ALM MODEL MANAGEMENT AND PERFORMANCE BOOTCAMP
11 October, 2021 | New York
The Asset/Liability Management (ALM) modeler plays a vital role in an organization’s success in assessing financial risks and driving strategic performance. Join CFPro and Darling Consulting Group for this comprehensive pre-conference program, where we will explore the fundamentals and leading approaches to high-performing ALM modeling and model management. This informative ALM modeling immersion seminar is specifically designed for ALM model practitioners of all levels and will feature interactive sessions, case studies, open discussions, and Q&A with industry experts and your peers.
To maximise engagement and interaction, seats for the course will be limited and available on a first come, first served basis – to avoid disappointment, book your place today by clicking on our register tab.
Leveraging the ALM Model Strategically
Leading Approaches to Data Management
Assumption Management and Sensitivity Testing
Impact tolerances – how they relate to appetite and how best to set them
Model Performance
Speakers will be announced shortly, keep checking back.
The agenda for this masterclass is still to be finalized with additional sessions and speakers. This interactive class will open at 9, with breakfast and registration opening at 8am. There will be ample time for refreshment breaks and lunch throughout the day, with the course concluding at 5pm.
Essential elements of ALM modeling for interest rate and liquidity risk management
- Effective IRR and liquidity risk measurement techniques in the current environment
- Differentiating between regulatory, managerial, and strategic modeling
- Trends in risk quantification, scenario selection, establishing policy limits
- The expanding role of the ALM model
Model Performance
- Techniques in assessing model performance
- The importance and benefits of model agility
- Managing the ALM model for multiple uses
Assumption Management and Sensitivity Testing
- Developing a robust assumption development and management process
- Insights into effective assumption sensitivity and stress testing
- Leveraging sensitivity and stress testing for strategy discussions
Leading Approaches to Data Management
- Ensuring you are using the best data available
- Ongoing data testing
- Leveraging data for assumptions and backtesting
- The importance and benefits of data automation
- Documentation
Leveraging the ALM Model Strategically
- Effective ALCO reporting and communication
- Leveraging strategy and “what-if” modeling
- Driving confident decision-making at ALCO
Guest speakers will be announced shortly, keep checking back.
Speakers will be announced shortly, keep checking back.
TREASURY & ALM CONGRESS
October 12-13, 2021 | New York City
Covid-19
Impact of Covid-19 on ALM & treasury management and managing volatility moving forward
REGULATION
Overview of the regulatory landscape and convergence for holistic management
CENTRAL BANK POLICY
Future of central bank policy and impact of changes to interest rates and quantitative easing
US RECOVERY
Analyzing US and global recovery rates and the impact on treasury and ALM
LIBOR | Interest Rates | Liquidity | Currency Risk | ESG
Integrated Risk | Modeling the Extremes | FRTB | Technology
Paige Wisdom
Board Director
Morgan Stanley Bank N.A
Jason Wang
CRO
Synergy Credit Union
Mark Cabana
Head of US Rates Strategy
Bank of America
Vineet Gumasta
Head of Balance Sheet Risk Management
Rabobank
Charlie Peng
Head of Treasury
Bank of China
Oliver Jakob
International CRO
MUFG
Oskar Rogg
MD, Head of Treasury Americas
Credit Agricole
Julio Rivera
Head of CECL & CCAR Model Implementation and Data Analytics
U.S Bank
Thomas Braun
Head of CUSO Liquidity and
Funding Risk
UBS
Fernando Carbone
Treasury & Risk Senior Specialist
TD Bank
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 [email protected] or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.
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PANEL DISCUSSIONS
Interactive panel discussions are designed to increase attendee interaction by running a live Q&A throughout the session.
PRESENTATIONS
Hear industry experts provide detailed insight on a range of topics, engage one on one with the presenter during the Q&A.
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.
WHY SHOULD YOU ATTEND A CEFPRO CONFERENCE?
HEAR FROM PAST ATTENDEES AND SPEAKERS…
New York Marriott Downtown – 85 West Street,
New York, NY 10006,
United States
CeFPro have secured a preferential rate of $374++ per night at Marriott Downtown for Treasury & ALM USA. Accommodation is available between October 11-14. Please note that we have a limited number of rooms available, and this rate will expire on September 21.
To make reservations online please click here:
https://book.passkey.com/gt/218146595?gtid=aa038b27c403e69322b5bead189888ae
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 [email protected] or call us on +1 888 677 7007.
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.
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.
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.
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.
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
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 [email protected] / +1 888 677 7007
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 [email protected] or call +1 888 677 7007.
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.
CeFPro, in accordance with the expected guidelines for live in-person meetings, will ensure that all official and recommended procedures are adhered to in regard to the Masterclass. We wish to ensure that this Masterclass enables engagement, discussion, and debate among the attendees.
As such, CeFPro will limit the number of attendees to adhere to the recommended guidelines and ensure attendee interaction and debate.
Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)
Pre-Event Masterclass
11 October
LAUNCH SPECIAL
.
$399*
SAVE $200
Registrations before 27 August
EARLY
BIRD
$499*
SAVE $100
Registrations before 17 September
STANDARD
RATE
$599*
Registrations after 17 September
Treasury & ALM Congress
12-13 October
$699*
SAVE $400
Registrations before 27 August
$899*
SAVE $200
Registrations before 17 September
$1,099*
Registrations after 17 September
Treasury & ALM Congress and Masterclass
11-13 October
$1,098*
SAVE $600
Registrations before 27 August
$1,398*
SAVE $300
Registrations before 17 September
$1,698*
Registrations after 17 September
Representing an information/service provider (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)
Pre-Event Masterclass
11 October
LAUNCH SPECIAL
.
$399*
SAVE $200
Registrations before 27 August
EARLY
BIRD
$499*
SAVE $100
Registrations before 17 September
STANDARD
RATE
$599*
Registrations after 17 September
Treasury & ALM Congress
12-13 October
$1,699*
SAVE $800
Registrations before 27 August
$1,999*
SAVE $400
Registrations before 17 September
$2,499*
Registrations after 17 September
Treasury & ALM Congress and Masterclass
11-13 October
£2,098*
SAVE £1000
Registrations before 17 September
£2,498*
SAVE £600
Registrations before 15 October
£3,098*
Registrations after 15 October
PLEASE NOTE: To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.
COVID Assurance Policy
If you are unable to attend the Summit due to national/COVID restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.
REGISTER BY EMAIL
Simply email us with your
Full name
Job title
Company & address
Contact number
Email: [email protected]/a>
CONTACT US DIRECTLY
Call us on +44 (0) 20 7164 6582
or
+1 888 677 7007
DOWNLOAD PDF REGISTRATION FORM
Click here to complete the form to be submitted by email
