TREASURY & ALM CONGRESS

2nd Annual | March 28-29 | New York City

GLOBAL ECONOMIC ENVIRONMENT
Assessing the global economic environment to effectively manage economic recovery and increased inflation volatility

INTEREST RATES
Understanding the changing interest rate landscape and impacts across the industry

LIQUIDITY
Navigating changes in market liquidity and adapting strategy aligned with economic change

DEPOSITS
Managing the impact of deposit attrition on liquidity and implications for balance sheet management

REGULATORY AGENDA
Reviewing recent regulatory guidance and anticipating upcoming changes on the horizon

STRATEGIC RISK
Leveraging market intelligence to drive strategy and enable business decisioning

SOFR
Reviewing the impact of transitioning to SOFR and managing legacy contracts

FTP
Delivering effective funds transfer pricing capabilities and aligning with continued change

Cabana-Mark-Headshot-120x120-2

Mark Cabana
Head of US Rates Strategy
Bank of America

Shahab Khan

Shahab Khan
MD, Head of Liquidity Policy
HSBC

Yujush

Yujush Saksena
Managing Director, Treasury Risk
BNY Mellon

thomas-braun-120x120-1-1

Thomas Braun
Head of Market & Treasury Risk
UBS Bank USA

Ty_lambert

Ty Lambert
Senior Executive Vice President
& Chief Risk Officer
Cadence Bank

OskarRogg

Oskar Rogg
Head of Treasury Americas
Credit Agricole

Charlie Hart

Charlie Hart
Director, Quantitative Risk Management
USAA

Paige Wisdom

Paige Wisdom
Board Director
Morgan Stanley Bank N.A

Siddharth Narayan

Siddharth Narayan
Director, Head of Data
Assurance and Validation
Industrial and Commercial Bank of China

Svilen Petrov

Svilen Petrov
Managing Director, Balance Sheet Risk
Royal Bank of Canada

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

GLOBAL ECONOMIC ENVIRONMENT

9:00 Reviewing the global economic environment and balancing economic recovery and increased inflation volatility

Session details 

  • Impact to hedging strategies with volatility and uncertainty
  • Impact of Russia/Ukraine conflict on global markets
  • Impact of globalization on inflation
  • Managing risks of stagflation
    • Evolving displacement strategies
  • Long term repercussions of Covid-19
  • Behavioural modeling to shape lending profiles
  • Adapting to spread and yield curve changes

Gennadiy Goldberg, US Interest Rates Strategist, TD Securities

INTEREST RATES – PANEL DISCUSSION

9:40 Understanding the changing interest rate landscape and impacts across the industry

Session details 

  • Managing and measuring interest rate exposure and sensitivity risk
  • Aligning GAAP reporting and NII
  • Managing increased cost of liquidity
  • Adapting balance sheet structure based on changes
  • Evolution of the macro economy and continued uncertainty
  • Recalibrating optionality and pricing
  • Opportunity costs with increased rates
  • Managing downward pressure on capital position as a result of increased interest rates
  • Understanding how globalization has influenced inflation.

Mark Cabana, Head of US Rates Strategy, Bank of America
Jennifer Matney, former Chief Financial Officer, National Advisors Trust Company
Jorge Segura, Senior Director, ALM Market Risk, Santander US
Avi Lopchinsky, Head of Liquidity, Interest, and Market Risk Management, Apple Bank

10:30 Morning refreshment break and networking

INTEREST RATE STRATEGY

11:00 Mitigating the risk of high inflationary environment and developing enhanced hedging tactics

Session details 

      • Assessing different approaches and strategies to combatting interest rate risk
      • Reviewing effective ways and best practice to hedge rising interest rates
      • Reviewing how to effectively manage asset liability in a volatile interest rate environment
      • Strategy for variable and fixed loan rates
      • Balance sheet structure and hedging tactics
      • Managing spread with continued change and future decrease
      • Tools and modeling approaches
      • Developing agile risk management capabilities to manage volatility.

LIQUIDITY

11:40 Navigating changes in market liquidity and adapting strategy aligned with economic change

Session details 

    • Managing deterioration in market depth
    • Factoring changes into decision making processes
    • Movement of excess liquidity from consumers
    • Behavioural modeling to predict impact of change
      • Impact to lending profile and business strategy
    • Operating in the new normal as liquidity evolves
    • Analyzing liquidity profiles with rapidly increasing interest rates

Thomas Braun, Head of Market & Treasury Risk, UBS Bank USA

12:20 Lunch break and networking

LIQUIDITY STRESS

1:20 Developing approaches for effective liquidity stress scenario testing

Session details 

  • Incorporating deposit movements in stress scenario
  • Capturing quantitative tightening in liquidity stress test
  • Alignment with existing scenarios
  • Modeling deposits and identifying changes to balance sheet profile
  • Developing advanced liquidity stress testing and contingency funding plan structures
  • Sources of liquidity and generating assuredness of accessibility

Charlie Hart, Director, Quantitative Risk Management, USAA

FORECASTING

2:00 Evaluating business plans and strategy with limited forecasting capabilities

Session details 

  • Forecasting impact of volatility on profitability and liquidity
  • Impact of slowdown in lending on liquidity
  • Maintaining an equity-based stability
  • Managing continuous change in demand and funding
  • Developing agile risk management capabilities to manage volatility
  • Difficulty with predicting interest rate movements and implementing them into stress scenarios
  • Determining level of deposits with limited forecasting ability

 

Mark BenaharonERM: Director of Liquidity, Market and Capital Stress Testing Risk Management, New York Community Bank

DEPOSITS – PANEL DISCUSSION

2:40 Reviewing the impact of deposit attrition on liquidity and implications for balance sheet management

Session details 

  • Impact of quantitative tightening on deposit levels
  • Modeling deposits in a changing environment
    • Reduced Fed stimulus and liquidity in markets
  • Measuring and monitoring outflows
  • Treatment of excess deposits
  • Assessing the transfer of rate increases to clients
  • Challenges acquiring core deposits and potential restrictions
  • Addressing NII issues with speed of interest rate hikes
  • Effectively monitoring deposit outflows

Svilen Petrov, Managing Director, Balance Sheet Risk, Royal Bank of Canada
Julian Oldale, Head of Corporate Treasury & Liquidity Advisory Americas, Head of TSB Americas, BNP Paribas
Susanne Robinson, SVP, Head of Liquidity Risk Oversight, First Citizens Bank

3:30 Afternoon refreshment break and networking

DATA STRATEGY

4:00 Developing a data strategy to reduce manual processes and leverage actionable insight

Session details 

  • Developing a data platform to reduce manual processes
  • Developing controls to document end to end flow
  • Building out an enterprise level data program
    • Consolidating globally in a stress scenario
  • Data requirements for funding and liquidity risk
  • Cash flow monitoring and back testing
    • Challenges across programs and tools
  • Overcoming legacy systems with the growth in granular data Incorporating cloud and new technologies to manage large data sets

Rajesh Kaveti, Director, BNY Mellon

DATA QUALITY

4:40 Ensuring data quality and monitoring data lineage for an effective data program

Session details 

      • Managing data lineage
        • Tracking movement and origination of data sets
      • Determining level of granularity expected from regulators
      • Manual adjustments to ensure quality
        • Auditability of adjustments
      • Tracking evolution of data across source systems
      • Processing in a data lake environment
      • Data aggregation and risk reporting
      • Granularity of data requirements

Siddharth Narayan, Director, Head of Data Assurance and Validation, Industrial and Commercial Bank of China

5:20 Chair’s closing remarks
5:30 End of day one and networking drinks reception

8:00 Registration and breakfast

8:50 Chair’s opening remarks

MODELING

9:00 Leveraging model capabilities and re-calibrating in a volatile economic environment

Session details 

      • Incorporating credit modelling into ALM and IRRBB
      • Adjusting modeling strategies in line with changing rates
      • Prepayment risks in a down scenario
      • Developing effective challenger models
        • Efficient challenger tools to challenge first line models
      • Leveraging models to better incorporate the current market value
      • Capabilities to model balance sheet and income statement for net interest margins
      • Using behavioral models to predict customer behavior in a volatile market
      • Leveraging modeling systems to create a strategic lending profile

Maxwell Zhu, Managing Director, Head of Quantitative Analysis & Strategy, US Corporate Treasury, BMO Harris Bank

STRATEGIC RISK

9:40 Leveraging market intelligence to drive strategy and enable business decisioning

Session details 

      • Allocating capital and future of buffers
      • Preparing for and anticipating a recession
      • Allocating capital based on future risks
      • Strategic decisions on business growth
      • Impact of quantitative tightening
        • Developing a capital allocation framework aligned with change
      • Scaling back businesses and impact on bottom line
      • Balancing capitalization with growth

10:20 Morning refreshment break and networking

REGULATORY AGENDA

10:50 Overview of recent regulatory guidance and anticipating upcoming change on the horizon

Session details 

      • Implementation of 2052A
        • Managing compliance with increased M&A activity
        • Building capabilities for daily liquidity position reports
      • Approaches to demonstrate controls to regulators
        • Evaluating changes in interest rates and impact to composition of balance sheet
      • 2019 tailoring rules Demonstrating accuracy and completeness for business decisioning
        • Liquidity reporting and data requirements
      • Reviewing the Basel 3 reform
      • Metrics for capital requirements on financial institutions

Shahab Khan, Head of Liquidity Policy, HSBC

SOFR – PANEL DISCUSSION

11:30 Reviewing the impact of transition to SOFR and managing legacy contracts

Session details 

  • Operationalizing the switch to SOFR and other RFRs
  • Internalizing systems and processes
  • Managing credit and liquidity components under SOFR
  • Shift to static CSA from dynamic
  • Reviewing global strategies and alignment
    • Impact of market divergence
  • Leveraging technology and tools to effectively recalibrate pricing
  • Simplifying how transfer fund pricing is carried out
  • Incorporating FTP to drive business strategy and decisions
  • Embedding Libor changes

Oskar Rogg, Head of Treasury Americas, Credit Agricole
Vineet Gumasta, Head of Balance Sheet Risk Management, North America, Rabobank
Frank Sansone, Treasurer, SVP, China Construction Bank

12:20 Lunch break and networking

FTP – JOINT PRESENTATION

1:20 Delivering effective funds transfer pricing capabilities and aligning with continued change

Session details 

  • Impact of embedding SOFR on FTP
    • Building out FTP curves with SOFR
  • Identifying exposure to non-monetary deposits
  • Increased focus with high interest rates
  • Driving business strategy and direction
  • Data requirements for effective pricing
  • Second line involvement to provide tangible benefits
  • Changes to liquidity impact on FTP
  • Calibrating liquidity spread on top of SOFR

Yujush Saksena, Managing Director, Treasury Risk, BNY Mellon
Bill Collette, Director, Business Development, Wolters Kluwer

INTRADAY LIQUIDITY – PANEL DISCUSSION

2:25 Managing increased intraday liquidity challenges as liquidity reduces post pandemic

Session details 

  • Intraday liquidity management with less liquidity in the market
  • Reduction in reserves impact in intraday stress
  • Estimating intraday payments sequence
  • Access to liquidity with reduction in Fed balance sheet
  • Implementing a real-time intraday liquidity system to effectively trace liquidity

Paige Wisdom, Board Director, Morgan Stanley Bank N.A
Charlie Peng,SVP and Head of Market Risk, Bank of China USA
Oscar Zheng, 
Director, Head of Model Risk Management, ALMT, Asset Management, CCAR, Compliance, and Global Market AI/ML Models, BNP Paribas

INVESTMENT PORTFOLIO

3:15 Managing investment portfolios effectively amidst continued change and global volatility

Session details 

  • Increased portion of the balance sheet
  • Managing investment portfolios effectively
  • Impact of interest rate risk within portfolio
  • Outlooks for liquidity requirements
  • Structuring portfolio to meet liquidity needs
  • Managing margin compression within investment portfolio
  • Maintaining margins and profits
  • Capturing volatility in business projections

Ashutosh Tripathi, Managing Director, Mizuho

3:55 Afternoon refreshment break and networking

CREDIT RISK

4:25 Reviewing the impact of macroeconomic events on credit risk and future risk mitigation

Session details 

  • Impact of CECL post implementation
  • Understanding how previous COVID protections could turn into defaults and create a credit risk
  • Evaluating how rising interest rates can evolve into a credit risk on loan and investment portfolios
  • Reviewing how increased interest rates are tightening credit within the system
  • Analyzing the potential of weaking of credit quality and how that can lead to a higher level of defaults

Ty Lambert, Senior Executive Vice President & Chief Risk Officer, Cadence Bank
Matthew MichelSVP, Director of Quantitative Credit Modeling, Cadence Bank

GEOPOLITICAL

5:05 The Russian Ukraine conflict and its impact on banks ALM departments

Session details 

  • When did markets react? Did they predict the escalation?
  • Review the impact on interest rates and fx rates
  • Evaluate the effects on banks in the central-eastern European region and beyond
  • Analyze sanctions and reactions of bank management
  • What lessons can ALM and risk management learn

Julian Horky, Head of Risk and Finance, Berenberg Capital Markets & Berenberg Asset Management

5:45 Chair’s closing remarks

5:55 End of ALM & Treasury 2023

Mark-Beneharon-120x120-1

Mark Benaharon
ERM: Director of Liquidity, Market and Capital Stress Testing Risk Management 
New York Community Bank

Biography

Mark Benaharon will be speaking at Treasury and ALM

thomas-braun-120x120-1-1

Thomas Braun
Head of Market & Treasury Risk
UBS Bank USA

Biography

Thomas Braun is the Head of Market and Treasury Risk for UBS Bank USA where he oversees the risk management infrastructure and risk profile across the bank’s businesses. Previously at UBS, he was head of the CUSO Liquidity and Funding Risk team, overseeing a team monitoring the complex risk profile of the UBS entities in the CUSO.

Prior to joining UBS in 2019, Thomas was Head of Liquidity Analysis at Societe Generale, where he developed the company’s liquidity and interest risk infrastructure, leading the implementation of the company’s liquidity risk framework including the firm’s liquidity stress testing covering a $200 billion sheet.

Previously, Thomas worked at Lehman Brothers within their ALM team and within AT&T Corp. Treasury, where he worked across Capital Market functions. He holds a BS in Finance and Accounting from New York University.

Cabana-Mark-Headshot-120x120-2

Mark Cabana
Head of US Rates Strategy
Bank of America

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 MarketsGroup 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.

Bill's headshot

Bill Collette 
Director, Business Development
Wolters Kluwer

Biography

Bill has travelled extensively, working with banks in more than 20 countries globally. In his product management capacity, he managed several product suites and teams, across product lifecycles, including the launch of products focused on Balance Sheet management, Risk (Interest Rate, Liquidity, and Credit) and Financial performance.

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.

Gennadiy-Goldberg-Headshot-120x120 (1)

Gennadiy Goldberg
US Interest Rates Strategist
TD Securities

Biography

Gennadiy Goldberg is a Director and US Rates Strategist at TD Securities, conducting research and providing market commentary on interest rates and the US economy. Gennadiy focuses on Treasuries, swaps, TIPS, supranational and agency debt, as well as green bonds. Gennadiy was ranked top five in the Federal Agency Debt Strategy category in the Institutional Investor’s All-America Fixed Income Research team surveys in 2017, 2018, and 2019.

Vineet Gumasta

Vineet Gumasta
Head of Balance Sheet Risk Management, North America
Rabobank

Biography

Vineet will be speaking at the 2nd Annual Treasury & ALM Congress

Charlie Hart

Charlie Hart
Director, Quantitative Risk Management
USAA

Biography

Charlie has worked in First and Second Line of Defense roles in USA, UK, and Australia. He has an MBA from Chicago Booth and is certified by GARP as a Financial Risk Manager.  He is now based in Brooklyn, New YorkCharlie will be speaking at the 2nd Annual Treasury & ALM Congress

Julian Horky


Julian Horky
Head of Risk and Finance
Berenberg Capital Markets & Berenberg Asset Management

Biography

Julian oversees Berenberg Capital Markets’ risk management program as the Head of Risk Controlling. Berenberg is a multinational full-service investment bank founded in 1590 with a significant presence in New York. Prior to returning to the industry, he consulted large financial institutions around the globe with a focus on Western Europe and North America. His financial and tech skills made him a trusted advisor across treasury, finance, ALM, and risk departments and a frequent speaker at industry events.

Rajesh Kaveti

Rajesh Kaveti
Director

BNY Mellon

Biography

Rajesh currently leads the Regulatory Reporting and CCAR initiative. He also has the oversight of some of Corp Treasury programs. Prior to this, Rajesh led many projects including Enterprise Data Services at BNY Mellon. Rajesh has over 20 years of experience in financial sector. Rajesh is fully hands on with strong interest in applying data science to different areas.
Rajesh is a constant learner and enjoys taking University level classes to expand his learning. He has Masters in Computer Science from University from Massachusetts, Boston. Recently his interests has shifted into Data Science area.

Shahab Khan

Shahab Khan
Head of Liquidity Policy

HSBC

Biography

Shahab Khan currently works for HSBC USA in New York in Capital & Liquidity Policy Group as Head of Liquidity Policy. Prior to this, he was at JP Morgan Chase & Co. as subject matter expert. Before this, he worked for various financial institutions and was associated with one of the big four accounting firms in the financial advisory group at the beginning of his career. During his professional career, he has held various positions in Treasury and M&A groups. For the last several years, he has been dealing with regulations related to Capital, Liquidity, RWA, Market Risk etc. that are applicable in the U.S. In addition to MBA, he is also a Certified Treasury Professional. He is an avid reader and loves to travel.

Ty_lambert

Ty Lambert
Senior Executive Vice President & Chief Risk Officer
Cadence Bank

Biography

Ty Lambert joined BancorpSouth in 2006 and has held a variety of management positions with responsibilities contributing to balance sheet management, credit risk management, corporate planning, and modeling and forecasting. In his current role as Chief Risk Officer, his team is responsible for data analytics, regulatory compliance, enterprise risk management, vendor management, and Bank Secrecy Act/ Anti-Money Laundering efforts. Prior to joining BancorpSouth, Ty was an investment portfolio manager.

Avi Lopchinsky

Avi Lopchinsky
Head of Liquidity, Interest and Market Risk Management
Apple Bank

Biography

Avi Lopchinsky is a senior Treasury Risk Professional with extensive leadership in building and leading Treasury(ALM/IRR, Liquidity, CCAR) and market risk teams. He currently works as Head of Liquidity, Interest, and Market Risk at Apple Bank. Avi has an in-depth knowledge of banking practices and drivers from a business and risk viewpoint.

image-21

Jennifer Matney 
former Chief Financial Officer
National Advisors Trust Company

Biography

Jennifer was in the field of finance for 14 years and now has added 5 years in banking corporate risk. She started her career at the Federal Reserve Bank of KC after receiving a BA in finance/management. In her nearly 7 years at the Fed she worked with phenomenal people and had mentors that encouraged her to further her education. She obtained a MA in Economics and has all but the dissertation completed on a PhD in Economics and Public Administration. She then worked for DST Output and Pioneer Services as a Director of Finance. For the past 5 years, while at UMB, she has built the model risk management program from the ground up and acquired other operational risk management responsibilities such as third-party risk management onboarding and monitoring, corporate insurance, and contracts management.

Headshot-1

Matthew Michel
SVP, Director of Quantitative Credit Modeling
Cadence Bank

Biography

Matthew Michel joined Cadence Bank in 2011. He is a CFA® charterholder and has held several positions within the Credit Department that include commercial underwriting, portfolio reporting, and MIS management. As Director of Quantitative Credit models, he leads a team that is responsible for managing the ACL using portfolio level credit models, developing and maintaining credit risk scorecards, and portfolio level stress models. Before joining Cadence Bank, Matthew worked in Retail Underwriting for Wells Fargo.

Siddharth Narayan

Siddharth Narayan
Director, Head of Data Assurance and Validation
Industrial and Commercial Bank of China

Biography

Siddharth will be speaking at the 2nd Annual Treasury & ALM Congress

Julian Oldale

Julian Oldale
Head of Corporate Treasury & Liquidity Advisory Americas, Head of TSB Americas
BNP Paribas

Biography

Julian will be speaking at the 2nd Annual Treasury & ALM Congress

Charlie_Headshot_professional

Charlie Peng
SVP and Head of Market Risk
Bank of China USA

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.

Svilen Petrov

Svilen Petrov
Managing Director – Balance Sheet Risk
RBC

Biography

Svilen is currently with RBC as a Managing Director and is responsible for Balance Sheet Risk, Group Risk Management, Enterprise wide ALM, investment portfolios market risk, and liquidity risk governance, oversight, reporting, and model validation.

Prior to RBC, he held progressively senior roles in the Treasury and ALM management functions of large financial institutions in North America and Europe.

Susanne Robinson

Susanne Robinson
SVP, Head of Liquidity Risk Oversight
First Citizens Bank

Biography

Susanne Robinson leads the second line of defense Liquidity Risk Oversight function at First Citizens Bank.  She joined First Citizens earlier this year when it merged with CIT Bank and became a Category IV bank with over $100bn of assets.  Susanne had been with CIT since 2014 where she built the Liquidity Risk Oversight function and held roles in Model Validation, CCAR stress testing, and Resolution Planning.

Susanne has a PhD in Finance from Stanford University.  Earlier in her career she worked in fixed income research and trading and financial analysis for securities litigation.  She has also taught classes in fixed income and options markets at NYU and Columbia Business

OskarRogg

Oskar Rogg
Head of Treasury Americas
Credit Agricole

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.

Yujush

Yujush Saksena
Managing Director, Treasury Risk
BNY Mellon

Biography

Yujush Saksena is currently a Managing Director in Treasury Risk at BNY Mellon.Prior to this he was the Head of Market Risk, GE Capital covering Interest Rate Risk, FX Risk and Commodities Market risk. Prior to this he was the Managing Director Market Risk for GECA and the Verticals and co-head of Interest Rate Risk oversight at GE Capital where his primary responsibilities included providing Independent Market Risk oversight of GE Capital Americas and GE Capital’s Global Commercial Real Estate, Aviation Financial Services, North American Life and Health and, until full divestiture, Synchrony. Prior to SIFI de-designation he was responsible for strengthening the independent oversight and challenge of IR risk, including evolution of IRR Policy, Standards and Procedures framework

Prior to joining GE Capital Yujush was at Citigroup, where was the Managing Director Interest Rate Risk Oversight and Market Risk Manager for the Retail Asset businesses. In his 23 years at Citi he held a number of roles in Market Risk and Finance, including Market Risk Manager for Latin America Retail bank. While at Citi, he also worked on developing and implementing a standard NII forecast process across Finance, Risk and Treasury at Citi.

Yujush holds an MBA from The Indian Institute of Management, Bangalore India and has an undergraduate degree in Engineering and a Master’s in Economics. He also holds CFA and FRM certifications.

FJS CCBNY0201

Frank Sansone
Treasurer- SVP
China Construction Bank

Biography

Frank Sansone is Treasurer and SVP of China Construction Bank NY branch. Frank joined CCBNY in 2014, and he is primarily responsible for all branch treasury activities including balance sheet management, interest rate, funding, liquidity and forex risk. Previously, Frank served as Treasurer for Dexia US operations where he was responsible for global USD liquidity & interest rate risk. Prior to Dexia, he was the Treasurer of National Bank of Kuwait US operations.

Visionary problem solver & diplomatic change agent, Frank currently leads the NY branch Libor Transition Working Group. Frank has also led CCB’s effort as co-chair on US RMB Working Group successfully securing the regulatory approvals for the launch of an RMB clearing hub in the US. Frank is a seasoned liquidity stress manager having successfully chaired the US Liquidity Contingency Committees overseeing Dexia’s global USD liquidity management efforts during the crisis of 2008, 10 & 11, National Bank of Kuwait USD operations during the Iraqi invasion of Kuwait and most recently CCB during the 2020 Pandemic systemic liquidity stress.

Frank is a subject matter expert and regular industry speaker on China macroeconomics, managing China risk, and Treasury management best practices, including Liquidity, FTP, Libor transition, interest rate risk and balance sheet management. Frank has spoken at numerous Association of Financial Professional conferences on the benefits of RMB internationalization in RMB trading and corporate risk management and on Liquidity, IRR Risk, Funds Transfer Pricing and Libor-SOFR transition. He launched and is the author of the CCBNY China Update, with the objective of educating and facilitating a better communication and understanding of China’s evolving economic and regulatory framework for our local U.S. corporate and financial clients.

Frank graduated with a Juris Doctor from Fordham University School of Law and a Bachelor of Science in both Economics and Finance at the State University of NY at Albany.

Jorge Segura

Jorge Segura
Senior Director ALM Market Risk
Santander US

Biography

Jorge is a Senior Director at Santander in the Market Risk department. Mr. Segura oversees Asset Liability Management exposure of all Santander US and as such provides challenge to Treasury department, participates in the ALCO and acts as Secretary in the Market Risk Committee. As Second Line of Defense, he also provides an independent view to ALM functions and is responsible of the European Regulatory reporting. He has experience dealing with dual regulation (US and Europe) and lead the implementation of IRRBB Guidelines in Santander US. Jorge’s experience includes interest rate risk, liquidity risk and trading risk management. Prior to be transferred to Boston, Jorge was Market Risk Head in Puerto Rico and before he worked in Santander Peru and in the Front Office.

Ashutosh Tripathi

Ashutosh Tripathi
Managing Director
Mizuho

Biography

Result oriented finance professional with 20 years of successful track record in Portfolio Management, Client Advisory, Structuring, Research, Treasury Management, ALM and New Business Development. Recognized by clients, peers and colleagues for innovative solutions, team building skills, ability to take charge, ethical approach and commitment to excellence. Demonstrated ability to consistently identify and generate successful client focused investment ideas that have always led to a strong long-term relationship with clients.

Extensive experience in creating overlay solutions using Interest Rates, FX and Credit derivatives for both fast money and real money accounts Entrepreneurial spirit, extensive management experience leading diverse teams and cross-functional projects

Paige Wisdom

Paige Wisdom
Board Director
Morgan Stanley Bank N.A

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.

Oscar Zheng

Oscar Zheng 
Director, Head of Model Risk Management, ALMT, Asset Management, CCAR, Compliance, and Global Market AI/ML Models
BNP Paribas

Biography

Oscar is currently with BNP Paribas, in NY, as a Director, the Head of ALM&T and Asset Management Model Risk Management and the Validation Manager for CCAR, Compliance and Global Markets AI/ML models.

Prior to this role, Oscar enjoyed his 12+ year career in the risk management across different locations: Tokyo, London, Brussels and London, by enhancing risk management practices with local lines of business and supervisors. As the Head of Market and Counterparty Risk Model Validations, BNP Paribas, Americas, he also played a major role as the second line of defense in enhancing these models by leading global teams in Europe and in North America.

Oscar, FRM, holds a Master’s degree in quantitative finance from the École Mines de Paris, France

man-120x120-1

Maxwell Zhu
Managing Director, Head of Quantitative Analysis & Strategy
BMO Harris Bank

Biography

Maxwell Zhu is the managing director, Head of Quantitative Analysis & Strategy, Corporate Treasury, BMO FG. Maxwell is responsible for the enterprise wide modeling and analytics to support structured market risk and liquidity & funding risk management as well as the PPNR modeling and analytics of stress testing required by both the US and Canadian regulators. Prior to joining BMO, Maxwell was MD of CCAR PPNR Modeling and Risk Management at MUFG Union Bank. He was Vice President for Pricing and Credit Valuation Analytics at Fannie Mae, focused on the pricing and valuation of mortgage guarantee assets and liabilities and valuation impact of mortgage modifications. Maxwell also worked at JP Morgan Chase as a Senior Vice President where he focused on Jumbo mortgage, home equity, and subprime portfolio management, management of purchased credit impaired mortgage portfolio, and mortgage servicing right (MSR) interest risk hedging analytics and strategy.

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.

November 25, 2022

Reviewing the impact of transition to SOFR and managing legacy contracts

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 […]
November 22, 2022

Managing increased intraday liquidity challenges as liquidity reduces post pandemic

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 […]
June 10, 2022

Understanding future of central bank digital currency uses and preparing for change

Understanding future of central bank digital currency uses and preparing for change By Aleksi Grym, Head of Fintech and Principal Adviser, Bank of Finland
June 10, 2022

Maintaining sustainability of ESG agendas to ensure consistency and meet long term strategic goals

June 10, 2022

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

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 […]
June 10, 2022

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 […]
June 9, 2022

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 […]
June 9, 2022

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 […]
June 9, 2022

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

May 31, 2022

Designing and implementing an effective internal fraud detection system

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 […]
May 26, 2022

Top 3 investment priorities according to FinTech Leaders 2019 Report

May 26, 2022

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

By Shannon Harris, Senior Research Executive, CeFPro

Biography

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.

Biography

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.

 

Biography

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.

 

Biography

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.

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 at Albany Street, New York,
New York, USA, 10006

       

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 marketing@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.

Are CPE Credits available?

Yes, CPE Credits are available for the Treasury & ALM USA Congress

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)

LAUNCH
RATE

$499
Save £500

Registrations before December 2nd

SUPER EARLY BIRD
RATE

$599
Save £400

Registrations before January 27th

EARLY BIRD
RATE

$699
Save £300

Registration before March 10th

STANDARD
RATE

$999


Registrations after 10th March

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

LAUNCH
RATE

$1,399
Save £600

Registrations before December 2nd

SUPER EARLY BIRD
RATE

$1,399
Save £600

Registrations before January 27th

EARLY BIRD
RATE

$1,599
Save £400

Registration before March 10th

STANDARD
RATE

$1,999


Registrations after 10th March

To register your interest in Treasury & ALM USA 2023 brochure, fill out your details below.
If you are unable to fill out your details please get in touch to register your interest.

Fintech Leaders is one of the most comprehensive industry led analysis on the status and direction of financial technology implementation. The objective of the research aims to gain a greater insight into fintech whilst assessing the key opportunities, investment priorities, main challenges and benefits, and exploring the road ahead.

Fintech Leaders also serves as a guide on the key solutions providers within the industry and the top players to support institution’s fintech needs, as voted for by the industry itself.

Click here to find out more.