What happened at Treasury & ALM 2024?
CeFPro® Events recently held its third highly anticipated Treasury & ALM Conference in Midtown Manhattan, New York City. The event enabled attendees to extend their knowledge in managing implications of the uncertainties within Treasury & ALM.
Enhanced regulatory scrutiny, uncertainty with managing unstable interest rates and balancing liquidity requirements are significant concerns for financial institutions. CeFPro’s Treasury & ALM Congress, gave the perfect opportunity to connect with likeminded industry peers, ensuring best practice and augment your knowledge. Treasury & ALM USA is the go-to industry congress in managing and navigating your challenges with our 7+ hour networking opportunities and our carefully curated agenda researched for the industry, by the industry.
Key highlights from 2024
- INTEREST RATE:
Managing uncertainty of interest rate risks and reviewing the impact it has to financial organizations
- DEPOSITS:
Managing the impact to balance sheets and deposit pricing in a volatile market
- LIQUIDITY:
Navigating liquidity requirements and balancing them effectively for profitability and future changes to market
- CONTINGENCY FUNDING PLANNING:
Implementing contingency funding planning and monitoring effectively to avoid collateral to organizations
- FRTB:
Reviewing global timelines, expectations, and nuances under FRTB
- REGULATIONS:
Reviewing aftermath of 2023 regional bank crisis and managing enhanced regulatory scrutiny and pressure
- BASEL 3 END GAME:
Examining Basel 3 End Game global timelines and reviewing impacts to organizations
- CAPITAL:
Navigating heightened capital within the market and managing external pressures due to regulatory changes
Interact with industry front-runners paving the way in Treasury and ALM
Join us for an engaging, timely and carefully curated agenda across 2-days
Our agenda ensures a deep dive into the timeliest topics of Treasury & ALM, and is explored through presentations, panel discussions and live Q&A’s to facilitate engagement and learning.
Learn from our line-up of industry thought leaders as they share their expertise.
Become proficient in the topic by homing in knowledge from 30+ subject-matter experts and return to your department with newly developed skill sets and ideas.
Continue conversations with our 7+ hour networking opportunity.
Make most of our 6 networking breaks across the two days plus a complimentary drinks reception and continue conversations beyond the stage to create meaningful industry connections.
Key speakers already confirmed
Phil Ohana
Global Head of Market Risk Audit,
UBS
C. Robin Castelli
Head of Transition Risk Model Development,
Citi
Varun Nakra,
VP, Credit Risk Modeling
Deutsche Bank
Santosh Mishra
Head of Credit Model & Strategic Alignment,
KeyBank
Hakan Danis
Head of Macro Scenario Design,
Citi
Michael Jacobs, Jr
SVP, lead Modeling Expert,
PNC Financial Services Group
Alisa Rusanoff
Head of Credit, Trade Finance
Crescendo ACS
Charlie Peng
SVP and Head of Treasury
Bank of China
Session previews and related insights
Get an insight of what to expect from the Congress with our past and present speaker session previews.
Gaining strong visibility of funding sources for liquidity monitoring
Gaining strong visibility of funding sources for liquidity monitoring Asha Gowda, Director – Market Risk Governance, KeyBank Below is an insight into what can be expected from Asha's session at Risk Americas 2024. {{ vc_btn: title=Find+out+more+about+CeFPro%27s+Risk+Americas+2024&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Frisk-americas%252F }} The views and opinions expressed in this article are those of the thought leader as an individual, and
Adapting business strategies to a changing interest rate environment
Adapting business strategies to a changing interest rate environment Stefano Chiarlone, CFO Italy, UniCredit Below is an insight into what can be expected from Stefano's session at Risk Evolve 2024. {{ vc_btn: title=Find+out+more+about+CeFPro%27s+Risk+Evolve+2024&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Frisk-evolve%252F }} The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or
Post LIBOR: reviewing impacts of transition to SOFR and impact of new rates
Post LIBOR: reviewing impacts of transition to SOFR and impact of new rates Tope Adedara, Internal Audit Director, ALM – Balance Sheet Management, PNC Below is an insight into what can be expected from Tope's session at Balance Sheet Management USA 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+USA+2023&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management-usa%252F }} The views and opinions expressed in this article are those of
Effectively managing risk and losses in the banking book in line with increasing interest rates
Effectively managing risk and losses in the banking book in line with increasing interest rates Hadrien van der Vaeren, SVP, Market and Liquidity Risk, BNY Mellon Below is an insight into what can be expected from Hadrien's session at Balance Sheet Management Europe 2023. {{ vc_btn: title=Find+out+more+about+Balance+Sheet+Management+Europe+2023&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fbalance-sheet-management%252F }} The views and opinions expressed in this article
Take a look at what was said about last year’s event
Thanks for letting me share my thoughts – super conference with great content and speakers.
It was a great honour to share the stage with great minds in the industry. Discussions were insightful and challenging!
Would your organization like to partner with us on this event?
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, please contact sales@cefpro.com or call us on +1 888 677 7007 for more information.
2024 Sponsors
Knowledge partners
Co-sponsors
Associate Sponsor
Content and media partners
Speakers from our 2024 Treasury & ALM Congress
Didier Blanchard
US Head of Enterprise Risk
Societe Generale
Didier Blanchard
Didier Blanchard started at Société Générale in 2009, where he was Head of the Global Risk Measurement department in Paris, before moving to New York as Head of Enterprise Risk Management for the Americas. Previously, Didier had performed the Basel 2 validation of BNP Paribas Group, and then structured regulatory and accounting solutions at that bank’s Fixed Income department in London. Didier had started his career in 1995 at Commission Bancaire, the French banking supervisor.
Chad Brandt
Senior Vice President – Treasurer
Federal Home Loan Bank of Indianapolis
Chad Brandt
Chad Brandt oversees the bank’s capital markets activities, including funding and debt issuance, investments, and market risk analysis. Brandt also manages the on-balance sheet loan assets for the bank’s Advantage Mortgage Purchase Program. He joined FHLBank Indianapolis in January 2016. Prior to joining the bank, Brandt served as Vice President of Liquidity and Funding for BMO Harris Bank in Chicago and was Executive Vice President of Banking and Advance Products at the Federal Home Loan Bank of Chicago. Brandt holds an undergraduate degree from the University of Virginia and an MBA from Duke University.
Scott Brennan
Senior Vice President and Director of Sales
Federal Home Loan Bank of Atlanta
Scott Brennan
Scott Brennan manages the sales and funding teams, and directs the execution of the corresponding business strategies. Brennan leads the Bank’s resources and strategies related to shareholder business development.
Brennan joined FHLBank Atlanta in 2001 as a relationship manager, providing customized funding solutions to shareholder financial institutions in North Carolina and South Carolina. He was promoted to regional sales coordinator with responsibility for financial institutions in Virginia, Maryland, and Washington, D.C. in 2005. Prior to joining FHLBank Atlanta, Brennan worked for Fleet Boston Financial Corporation in Horsham, Pennsylvania. He earned a bachelor of science in business administration from Franklin and Marshall College.
Mark Cabana
Head of US Rates Strategy
Bank of America
Mark Cabana
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.
Sergio Cardona
Quantitative Lead
Mirai
Sergio Cardona
Sergio Cardona, Mirai´s Quantitative Leader, stands at the forefront of Mirai’s Balance Sheet Management platform development, specializing in simulation engines tailored for banks. With a robust background in machine learning, numerical methods, and algorithm development, Sergio’s expertise is prominently applied in the valuation of financial products, risk model construction, and precise risk measurement.
At Mirai, Sergio employs advanced techniques to directly address market risk, showcasing particular excellence in stochastic simulations and algorithmic design using R, Python, and Java. In addition to his technical prowess, Sergio takes the helm in leading the development and rigorous testing of automated processes. These processes are dedicated to producing compliance-ready reports that adhere to the standards set by EBA, BIS, and internal management protocols, further establishing Mirai as a leader in the risk and regulatory technology industries.
Mitchell Chad
Managing Director Stress and Impairment, Modeling and Analytics
RBC
Mitchell Chad
Mitchell Chad is a senior Risk and Treasury practitioner with over 20 years of financial services experience built on a foundation of technical expertise, thought leadership, and change management. Throughout his career, he has focused on a holistic and comprehensive approach rather than the siloed one traditionally adopted by financial institutions.
Mitch and his team developed RBC’s suite of models and methodologies for IFRS 9, CECL, CCAR and EWST, including the underlying technology architecture. Prior to joining RBC, Mitch held progressively senior roles at multiple Canadian and international financial institutions in treasury and FTP (ALM and SIRR strategy, enterprise-wide implementation of LCR, NSFR and BCBS 239), market risk (MVS, EaR, VaR and PFE), structuring complex financial instruments and credit risk analytics (pricing/strategy models, AIRB, ICAAP, economic capital and stress testing).
Mitch holds a Master of Science degree in Mathematics, Statistics, and Actuarial Science from the University of Western Ontario.
Victoria Chan
Senior Business Development Analyst
ActiveViam
Victoria Chan
Victoria Chan is a Senior Business Development Analyst at ActiveViam’s New York headquarters. She spent the first half of her 20-year financial services career in leading buy and sell-side capital markets firms focusing on the clearing and collateral management domain and associated technology products. She has subsequently worked in the fintech realm leveraging her deep knowledge and experience to bring insights into client requirements and the software solutions she designs. Vicky holds a dual bachelor’s degree in financial economics and psychology from Binghamton University.
Petr Chovanec
Director
UBS
Xiaowei Han
Petr Chovanec is a Director of Business Modeling and Forecasting at UBS Global Wealth Management where he leads a team modeling and predicting balance sheet and income statement of America’s wealth management banking. In his position, he is involved in business forecasting, strategic planning, capital optimization, and various stress testing exercises (CCAR, CECL, LPA). Before the position with UBS, he spent four years in capital management group and in model validation of Citizens Bank (formerly RBS Citizens) and State Street. Before that he was a front office quant in fixed income, currency and commodities trading with State Street and ENGiE.
Adam Goldstein
Chief Business Officer
Federal Home Loan Bank of New York
Adam Goldstein
Adam Goldstein is the Chief Business Officer at the FHLBNY. In this role, Adam oversees the bank’s Business Lines. Since joining the FHLBNY in June 1997, Adam has established departments including Marketing, Membership and Research, and the Member Service Desk. He is the co-lead for the FHLBNY’s Corporate Long-Term Strategy and sits on the FHLBNY’s Management Committee, Asset-Liability Management Committee, and Disclosure Committee. Adam is instrumental in the development of new business initiatives, such as the Mortgage Asset Program (MAP®) and Letters of Credit products, as well as the innovation of numerous credit and community development products.
At the national FHLBank System level, Adam is the Chairman of the Large Member Lending Task Force (f.k.a Globally Systemic Important Banks Task Force) and the Chairman of the In-District Regulatory Outreach Committee. He previously led the ESG Bond Issuance Task Force (presented the findings to the OF Board), was a senior member of the Insurance Company Task Force and Data Governance Task Force, and was past Chairman and creator of the FHLBank System Sales and Marketing Committee. Adam serves on the American Fintech Council and is a member of their Community Advisory Board. He is also on the Board of Trustees and Chairman of the Finance Committee, as well as former Chairman of the Audit Committee for the Kennedy Children Center.
Adam received his bachelor’s degree from the State University of New York at Oneonta, holds an MBA in Financial Marketing from Binghamton University, and an additional five post-graduate certifications in business and management excellence from Harvard University, Columbia University, New York University, Cornell University, and The New York Institute of Finance.
Andy Golub
Head of Market Risk Oversight
CIT (a division of First Citizens bank)
Andy Golub
Andy Golub started his career as an accidental banker, arriving at Wall St during the go-go 1990s after studies at the University of Chicago looking at the intersection of history, anthropology and economics. He spent 15 years up to the Great Recession supporting structured finance solutions across domains: emerging markets, rate, credit, and energy derivatives, alternative assets, banking-insurance convergence, and CDOs. The next 15 years have been spent in pursuit of a more connected understanding of risk, to understand the direct impact of financial exposures, second order impacts on portfolios and capital/liquidity adequacy, and the broader system beyond immediate financial considerations.
John Groetch
Head of Channel Partner Development
ActiveViam
John Groetch
John Groetch is a Director at ActiveViam. His career spans multiple senior roles globally across trading, risk management and technology. He has founded and led innovative organizations that provide software solutions for counterparty credit risk, collateral management, market risk, regulatory reporting and derivatives risk analytics.
John’s knowledge spans across business, technology and banking regulations which helps him cross the divide between theory and practice and to deliver solutions that address pressing business challenges. He lived and worked in Europe for nearly a decade focused on foreign exchange markets for large banks including Deutsche Bank.
Before joining ActiveViam where he is focused on expanding our North American business, John was the Managing Director, Americas, for Lombard Risk and previously held senior roles at IHS Markit, Calypso Technologies and Razor Risk.
Michael Guglielmo
Managing Director
Darling Consulting Group
Michael Guglielmo
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.
Xiaowei Han
Head of ALM
TIAA
Xiaowei Han
Xiaowei Han joined TIAA as the Head of ALM in Feb 2019. She leads the Asset Liability Management function and the construction of economic capital framework. Before joining TIAA, Xiaowei had worked in Transamerica since 2008 with experience in variable annuities, fixed annuities, universal life, retirement & pension, and institutional business. During her time in Transamerica, Xiaowei led the universal life valuation and modelling function. She also headed the Enterprise ALM function which focuses on holistic hedging/ALM management, General Account asset and derivative modelling, and aggregated ALMreporting across all lines of business. Prior to this role, she was a Financial Risk Manager who was responsible for identifyingfinancial risk in ALM/Hedging strategies, modelling and pricing to the annuities, retirement, and institutional business. Her other experience included managing General Account ALM for annuities, retirement, and institutional business, designing and building Variable Annuity hedge strategies as well as Variable and Fixed Annuity Statutory Reporting.
Xiaowei holds a Master of Science degree in Actuarial Science from the University of Iowa, a Master of Science degree in Physical Chemistry from Nanjing University, and a Bachelor of Science degree in Chemistry from Nanjing University. She holds the following designations: Fellow of the Society of Actuaries (FSA), Chartered Financial Analyst
(CFA®) charter holder, and Member of American Academy of Actuaries (MAAA).
David Hough
Lead Advisor Balance Sheet Management
FIS
David Hough
David leads the strategic advisory for FIS BSM clients with 300+ yrs. experience in leading Finance, Risk, and Treasury, Balance Sheet management and related risk disciplines, across the 1st and 2nd lines of defence.
His career history is predominately working as part of the Senior leadership team in Tier 1 to Tier 3 institutions and in leading regulatory remediation and business change. He is as an FCCA and FCT practitioner
Michelle Jonson
Executive Vice President, Chief Risk Officer, Group Head, Risk Management
Federal Home Loan Bank of Chicago
Michelle Jonson
Michelle Jonson became Executive Vice President, Chief Risk Officer of the Bank in July 2014. Prior to that, she was Senior Vice President and Co-Head of the Members and Markets Group since May 2014. Previously, Ms. Jonson served as Managing Director of the sales, member support, and member marketing relations functions since 2011. In 2000, Ms. Jonson joined the Bank and has managed responsibilities around pricing, funding, and hedging of advances and MPF, and developing operational risk strategies for the Members and Markets Group. Prior to joining the Bank, Ms. Jonson worked as an Investment Analyst for Aon Advisors. She received her CFA charter designation in 2008.
Amit Kalyanaraman
Chief Administrative Officer
UBS
Amit Kalyanaraman
Amit brings over 20 years of Risk Management, Treasury and Investment Banking experience having worked in different continents. His previous role was Global Head of Liquidity Risk at Credit Suisse and his expertise spans a number of functions from funding and liquidity activities at the money market desk to the development of sophisticated risk management analytics, covering Liquidity, Interest Rate Risk, Funds Transfer Pricing and Asset Liability Management. He has managed international teams and spearheaded complex projects. He is a qualified Chartered Accountant, CFA Charterholder and Financial Risk Manager.
Judah Kaplan
Director, Independent Liquidity Risk, Legal Entities
BNY Mellon
Judah Kaplan
Biography coming soon
Shahab Khan
Head of Liquidity Policy
HSBC USA
Shahab Khan,
Shahab Khan currently works for HSBC Holdings Plc. as Head of Liquidity Policy in New York. Prior to this, he was at JP Morgan Chase & Co. in the Capital & Liquidity Policy Group as a subject matter expert. Before this, he worked at various financial institutions and was associated with one of the big four accounting firms in the financial advisory space at the beginning of his career. During his professional career, he has held various positions in Treasury, M&A and Finance 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.
Armel Roméo Kouassi
Senior Vice President, Global Head of ALM
Northern Trust Corporation
Fintech Leaders Advisory Board member
CeFPro
Armel Roméo Kouassi
Armel R. Kouassi is a senior finance professional with broad-based experience in Banking, Fintech, AI, Asset Liability and Treasury Portfolio Modeling. His experience includes a wide range of products with assignments in several major financial institutions and a Big 4 Audit Firm. He has worked and lived in numerous locations throughout the United States, Europe & Africa. Recently Mr. Kouassi is Head of Balance Sheet and Asset Liability Modeling for Northern Trust headquartered in Chicago. Armel has shifted between entrepreneurial and senior banking roles in his career.
Armel is certified Financial Risk Professional and a member of Global Association of Risk Professional. Armel received an MBA from the University of Pennsylvania Wharton School, a master’s in finance from ESCP Europe, Paris, France and a master’s in statistics and economy from ENSEA Abidjan, Ivory Coast. Armel is a father of 3 girls, speaks three languages, he is passionate of economic empowerments, Arts and Music and is member of the Board of Directors of the Ridgefield Symphony Orchestra. He is a board member of NewArts/12.14 Foundation in Connecticut, USA. The 12.14 Foundation is a nonprofit organization dedicated to fostering well-being in children by instilling grit and resilience through a character development program coupled with high-level mastery experiences. Armel is member of the Board of the Wharton Club of Africa, promoting and helping to invest in Africa.
Aleksey Leksanov
Managing Director, Head of Model Risk Management
Mizuho
Aleksey Leksanov
Aleksey Leksanov has been leading Model Risk Management at Mizuho USA since December of 2022. Prior to the latest move he spent 8 year at Deutsche Bank where he lead Americas Model Validation Team and worked as an IB strat. Before joining DB Aleksey was a Portfolio Manager/ Investment Analyst and lead Model development at Apollo (via acquisition of Stone Tower Capital). Prior to his start on Wall Street in 2004 Aleksey worked at Hughes Network System as an embedded software engineer. He graduated from the Pennsylvania State University in 2000 with PhD in Physics.
Jianran (Jenny) Li
Managing Director ALM
Goldman Sachs
Jianran (Jenny) Li
Jenny runs portfolio strategy within ALM at Goldman Sachs, which develops hedge accounting capabilities and investment strategy analytics to manage interest rate risk of the firm using liquidity portfolio. Prior to that, she was a quantitative researcher at Cubist Systematic Strategies, where she developed systematic trading strategies in fixed income using machine learning. She started her career as an interest rate strategy analyst where she built interest rate derivative pricing models at Goldman Sachs.
Jenny earned a BSc in Computer Science from the National University of Singapore, a diplômé d’ingénieur from École Polytechnique, and a master’s degree in Financial Engineering from the University of California, Berkeley.
Jonathan Liu
Senior Treasury & Risk Professional
RBC
Jonathan Liu
Jonathan Liu is a seasoned Risk and Treasury professional with over 10 years of experience across multiple financial institutions in Canada. Throughout his career, he has focused on the education, explanation, and evangelization of sound banking practices in the areas of enterprise risk and asset liability management.
Jonathan was instrumental in the documentation and socialization of RBC’s inaugural suite of models and methodologies for CCAR and IFRS 9 with a diverse group of both internal and external stakeholders. Prior to that, he was a key member of an initiative to reinvent Scotiabank’s ALM framework (including FTP and stress testing) as part of the Treasury department.
Jonathan studied philosophy at the University of Toronto.
Serge Malka
Advisory Head Capital Markets
Opensee
Serge Malka
Serge serves as the Advisory Head for Capital Markets at Opensee, with a key role of expanding and developing market solutions in the US. With over 25 years of experience in capital markets and risk management consulting, Serge has held leadership positions at Big 4 firms and system integrators across the US and Europe. His expertise in risk management spans significant regulatory transformations, including the implementation of Basel II in Europe, Basel III in the US, and the Fundamental Review of the Trading Book (FRTB). He has also led risk management projects for numerous European credit institutions. In the broader Asset Liability Management and Treasury space, Serge has contributed to the transformation of the financial strategy group within a GSIB and enhanced the risk management framework for the CFO department of another global bank.
Will Newcomer
Director Finance & Risk
Empyrean Solutions
Will Newcomer
Will Newcomer is the Director of Finance and Risk at Empyrean Solutions, managing Profitability Advisory Services to clients on all matters relating to risk and behavior adjusted performance management.
He has more than 35 years of experience in risk and finance with major and regional banks as well as leading technology firms, making him uniquely qualified to lead clients to the forefront of integrated finance, risk and compliance solutions.
Charlie Peng
SVP and Head of Treasury
Bank of China
Charlie Peng
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.
Althea Pieters
Managing Director, Head of Regulatory Strategy
SMBC
Althea Pieters
Althea Pieters is a financial sector expert with over two decades of central banking, bank supervision, policy development, and crisis management experience. Althea is currently a Managing Director and Head of Regulatory Strategy at Sumitomo Mitsui Banking Corporation (SMBC), Americas Division. She plays an integral role in shaping the bank’s response to regulatory proposals and regulatory relations matters.
Althea previously served as the Head of U.S. Regulatory Policy at Credit Suisse. She also held various positions in bank supervision, bank examination, and policy development at the Board of Governors of the Federal Reserve System, the European Central Bank, the Federal Deposit Insurance Corporation, and the New York State Division of Financial Services. Althea holds graduate degrees from Harvard University (Kennedy School) and the University of Leeds, United Kingdom.
Oskar Rogg
Managing Director, Head of Treasury
Credit Agricole CIB
Fintech Leaders Advisory Board member
CeFPro
Oskar Rogg
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.
Christopher Sadej
Risk Specialist
Office of the Comptroller of the Currency (OCC)
Christopher Sadej
Christopher Sadej is a National Bank Examiner and Risk Specialist in the Treasury & Market Risk policy group in Bank Supervision Policy. He has experience assessing market risk in banks of all sizes. As a member of the Treasury & Market Risk policy group, he is responsible for regulatory policy oversight of investment securities, bank owned life insurance, liquidity risk, and interest rate risk for national banks and federal savings associations. He develops risk analytics, develops and administers training, and assists with policy development and interpretation.
Aaron Sanders
Head of Liquidity
QRM
Aaron Sanders
Aaron Sanders is the Liquidity Risk Practice Leader at QRM. His efforts have been central to the firm’s success over the past decade in assisting its clients to navigate through the ever evolving requirements within liquidity risk management. He has consulted with QRM clients around the world and is frequently asked to present at industry conferences, as well as in front of regulatory bodies and financial firms. He carries a BA in Economics from the University of Chicago.
Frank Sansone
Treasurer, SVP – Head of Treasury
China Construction Bank
Frank Sansone
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
Senior Director, ALM Market Risk
Santander US
Jorge Segura
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.
(Benji) John Stephens
Industry Principal
Workiva
John "Benji" Stephens
Benji Stephens, Principal, Banking & Financial Services. Prior to Workiva, I spent over two decades in the financial services industry across various different roles which include finance, risk management, lending, relationship management, and data analytics. I also have extensive experience in subject matter areas including Capital Planning, Treasury and Liquidity management, Resolution and recovery Planning, Basel III, Operational risk management, credit and market risk management. My research and area of interests include the role of financial statements and information in capital markets, data analytics and the role of ESG company value creation.
Katya Ternyayeva
Managing Director, Americas Head of Liquidity and Funding
UBS
Katya Ternyayeva
Katya Ternyayeva is the Americas Head of Liquidity and Funding for UBS overseeing funding planning and forecasting, liquidity position management, and implementation of regulatory initiatives. Bringing over a decade of Treasury liquidity management experience, she specializes in liquidity risk arising from secured funding and prime brokerage activities, contingency planning, intercompany optimization and collateral management. She holds an M. Sc in Finance and an undergraduate degree in Economics from the University of Michigan.
Maxim Terlovsky
Managing Director, Chief Auditor for Financial Risk
Citi
Maxim Terlovsky
Maxim a financial industry professional with over 25 years of experience in Risk Management, Program Management, and Internal Audit. He is currently the Chief Auditor for Financial Risk at Citigroup. Prior to that, Maxim worked in senior audit positions at Goldman Sachs, and was a program manager for CCAR and FBO implementation at Barclays. Maxim started his financial industry career at Citi as a market risk manager. He has a Master of Science in Physics from Moscow Institute of Physics and Technology (MIPT) and an MBA in Finance from Weatherhead School of Management, Case Western Reserve University in Cleveland, OH.
Teresa Tian
Director of Market and Liquidity Risk
Brighthouse Financial
Teresa Tian
Teresa Tian is Director -Market and Liquidity Risk at Brighthouse Financial, a spin-off from Metlife. Previously, she was Director at Bank of America and Société Générale, directing comprehensive risk management programs and risk transformation on the global scale. Risk transformation and education are her passions. She volunteers for Global Association of Risk Professional (GARP) as FRM exam item writer since 2010 and New York Chapter Co-director since 2018. Teresa holds professional designations of CFA, FRM and CAIA.
Maxwell Zhu
Global Head of Quantitative Analysis, Strategy & Insights, Corporate Treasury
BMO
Maxwell Zhu
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.
Would your organization like to partner with us on this event?
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, please contact sales@cefpro.com or call us on +1 888 677 7007 for more information.
2024 Sponsors
Knowledge partners
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. If you would like to find out more, click here.
Workiva
Workiva (NYSE:WK) created Wdesk, a cloud-based productivity platform for enterprises to collect, link, report, and analyze business data with control and accountability. Thousands of organizations, including over 65% of the 500 largest U.S. corporations by total revenue, use Wdesk.
Co-sponsors
Empyrean
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.
Mirai
Mirai is the global technology leader in Balance Sheet Management, Financial Risks and Regulation. Mirai offers a comprehensive, award-winning portfolio of enterprise SaaS solutions and consulting services that enable banks to shorten the path to success in risk management and regulatory compliance.
Founded in 2013, Mirai has offices across North America, LATAM and EMEA. Spanning global operations, Mirai works with the top tier 1 banks and G-SIBs with presence in over 20 countries worldwide. For more information, visit www.mirai-advisory.com.
Opensee
Opensee empowers Risk Managers and Quants to consume an unprecedented volume of historical and real time data for their most complex calculations, and for the analysis associated with these metrics.
Combining the power of Cloud Computing, AI and modern architectures with decades of expertise from the Trade and Risk departments of global banks, Opensee brings the new generation of Risk Analytics, with ability to recalculate, compare, drill down, roll up, run what if scenarios across billions of data points.
Deployed across global leaders of the sell and buy-side for Credit Risk, Market Risk / FRTB (SA/IMA), Liquidity & ALM, ESG and Collateral Management, Opensee challenges the limitations of legacy Risk Systems and brings a new impetus to analytics with key ability to deliver hyper fast calculations, advanced analytics, versioning and data quality – abstracting the complexities to focus on valuable analysis effort, with full control of cost and deployment model.
Deliver your key metrics (VAR, Expected Shortfall, Default / Incremental Risk Capital, NRMF Stress Tests…) at your fingertips and never compromise again on the volume and quality of data you need for your regulatory and non-regulatory analysis!
QRM
Quantitative Risk Management (QRM) is the world’s premier consulting firm focused on balance sheet management and mortgage analytics. Since 1987, QRM has partnered with institutions from the banking, finance, and insurance industries to enhance their ability to achieve higher risk-adjusted returns. We develop industry-leading risk management principles, practices, and models, and provide our clients the advice, knowledge, and tools necessary to leverage our innovations toward better decision making and improved operational efficiency. With offices in Chicago, London, and Singapore, QRM has established over 250 long-term engagements with top financial institutions worldwide.
Associate Sponsor
FIS
FIS is a leading provider of technology solutions for financial institutions globally. Our employees are dedicated to advancing the way the world pays, banks and invests, through our trusted innovation, system performance and flexible architecture. It’s crucial in today’s environment to develop strategies to optimize earnings, liquidity and capital, while meeting increasing regulatory demands and avoiding balance sheet surprises. FIS’ Balance Sheet Management solutions give risk leadership the means needed to address these challenges, including interest rate risk, liquidity stress, capital management, profitability, loss allowance forecasting and more. Headquartered in Jacksonville, Florida, FIS is a member of the Fortune 500® and the Standard & Poor’s 500® Index.
Oracle
Oracle Financial Services provides solutions for retail banking, corporate banking, payments, asset management, life insurance, annuities, and healthcare payers. With our comprehensive set of integrated digital and data platforms, banks and insurers are empowered to deliver next generation financial services. We enable customer-centric transformation, support collaborative innovation and drive efficiency. Our data and analytical platforms help financial institutions drive customer insight, integrate risk and finance, fight financial crime, and comply with regulations. To learn more visit our website at https://www.oracle.com /financial-services.
Content and media partners
CeFPro Connect
CeFPro Connect aims to connect industry experts through thought leadership content and timely news, written for the industry, by the industry. Gain unlimited access to CeFPro’s unparalleled library of resources including iNFRont Magazine, market intelligence reports, filmed presentations, insights Q&A’s, and much more.
Sign up for free.
iNFRont Magazine
iNFRont Magazine is a unique publication providing regular insight on the operational and non-financial risk (NFR) sector. Featuring contributions provided by leading industry figures and experts from around the world, iNFRont Magazine touches on the most critical themes and challenges currently affecting financial professionals.
Available to download for free.
Venue & FAQs
New York City Bar
42 West 44th Street
New York
NY 10036
There is no accommodation available at the venue, however, there are plenty of hotels available nearby.
Frequently Asked Questions
Can I share my thought leadership at Treasury & ALM USA?
Will there be opportunities to network with other attendees?
- Breakfast, lunch and refreshment breaks
- Drinks reception at the end of day-1
- Q&A, panel discussions and audience participation technology
What is included within the registration fee?
Where can I find the Congress documentation and speaker presentations?
* 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?
Are there any rules on dress code?
Are CPE Credits available?
Register your interest for 2025
Please fill out the form below and register your interest for CeFPro’s Treasury & ALM Congress 2025 and ensure your among the first to know about:
- Receive timely alerts upon event launch
- Stay updated with agenda updates
- Enjoy exclusive discounts
- Receive prompt speaker announcements
- Gain unique access to insights shared by industry experts
- Secure exclusive access to key sessions and high-profile speaker interviews
- Access presentation materials curated by speakers
- Obtain exclusive reports and market intelligence, and much more.
Register
Pre-agenda rate
E.g. Bank, Insurance company, Asset manager, Regulator
E.g. Consultant, Vendor, Executive search firm, Law firm
Having problems registering?
Register for Treasury & ALM USA before the agenda goes live and join the likes of 100+ industry professionals and subject matter experts looking to engage in meaningful conversation and discuss the latest sector developments, trends, and challenges.
Need assistance with your registration? Get in touch with us via email below, or call us on +44 (0) 20 7164 6582
*VAT not included
To qualify for the preferential rates above, registration must be received by the close of business of the specific end date for each rate. Payment can be made at the time of registering, or up to a week after an invoice has been 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.