ALM model

Leading Approaches to Data Management

  • Ensuring you are using the best data available
  • Ongoing data testing
  • Leveraging data for assumptions and backtesting
  • The importance and benefits of data automation
  • Documentation

Assumption Management and Sensitivity Testing

  • Developing a robust assumption development and management process
  • Insights into effective assumption sensitivity and stress testing
  • Leveraging sensitivity and stress testing for strategy discussions

Model Performance

  • Techniques in assessing model performance
  • The importance and benefits of model agility
  • Managing the ALM model for multiple uses

Leveraging the ALM Model Strategically

  • Effective ALCO reporting and communication
  • Leveraging strategy and “what-if” modeling
  • Driving confident decision-making at ALCO

The course will be led by senior experts from Darling Consulting Group with guest speakers to be announced shortly!

CeFPro, in accordance with the expected guidelines for live in-person meetings, will ensure that all official and recommended procedures are adhered to in regard the Masterclass. We wish to ensure that this Masterclass enables engagement, discussion, and debate among the attendees.

As such, CeFPro will limit the number of attendees to adhere to recommended guidelines and ensure attendee interaction and debate.

Register here

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

Panel Discussions

PANEL DISCUSSIONS

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

Presentations

PRESENTATIONS

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

Networking

NETWORKING BREAKS

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

meet the speakers

MEET THE SPEAKERS

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

Register here
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USA - INSIGHTS
16th September 2021

Reviewing alternative rates emerging amidst market hesitation towards SOFR

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
13th September 2021

Overview of the regulatory landscape and convergence for holistic management

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
16th August 2021

Analyzing US and global recovery rates and the impact on treasury and ALM

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
16th June 2021

Fintech advances and financial services – what does the post-covid road hold?

2nd July 2020

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

By Shannon Harris, Senior Research Executive, CeFPro 
29th August 2019
Top 3 Investment Priorities

Top 3 investment priorities according to FinTech Leaders 2019 Report

20th August 2019

Reviewing the latest trends and challenges surrounding LIBOR transition and the adoption of alternative reference rates

By Shannon Harris, Senior Research Executive, CeFPro
29th July 2019

Liquidity assumptions: Qualitative approaches

By Joe Peedikayil, SVP, Liquidity/Credit/Capital-Qualitative Model Validation, Wells Fargo
24th July 2019

Interest rates: How firms can sufficiently plan and prepare for multiple outcomes

By Yuhong Liu, Director, BNP Paribas
19th July 2019

Liquidity risk: Maintaining balance sheet stability and risk appetite

By Armel R. Kouassi, Head of Balance Sheet Modeling, Northern Trust
11th July 2019

Liquidity Risk: Regulatory landscape and current industry trends

By Andres Oranges, Chief Operating Officer, Treasury, Société Générale
9th July 2019
By Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale

Progressing with LIBOR transition in an uncertain environment

By Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale
USA - CO_SPONSORS

 

Darling Consulting Group are a Co-Sponsor for the Treasury and ALM Congress.

 

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

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.

MAT is a new generation ALM tool that leans on state-of-the-art technologies with the goal of evolving the balance sheet management to a new paradigm. MAT is not just a calculation engine, it engloves the three components of a traditional architecture – Data loading, calculation engine and advanced reporting – allowing the user to devote more time in analyzing the data instead of its generation. MAT is not just a management tool, it has been developed in order to cover both the management and regulatory requirements for interest rate risk and liquidity risk.
Because of the technologies involved, MAT is able to load and compute the data at the contract level. It incorporates an advanced set of dynamic reports ready for use as Repricing Gap, Sensitivity Analysis for NII and MVE, Survival Horizon and Liquidity Gap, LCR, NSFR among others but also to create as many reports as the user wants through a powerful web reporting design.
MAT is a tool that offers some innovative functionalities such as: ALCO simulations, self-calibrated new business, manual entries module, MAT is available on mobile devices, cloud solution, data analytics module, etc.

MAT, rethinking the ALM.

Phyton Consulting focuses on the most complex initiatives facing our clients and strives to be the best subject matter-led, execution-focused group on the street. Our services are conceived to address your industry-specific business and data challenges with the right blend of tactical and strategic execution. Phyton excels at enhancing the way organizations approach change across people, culture, processes, and technology. Our cross-industry understanding of Data Management best practices is our core strength. By integrating Phyton’s refined data framework and the core governance pillars that support it with subject-matter expertise, we are driving the harmonization of best practices across industries.

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

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.

USA - ASSOCIATE SPONSORS
ActiveViam

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.

Reasons to sponsor
Level of Sponosr Text

SHARE YOUR THOUGHT LEADERSHIP

Share Your Expertise

SHARE YOUR EXPERTISE

get your brand seen...

GET YOUR BRAND SEEN

Connect with senior leaders

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.

DOWNLOAD SPONSORSHIP PACKAGES
VENUE

New York Marriott Downtown – 85 West Street,
New York, NY 10006,
United States

We have secured a preferential rate from $299++ per night. Please click here or use the link below to secure your accommodation. Please note; this rate will expire on March 8 2022, however we only have a limited number of rooms. We advise to book your sleeping rooms prior to this date to avoid disappointment.

If multiple rooms are required please register each room one at a time with the number of nights and guests in each room.

https://book.passkey.com/gt/218265733?gtid=6050ba30d196f01ce402e38bb1a8a28c

Can I present at the Treasury and ALM USA Congress?

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.

Are there any rules on the dress code?

Business attire is requested. The Congress is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Congress, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from the sessions are also available, subject to speaker approval.

Where can I find the Congress documentation and speaker presentations?

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

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events, the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Congress, such as:

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (subject to confirmation)
  • Q&A, panel discussions and audience participation technology
Are there opportunities to share my thought-leadership at the Treasury and ALM USA Congress?

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

Are media partnerships available for the Treasury and ALM USA Congress?

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.

What can I do if I can't attend the event due to Covid-19?

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)

Pre-Event Masterclass
21 March 2022

THANKSGIVING
SPECIAL

$499

SAVE $200

Registrations before 19 November

END OF
YEAR

$499

SAVE $200

Registrations before 17 December

EARLY
BIRD

$599

SAVE $100

Registrations before 25 February

STANDARD
RATE

$699

 

Registrations after 25 February

Treasury & ALM Congress
22-23 March 2022

THANKSGIVING
SPECIAL

$699

SAVE $600

Registrations before 19 November

END OF
YEAR

$799

SAVE $500

Registrations before 17 December

EARLY
BIRD

$899

SAVE $400

Registrations before 25 February

STANDARD
RATE

$1299

 

Registrations after 25 February

Treasury & ALM Congress
and Masterclass 21-23 March 2022

THANKSGIVING
SPECIAL

$1198

SAVE $800

Registrations before 19 November

END OF
YEAR

$1298

SAVE $700

Registrations before 17 December

EARLY
BIRD

$1498

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Registrations before 25 February

STANDARD
RATE

$1998

 

Registrations after 25 February

Register here

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

Pre-Event Masterclass
21 March 2022

THANKSGIVING
SPECIAL

$499

SAVE $200

Registrations before 19 November

END OF
YEAR

$499

SAVE $200

Registrations before 17 December

EARLY
BIRD

$599

SAVE $100

Registrations before 25 February

STANDARD
RATE

$699

 

Registrations after 25 February

Treasury & ALM Congress
22-23 March 2022

THANKSGIVING
SPECIAL

$1699

SAVE $800

Registrations before 19 November

END OF
YEAR

$1699

SAVE $800

Registrations before 17 December

EARLY
BIRD

$1999

SAVE $500

Registrations before 25 February

STANDARD
RATE

$2499

 

Registrations after 25 February

Treasury & ALM Congress
and Masterclass 21-23 March 2022

THANKSGIVING
SPECIAL

$2198

SAVE $1000

Registrations before 19 November

END OF
YEAR

$2198

SAVE $1000

Registrations before 17 December

EARLY
BIRD

$2598

SAVE $600

Registrations before 25 February

STANDARD
RATE

$3198

 

Registrations after 25 February

Register here

*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

REGISTER BY EMAIL

Simply email us with your
Full name
Job title
Company & address
Contact number

Email: Lauren.carter@cefpro.com

Contact us Directly

CONTACT US DIRECTLY

Call us on
+1 888 677 7007

Download PDF registration page

DOWNLOAD PDF REGISTRATION FORM

Click here to complete the form and submit by email

USA - DOWNLOAD THE BROCHURE

USA - CO_SPONSORS
Infor
Wolters Kluwer
ActiveViam
Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Søren Agergaard Andersen is the Chief Risk Officer for Nordea Asset Management, the biggest asset manager in the Nordics with more than € 250bn AuM. Søren is responsible for the overall enterprise risk function, managing an international team of risk professionals in Denmark, Sweden and Luxembourg. Before joining the asset management industry, Søren held leading positions within risk in banking and pension/life insurance. One of his main priorities is to define and uphold a strong and yet flexible governance and risk framework, which can support a sound overall risk culture. Søren holds a M.A. in Mathematics and Economics and a PRM certification.
Kimberley brings more than a decade of executive leadership experience in the Governance, Risk and Compliance space, building brand recognition, thought-leadership and revenue-accelerating marketing programs at companies including Thomson Reuters, SAI Global, the Global Association of Risk Professionals, Practical Law Company and Compliant. As part of her role at Aravo, Kimberley develops thought leadership content designed to help third party risk professionals benchmark their programs, share best practice, elevate their conversations to the Board, and build the business case for investment in the development of their programs. Kimberley is originally from New Zealand, and has also lived and worked in London and New York. She now lives in San Francisco, and in her spare time enjoys exploring and al fresco dining with her husband and bulldog.
Louise Waite is the Supply Chain Management & Assurance Director at Lloyds Banking Group. She leads a team of 50, delivering a group-wide approach to supplier risk assessment, supplier assurance and supplier management. Louise and her team maintain an effective Supply Chain Management framework, run a Centre of Excellence for Supplier Management and conduct hundreds of assurance reviews every year. Having spent several years in the IT and Pharmaceutical industries, Louise is enjoying her return to Financial Services where she started her Procurement career.
Jean-Francois Valette is leading Global Third Party Compliance & Risk management at eBay. Jean-Francois is responsible for enhancing eBay’s legal, risk and compliance program around all third parties impacting eBay’s operations and business activities directly or indirectly. He oversees the development and management of a third-party risk management program across the business units; engaging and supporting the management of the controls functions for the company, including Business Ethics Office, Information Security, Resiliency, Compliance investigations and reporting amongst others. Prior to joining eBay, Jean-Francois worked as the Head of Operations for Volkswagen Payments and held the roles of Head of Outsourcing and Global Third Party Compliance and Risk management for PayPal. He also held different positions in the Banking & Asset Management industry, and holds his Law and Investment Management certifications, specializing in regulatory compliance and outsourcing.
Martin Townsend will be speaking at Vendor & Third Party Risk Europe 2021
Sean Titley will be speaking at Vendor & Third Party Risk Europe 2021
Alex is Head of Supply Chain Risk for Lloyds Banking Group (LBG), responsible for ensuring that the supplier onboarding & management frameworks drive effective risk management and regulatory compliance. Alex has worked with LBG for 10 years, and has over 20 year experience in Sourcing and Supply Chain Risk.
An Alumni of De Monfort University & London Metropolitan University, Desmond is a seasoned Third-Party Risk Management Lead as well as a specialist in Supplier Relationship Management. He has worked both in the Public and Private sectors gaining foundational experience at London Underground over a 17 year career. He has also worked for Deutsche Bank, HSBC and now with Vodafone leading on Third Party Risk programme activities.Desmond is married with two children and enjoys travelling.
Daniel Cameron will be speaking at Vendor & Third Party Risk Europe 2021
Dilbagh is a Partner at Fintegral and leads the firm’s UK practice. He specialises in the areas of traded risk and climate risk, helping banks to enhance their analytics capabilities to better identify, quantify and manage current and emerging risks. He has over 20 years of experience in trading, risk management and quantitative modelling at banks and hedge funds, including Credit Suisse, Man AHL and Nomura. Dilbagh holds a degree in Natural Sciences (Physics) from the University of Cambridge.
Vishwas has deep international FS consulting and risk management experience across Europe, US, Middle East and SE Asia.Vishwas has led complex risk transformations for G-SIBS, challenger banks and fintechs in the UK and EMEA, focusing on prudential regulation, capital and stress testing. Vishwas has also led a number of banking authorisations, fintech and Brexit applications and has experience of helping clients deliver to regulatory expectations and their internal performance targets. Vishwas also has experience in thought leadership and eminence, having led a number of conferences, speaker sessions and panel discussions with regulators and industry participants
Charis is a Risk Management generalist with 13+ years of experience in investment and retail banking. He is currently the Chief Risk Officer of SIB (Cyprus) Ltd, Sberbank Group, where he is responsible for developing the Risk Management framework, overseeing regulatory initiatives and driving strategic projects related to risk. His interests include Fintech and innovation in Risk Management. He holds an MBA and a Master’s in Financial Mathematics. He is also a CFA charterholder and a certified Financial Risk Manager.
Stuart Burns currently has the role of Senior Technical Specialist at the PRA, working in the team reviewing and approving IRB models. He has responsibility for aspiring IRB firms. He previously ran the IRB risk weight analysis in the Annual Cyclical Scenario (ACS) stress test, challenging firms’ stressed projections and recommending capital responses. Stuart has over 20 years experience delivering credit risk, stress testing and economic capital models. This includes roles as: Head of Model Validation for S&P Europe. Head of Models for the Rainbow Business at Royal Bank of Scotland. Head of Credit Risk Methodology at Barclays Capital, where he rebuilt the team following the departure of the previous head, and managed all IRB related regulatory issues. Head of Corporate Analytics at HSBC, where he was responsible for Credit Risk Modelling and saw the bank achieve Advanced IRB status. He also introduced credit risk stress testing and economic capital. Head of Economic Capital and Model Risk Management at Standard Chartered Bank, where his responsibilities included building an offshore validation team, and coordination of stress testing across portfolios and risk types. Advanced IRB status was delivered on the strength of these areas.
Over the last 3 years, I have provided trusted advice and guidance to a variety of organisations looking to change their approach to GRC. The organisations I have worked with have often been looking to advance their approach to GRC through the use of modern, intuitive, and insightful technology. My job is to help these businesses and people with this often daunting task, and make it as seamless as possible.
Rob is responsible for New Business Sales and Account Management in EMEA. Based out of our London office, Rob helps guide organisations through the vendor evaluation process, remaining a key point of contact through the implementation process and throughout the ongoing relationship. Rob joined Riskonnect in September 2017 and has over 7 years experience in Governance, Risk and Compliance solutions helping a range or organisations from different industries including Telecommunications, Financial Services, Maritime and Infrastructure Projects, and more, evaluate, select and implement highly successful solutions.
David Cassonnet is Director of Business Development at ActiveViam, leading the creation of new solutons and use cases for the company.In his role, David ensures that the new product features developed by the company's R&D team translate into innovative and actionable use cases that deliver tangible value to the clients' business.With over twenty years of experience in financial markets, David has a double expertise in business development and solutions implementation. Previously he was Managing Director of ActiveViam in APAC where he and his consulting team were involved in several front-office and risk management projects with large local and international banks. David also held several roles at Mysis and Summit Systems.
Benjamin Westwood will be presenting at the 10th Annual Risk EMEA Summit.
Suresh Sankaran will be presenting at the 10th Annual Risk EMEA Summit.
Nigel Milbank is a Cambridge University graduate and Chartered Accountant having trained with Arthur Andersen and Deloitte. Nigel has held audit positions in Schroders and Credit Suisse as an Audit Director, following which he helped set up the Operational risk function and Product Control global assurance at Credit Suisse.Nigel was Director of Enterprise and Operational Risk at Santander UK from 2006 to 2011 and joined RBS in 2012 to run the Group ICAAP function. He has held various stress testing delivery and improvement roles at RBS/ Natwest Group and since 2020 has been Programme Manager on the Climate Programme building climate stress capability and embedding climate financial risk management.
Alistair McLeod will be presenting at the 10th Annual Risk EMEA Summit.
Melissa Longmore will be presenting at the 10th Annual Risk EMEA Summit.
Libor Krkoska will be presenting at the 10th Annual Risk EMEA Summit.
Pradyumna specializes in Market Risk and Counterparty Risk with experience spanning both the Front Office and Risk Management functions at two of the largest global investment banks. In his current multi-dimensional role he is the market risk manager for JPM’s differential discounting desk, the banking book loan portfolio and also is the head of CVA stress testing. He is also involved in developing a climate risk management framework for JPM’s trading book. Outside of work, he is a bit of a musician and is working on his first album.
Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise. Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.