Virtual ALM and IBOR Summit

Virtual ALM & IBOR Summit

Virtual ALM and IBOR Summit

VIRTUAL ALM AND IBOR SUMMIT

July 20 – 24, 2020

CeFPro aims to deliver thought leadership and insight in increasingly uncertain times by leveraging innovation and technology to bring a week long virtual event.

Join us at 10:00 (EST)/3:00 (BST) Monday to Friday for 1.5 hours of interactive, virtual learning. Each day aims to deliver new insight from a diverse range of high level speakers on a range of topical areas including:

INTEREST RATES ICON

INTEREST RATES
Discussing the changing rate environment and the ability of financial institution to sufficiently manage the balance sheet

STRESS TESTING ICON

STRESS TESTING
Exploring the latest developments and trends surrounding liquidity stress testing

COVID -19 2 ICON

COVID 19
Examining how the current crisis scenario is set to influence Asset & Liability Management

TRANSITION ICON

IBOR TRANSITION
Reviewing the path of transition and the remaining challenges to phase out LIBOR

COVID -19 ICON

COVID 19
Discussing the anticipated impacts of the current crisis on IBOR transition

View the full agenda here
Hear from industry experts including
Armel K FinTech

Armel R. Kouassi
Head of Balance Sheet Modeling
Northern Trust

Oskar Rogg

Oskar Rogg
Head of Treasury
Credit Agricole

ishan lal

Ishan Lal
Director
Credit Suisse

ERJUN-112x120

Erjun Chen
Audit Director
CIT Bank

Vineet-Gumasta-120x120

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

Sandeep Bhorkar

Sandeep Bhorkar
Director, IBOR Transition
Société Générale

Ian Fox

Ian Fox
Group IBOR Transition Director
Lloyds Banking Group

Mark Cabana

Mark Cabana
Head of US Rates Strategy
Bank of America

LenaYoung

Lena Young
Head of Audit Liquidity and Funding
Credit Suisse

Navin Rauniar

Navin Rauniar
CMB LIBOR Transition Lead
FVB Bank

View full speaker line up
Sponsorship

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at this virtual event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +44 (0) 207 164 6582 (UK) / +1 888 677 7007 (USA) where a member of the team will be happy to tailor the right package for you.

Each virtual day will take place at 10:00 (EST)/3:00 (BST) for 1.5 hours and will feature; chairs opening remarks, presentation, panel discussion, live audience Q&A, live polling and documentation handouts.

During registration you can register for one or more of the sessions below:

MONDAY
JULY 20, 2020
10:00 (EST)/3:00 (BST)

INTEREST RATES
Discussing the changing rate environment and the ability of financial institution to sufficiently manage the balance sheet

  • Risk appetite
  • Potential for negative rates
    • Management techniques
  • Optimizing the balance sheet
  • Positioning the business
  • Modeling
  • Influences on decision making

Frank Sansone, SVP, Treasurer, China Construction Bank
Daniel Weigert, Head of Market and Liquidity Risk, IDB Bank NY
Mike Huff,
Senior Director Portfolio Management & Asset Allocation, TIAA

TUESDAY
JULY 21, 2020
10:00 (EST)/3:00 (BST)

STRESS TESTING
Has the COVID 19 pandemic exposed operational challenges in managing intraday liquidity?

  •   Understand the critical operational processes which have been impacted by the pandemic
  • How has the reduction in staffing, remote working, lack of automation and real-time reporting been addressed?
  • How can a treasurer receive up to date information on their liquidity?
  • Which new technologies and hosting platforms are assisting with operational excellence?

Nadeem Shamim, Head of TLM Cash and Liquidity Management, SmartStream

STRESS TESTING
Exploring the latest developments and trends surrounding liquidity stress testing

  • Formulating scenario’s and assumptions
    • Accessing the correct data
  • Development of early warning indicators
  • Reverse stress testing
  • Lessons learned from COIVD 19
  • Crisis planning

Vineet Gumasta, Head of Balance Sheet Risk Management, North America, Rabobank
Nadeem Shamim, Head of TLM Cash and Liquidity Management, SmartStream
Erjun Chen, Audit Director, CIT Bank (tbc) 

WEDNESDAY
JULY 22, 2020
10:00 (EST)/3:00 (BST)

COVID 19
Modeling risk when the tails are the distribution

  • The COVID-19 pandemic combined with U.S. fiscal and monetary responses creates a cauldron of potential future economic scenarios creating unprecedented challenges for balance sheet managers
  • Modeling these future environments is difficult given the breadth of potential outcomes
  • Some approaches for gaining insights that can be used to inform balance sheet management decisions

Steve Turner, Managing Director, Empyrean Solutions

COVID 19
Examining how the current crisis scenario is set to influence Asset & Liability Management

  • ALM strategy and response to COVID 19
  • Market conditions/economic outlook
  • Managing volatility in the balance sheet
  • Influences on regulation
  • Liquidity reserves
  • Modeling
  • Operational readiness: ALM teams working from home

Armel R. Kouassi, Head of Balance Sheet Modeling, Northern Trust
Oskar Rogg, Head of Treasury, Credit Agricole
Stevan Maglic
, SVP, Head of Quantitative Risk Analytics, Regions Bank
Steve Turner, Managing Director, Empyrean Solutions

Register here
Register here
Register here

THURSDAY
JULY 23, 2020
10:00 (EST)/3:00 (BST)

LIBOR TRANSITION
Reviewing the path to transition and the remaining challenges to phase out LIBOR

  • Challenges to starting repapering
  • Adoption of new rates
  • Developing liquidity in markets
  • Pricing products
  • Modelling
  • Contract review and avoiding law suits
  • Technology/system changes

James Grand, Partner, Simmons & Simmons
Christopher Palmer, Managing Director, Head of LIBOR Transition Program, JP Morgan

TRANSITION
Reviewing the path of transition and the remaining challenges to phase out LIBOR

  • Adoption of new rates
  • Developing liquidity in markets
  • Pricing products
  • Modeling
  • Contract review and avoiding law suits
  • Technology/system changes

Sandeep Bhorkar, Director, IBOR Transition, Société Générale
Daniel Wynne, IBOR Transition SME, National Australia Bank
Emiliano Papa, Head of Rates and FX, Deutsche Bank
Michaela Sopp,
Partner Financial Markets, Simmons & Simmons

FRIDAY
JULY 24, 2020
10:00 (EST)/3:00 (BST)

COVID 19
Discussing the anticipated impacts of the current crisis on IBOR transition

  • Regulatory expectation
  • Working towards the original timelines
  • Allocation of resources
  • Market conditions/economic outlook
  • Influences on adopting new rates

Ian Fox, Group IBOR Transition Director, Lloyds Banking Group
Mark Cabana, Head of US Rates Strategy, Bank of America
Navin Rauniar, CMB, LIBOR Transition Lead, FVB Bank
Richard Robinson, Principal Sales Engineer – Financial Services & Insurance, Apttus

ALL WEEK
JULY 20 – JULY 24, 2020
10:00 (EST)/3:00 (BST)

General outline of each online session

  • Short presentation lasting around 20-30 minutes
  • Followed by interactive panel discussion for around 40-45 minutes
  • Attendees will have the chance to participate in live Q&A

Each of the days will have its own unique format. For example, there may be during the presentation or panel discussion interactive polls, the thought-leaders may include handouts, whitepaper or additional materials.

Register here
Register here
Register here
ERJUN-112x120

Erjun Chen
Audit Director
CIT Bank

Vineet-Gumasta-120x120

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

Mike Huff

Mike Huff
Senior Director Portfolio Management & Asset Allocation
TIAA

Armel K FinTech

Armel R. Kouassi
Head of Balance Sheet Modeling
Northern Trust

ishan lal

Ishan Lal
Director
Credit Suisse

Stevan Maglic

Stevan Maglic
SVP, Head of Quantitative Risk Analytics, Regions Bank
Regions Bank

Oskar Rogg

Oskar Rogg
Head of Treasury
Credit Agricole

Frank-Sansone-Head-Shot-120x120

Frank Sansone
SVP, Treasurer
China Construction Bank

Nadeem_Shamim_2019_1 copy

Nadeem Shamim
Head of TLM Cash and Liquidity Management
SmartStream

Steve Empyrean

Steve Turner
Managing Director
Empyrean Solutions

Daniel-Weigert-120x120

Daniel Weigert
Head of Market and Liquidity Risk
IDB Bank NY

Register here
Sandeep Bhorkar

Sandeep Bhorkar
Director, IBOR Transition
Société Générale

Mark Cabana

Mark Cabana
Head of US Rates Strategy
Bank of America

Ian Fox

Ian Fox
Group IBOR Transition Director
Lloyds Banking Group

Emiliano Papa

Emiliano Papa
Head of Rates and FX
Deutsche Bank

Navin Rauniar

Navin Rauniar
CMB LIBOR Transition Lead
FVB Bank

Richard Robinson

Richard Robinson
Principle Sales Engineer
Apttus

Michaela Sopp

Michaela Sopp
Partner Financial Markets
Simmons & Simmons

Dan Wynne

Daniel Wynne
IBOR Transition SME
National Australia Bank

LenaYoung

Lena Young
Head of Audit Liquidity and Funding
Credit Suisse

Register here

GLOBAL SURVEY & REPORT
Providing clarity on upcoming trends and opportunities within non-financial risk, and an
assessment of the current software available to manage those risks

With more traditional credit and market risks better understood and controlled across the financial industry, attention is shifting towards understanding and management of Non-Financial Risks (NFR). The remit and definition of NFR continues to evolve and increase in focus and importance across the industry with areas spanning from model risk to operational risk and its subsets.

With NFR building momentum across the industry, this report looks to provide insights on the top non-financial risks prominent across the industry and to assess the future of these risks, future trends and challenges and also provide peer led vendor and in-house software rankings!

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 
24th June 2020
Brandon Davies, Non Executive Director, Obillex Limited and Lintel Financial Services Limited

Looking through the crystal ball: Covid 19, economic and risk management

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Brandon Davies, Non Executive Director, Obillex […]
21st October 2019

Reviewing rate options, fall back language and pace of adoption across the major currencies and the ability to work across multiple jurisdictions

By Alaistair Sharp, Head of Short Term Interest Rate Trading London, Credit Suisse
14th October 2019

CeFPro Webinar – LIBOR Transition – How real is it?

27th September 2019
Sandeep Bhorkar, Director, IBOR Transition, Société Générale

Understanding how firms can develop internal transition plans, systems and modelling to ensure they are operationally ready

By Sandeep Bhorkar, Director, IBOR Transition, Société Générale Disclaimer: All of the views, opinions and interpretations presented herein are solely those of the speaker and should […]
12th September 2019
By Sebastien Cross, UK Rates Strategist, Bank of America

Investigating the pace of adoption and characteristics of risk-free rates and how the industry is being impacted by the transformation

By Sebastien Cross, UK Rates Strategist, Bank of America
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
9th August 2019

Integrating conduct requirements and maturing risk culture of a firm

By Benoît Saint-Jevin, Head of OPC & TAC Coordination, Global Markets Americas, BNP Paribas
9th August 2019

Linking risk appetites to decision making

By Jacob Rosengarten, Principal, Wolf/Rosengarten Group
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
Sponsors

Apttus


At Apttus, we help companies modernize their revenue and legal operations for the digital economy. We created, continue to move, and lead a space called the Middle Office, which houses the most important processes for any enterprise organization – revenue generation and management of commercial relationships.
What is Apttus Contract Management?
Apttus Contract Lifecycle Management brings speed, visibility and control to the contract management process, so that your agreements become a strategic advantage instead of a cost center. Apttus is the contract management leader, trusted by more than 70 Fortune 500 companies and used by more than one million users across the globe. Apttus Contract Lifecycle Management is part of the seamless suite of Apttus Quote-to-Cash applications.

With Apttus, organizations get an end-to-end Quote-to-Cash solution that streamlines all Middle Office business processes, eliminates manual tasks, keeps all stakeholders informed, collapses sales and contract cycle times, reduces risk, and ultimately maximizes revenue yield.
Analysts rank Apttus as the global gold standard for Quote-to-Cash (QTC) and Contract Lifecycle Management (CLM) solutions and customers include hundreds of the world’s Global 2000. Apttus is a US, Silicon Valley-based global provider.

Empyrean Solutions


Empyrean is a balance sheet management system for the measurement and simulation of interest rate, liquidity, credit, and capital risks faced by financial institutions. The core of the system is Empyrean ALM™ which is the most efficient and intuitive analytic, forecasting, and simulation engine on the market. Large and mid-tier banks use Empyrean ALM™ to evaluate more balance sheet strategies across more scenarios than they can on any other system.

A single cash flow engine drives Empyrean ALM™ and an array of modules which extend core capabilities. The modules support liquidity stress testing, funds transfer pricing, deposit behavioral analytics, and credit risk analysis.

Empyrean achieves extraordinary speed and efficiency through its completely modern architecture developed using the Microsoft .NET Framework, giving the user the ability to install it in a multi‐user server environment; yet it works equally well on a laptop computer.

Empyrean demonstrates all these capabilities through virtual demos provided on request.

Simmons & Simmons


Simmons & Simmons is a leading international law firm with fully integrated teams working through offices in Europe, the Middle East and Asia. Our client base includes a significant number of the current FTSE 100 and Fortune Global 500 companies and we advise the top 10 investment banks, many of the world’s largest financial conglomerates and more than half of the top 50 European hedge fund managers. We help guide companies through their IBOR transition process from identification and quantification of their IBOR risk, to analysis and remediation of their IBOR estate. We use technology throughout this process to save time and money for our clients.

SmartStream


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

Sponsorship

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at this virtual event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact sales@cefpro.com or call us on +44 (0) 207 164 6582 (UK) / +1 888 677 7007 (USA) where a member of the team will be happy to tailor the right package for you.

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

Registration is free if you are representing a financial institution or government body

DAY ONE
MONDAY JULY 20

INTEREST RATES

DAY TWO
TUESDAY JULY 21

STRESS TESTING

DAY THREE
WEDNESDAY JULY 22

COVID 19 INFLUENCE ON ALM

DAY FOUR
THURSDAY JULY 23

IBOR TRANSITION

DAY FIVE
FRIDAY JULY 24

IMPACT OF COVID 19 ON IBOR TRANSITION

ALL DAYS

Register for all five days

Representing an Information/Service Provider (Eg: Consultant, Vendor, Executive Search Firm, Law Firm)

DAY ONE
MONDAY JULY 20

INTEREST RATES

$199

DAY TWO
TUESDAY JULY 21

STRESS TESTING

$199

DAY THREE
WEDNESDAY JULY 22

COVID 19 INFLUENCE ON ALM

$199

DAY FOUR
THURSDAY JULY 23

IBOR TRANSITION

$199

DAY FIVE
FRIDAY JULY 24

IMPACT OF COVID 19 ON IBOR TRANSITION

$199

ALL DAYS

Register for all five days

$599

Sponsors
Conga
Simmons and SImmons
SmartStream

Connect With Us
#ALMWEEK

Center for Financial Professionals