Virtual ALM and IBOR Summit

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

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) 

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

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

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

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.