Treasury and ALM 2021 – Agenda

08:00 Breakfast and registration

9:00 Impact of COVID-19 on ALM & treasury management and managing volatility moving forward

  • Changes in market behaviors
  • Evaluating the forward looking impact of government stimulus
  • Unemployment and labor force participation outlook
  • Lending strategies to drive improvement in or protect net interest margin
  • Rebalancing cash flow during the economic recovery
  • Monetary policy moving forward

Mark Cabana, Head of US Rates Strategy, Bank of America

Paige Wisdom, Board Director, Morgan Stanley Bank N.A.

08:50 Chair’s opening remarks

9:45 Overview of the regulatory landscape and convergence for holistic management

  • Money market reforms
  • Changes to supplementary leverage ratio
  • Future of regulation and new regulatory rules
  • Managing regulatory risk and restraints

Jay Johnson, Director, Financial & Process Audit, BBVA Compass tbc

10:50 Morning refreshment break and networking

10:50 Reviewing progress and transition timelines and impacts to balance sheet and liquidity

  • Compounding overnight SOFR for longer term
  • Managing uncertainty and hesitation in markets
  • Convergence across jurisdictions on approaches
  • SOFR interplay on overall ALM position
  • Managing and hedging positions and long term loans
  • Reviewing current contracts not using SOFR
  • Institutional readiness to operate in a SOFR environment
  • Basis risk between LIBOR and SOFR

Fumi Shiba, Head of Market Risk, NAB Americas

11:25 Reviewing alternative rates emerging amidst market hesitation towards SOFR

  • Uses of Ameribor within client base
    • Creating basis risk with divergence
  • Explainability of Ameribor to clients
  • Confidence in Ameribor as a viable rate
  • Managing basis risk between Ameribor and SOFR
  • Bloomberg rate introduction

Vineet Gumasta, Head of Business Strategy – IBOR Transition, Rabobank

Bryan Greathouse, Chief Investment Officer, Centennial Bank

Fumi Shiba, Head of Market Risk, NAB Americas

12:10 Building a holistic view of liquidity and assets to develop effective contingent funding plans

  • Stress testing liquidity scenarios and requirements
  • Identifying liquid assets
  • Periodic monitoring process
  • Governance of liquidity management
  • Initiating funding alternatives
  • Recalibration for future changes

Ashish Deccannawar, Director Liquidity Strategy & Governance, TD Bank

10:50 Enhancing models and forecasting capabilities for strategic decision making

  • Benefiting from enhanced data governance and oversight
  • Developing robust model risk frameworks
  • Tuning models for better forecasting
  • Leveraging internal data science practices
  • Augmenting stress test scenarios

11:25 Collecting data at the right granularity to support risk calculations and finance analytics

  • Real time data
  • Developing an efficient data feedback loop
  • Leveraging visulation tools for business intelligence
  • Data validation and governance
    • One source of record
    • Access to consistent and reliable data

Jeff Prelle, SVP Risk Analytics, BancorpSouth

Anthony Jerkovic, Head of Data & Risk, Bank Novo

Julio Rivera, SVP, Head of CECL & CCAR Model Implementation and Data Analytics Solutions, U.S Bank

12:10 Integration of models across risk functions

  • Managing across disparate systems
  • Building a core framework to support integration of assumptions and risk tools
  • Centralized behavioral modeling techniques
  • Using modeling for consistency with respect to interest rate risk, liquidity risk, capital planning, and stress testing

Matthew Whaley, Head of Interest Rate and Liquidity Risk Oversight, MUFG

12:45 Lunch break and networking

1:45 Reviewing the status of inflation and impact of uncertainty on balance sheet positions

  • Inflationary pressure and impact on interest rates
  • Status on inflation – is it still viewed as transitory?
  • Impact of inflation on short, medium and long term rates
  • Shape of yield curve implications on balance sheet position
  • Impact of global stimulus on sustained inflation
  • Hedging interest rate risk associated with inflation

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS

Matthew Whaley, Head of Interest Rate and Liquidity Risk Oversight, MUFG

Gennadiy Goldberg, US Interest Rate Strategist, TD Securities

4:10 Impact of excess liquidity on net interest margins and treatment in a changing environment

  • Impact of low interest rate environment
  • Inflow of liquidity into institutions
  • Laying off liquidity into lower yielding investments
  • Approaches to drive loan growth and deploy excess liquidity
  • PPP impact on net interest margin

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

1:45 Recalibrating assumptions as a result of COVID-19 and aligning for stress testing

  • Lessons learned:
    • COVID-19 as a case study for understanding modeling limitations and extremes
    • How to interpret model validations in light of extraordinary circumstances
  • Strategy for revisiting assumptions
  • Congruancy of stress testing scenarios across risk platforms

Ty Lambert, CRO, BancorpSouth

Jeff Prelle, SVP Risk Analytics, BancorpSouth



2:30 Effectively using FTP to determine management actions to add shareholder value and evaluate business line performances

  • FTP curve composition without a LIBOR option
  • Rethinking treatment of the liquidity premium and buffer portfolio
  • Different perspectives on application of FTP
    • Treasury
    • Financial planning and analysis
    • Lines of business

Steve Turner, MD, Empryrean Solutions

3:05 Afternoon refreshment break and networking

3:35 Understanding the impact and treatment of sustained low interest rates on ALM and treasury 

  • Macro perspective on impacts
  • Preparing for impacts in a post-COVID-19 world
  • Shocking interest rates up and down
  • Testing models for capacity to cope with changes to rates
  • Income challenges on refinancing if rates increase
  • Mitigating negative impact of low interest rates
  • Strategies to lower aggregate cost of funds to create margin expansion


4:10 Ensuring effective interest rate risk management to comply with regulatory and audit requirements

Regulatory expectation and the role of internal audit

Corporate governance

Interest rate risk identification

Economic value and Earing based measurement

Model risk management

Monitoring and reporting

Risk mitigating


Erjun Chen, Audit Director, CIT

3:35 Impact on liquidity positions when central banks unwind stimulus from COVID-19

  • Impact on prepayment modeling
  • Near term and longer term implications to the yield curve
  • Managing a balance sheet within a balance sheet
  • Segmenting COVID-19 related items from core balance sheet
    • Understanding impact on prepayments and repricing sensitivities
    • Dealing with surge deposits and contingency planning for potential runoff

4:10 Developing plans for model capacity to capture the extremes

  • Flexibility of models to cope with negative rates
  • Departure from historical repricing sensitivities
  • Scenario analysis for unintuitive yield curve
  • Sensitivity analysis for key assumptions
  • Modeling beyond market rates

4:55 End of day 1 and drinks reception

4:45 Chair’s closing remarks

08:00 Breakfast and registration

9:00 Future of central bank policy and impact of changes to interest rates and quantitative easing

  • Managing risk with policy uncertainty
  • Outlook for inflation and monetary policy
  • Balancing treatment of excess liquidity in a low interest rate environment
  • Balance sheet composition implications
  • Uncertainty in short-term rates and the shape of the yield curve
  • Changes to Fed leadership

08:50 Chair’s opening remarks

9:35 Analyzing US and global recovery rates and the impact on treasury and ALM

  • Rebuilding with low margins
  • Uneven pace of recovery across jurisdictions, sectors, and industries
  • Understanding the attendant drivers of inflation
  • Impact of WFH or hybrid environments on certain industries

Oliver Jakob, International CRO, MUFG

Oskar Rogg, MD, Head of Treasury Americas, Credit Agricole

10:30 Morning refreshment break and networking

10:50 Managing increase in liquidity throughout the pandemic and impact on future planning

  • Treatment of excess liquidity and where to deploy it
  • Analytics to determine how long deposits will stay
    • Account level analysis to monitor behavior of segments
    • Understanding repricing sensitivities and changes in deposit decay rates
  • Changing pricing strategies to reflect changes in liquidity

Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation

11:25 Optimizing the balance sheet and understanding ALM positions to drive business decisions

  • Understand ripple effects across the business
  • Optimizing the balance sheet from a risk/reward perspective
  • Alternative investments
  • Opportunities and risks related to extending duration in assets
  • Assessing alternative lending and funding strategies to expand or preserve net interest margin
  • Hedging strategies for the current environment

Armel Romeo Kouassi, Senior Vice President, Northern Trust Corporation

Bryan Greathouse, Chief Investment Officer, Centennial Bank

Michael Huff, Senior Director, Portfolio Management & Asset Allocation, TIAA

Oliver Jakob, International CRO, MUFG

2:30 Managing uncertainty in financial markets with sustained volatility 

  • Managing uncertainty in money markets
  • Impact of volatility in overnight rates
  • Uncertainty in credit and derivatives markets
  • Long term rates after LIBOR transition
  • Scenario analysis and business planning

Charlie Peng, SVP and Head of Treasury, Bank of China

10:50 Modeling implications from changes in key economic indicators

  • Understanding balance sheet sensitivity to economic drivers
  • Unemployment vs Labor Force Participation
  • Inflation: Transitory or longer term
  • Pullback in Fed bond purchases
  • Relationship across financial markets
  • Hedging against downside risks from adverse movements in the economy

11:25 Managing model risk with move to alternative reference rates

  • Models built based on LIBOR and historical behaviors
  • Transition to more than one alternative reference rate: will this be product specific?
  • Understanding impact on credit spreads
  • Valuation models
  • Implementation and testing approaches
  • Updating third party models

Fernando Carbone, Treasury & Risk Senior Specialist, Inter American Development Bank

Melvin Ramirez, Regional Head of ALM and Financial steering for the Americas, Credit Agricole tbc

Mark Benaharon, ERM: Director of Liquidity, Interest Rate, Captial Stress Testing and Strategic Risk Management, New York Community Bank

Emre Balta, SVP – Financial and Compliance Risk (FCR) Model Validation, US Bank

12:10 Implementation of NSFR and implications for liquidity planning

  • Adjustments to 2052A form
    • 2052A implementation amendment
  • Indirect implications across the industry
  • Changes to funding profile
  • Longer term liquidity and funding implications

Melvin Ramirez, Regional Head of ALM and Financial steering for the Americas, Credit Agricole tbc

12:45 Lunch break and networking

1:45 Reviewing effect of quantitative easing on bank balance sheets  

  • Increased level of investments on bank balance sheets and effect in the bond market
  • Impact on funding mix and cost
  • Volatility of short term and intraday rates
  • Preparing for the end of quantitative easing

Oskar Rogg, MD, Head of Treasury Americas, Credit Agricole

2:20 Driving finance transformation and performance management for enhanced balance sheet management  

  • Integration of ALM within portfolio management for oversight across teams
  • Evolution of balance sheet management
  • Enhancing calibration of calculation
  • Access to loans and deposits to understand contractual profile
  • Extending to financial reporting, profitability and risk analytics
  • Moving beyond traditional balance sheet management
  • Building transparency across the frameworks
  • Developing concise risk metrics for portfolio
  • Setting a well-defined risk appetite across teams

Bill Collette, Director, Market Development, Wolters Kluwer

1:45 Reviewing FRTB market risk regulations and impact on portfolio management decisions

  • Aligning interest rate risk protocol with FRTB
  • More granularity in risk processes and modeling
  • Changes in the capitalization of risk
  • RWA requirements for hedges and interest rate positions
  • Explainability of risk numbers and impact on capital calculation

2:20 Reviewing the results of Infor’s market survey and the impact of faster payments impact on treasury

  • Changes to treasury resulting from instant payments
  • Readiness and maturity within the market’s treasury management systems
  • Managing instant demand for liquidity
  • Impact to earnings from long and short liquidity positions

Byron Byrd, Director, Financial Services and Banking Solutions, Infor

2:55 Afternoon refreshment break and networking

3:25 Building a resilient operating model post COVID-19 and managing risk of aftershocks  

  • Reconfiguring technology leveraged during the pandemic
  • Building resilience and agility in case of future shocks
  • Embedding new operating models
  • Risk policies and practices to remain resilient
  • Understanding changes in customer behavior – are they temporary or permanent?

4:00 Incorporating ESG into frameworks and impact of product and investment changes on balance sheet  

  • How corporate treasury can drive ESG initiatives
  • Investment behaviors to support ESG agendas
  • Developing a framework to account for climate risks
  • Preparing for environmental disruptions

Jason Wang, CRO, Synergy Credit Union

Yuhong Liu, Director, BNP Paribas

Tess Virmani, Associate General Counsel & Executive Vice President, Public Policy, LSTA

3:25 Reviewing technology capabilities and leveraging data to enhance treasury functions

  • Integrated risk framework
  • Understanding interdependent and third-party/feeder models
  • Migration to the cloud for asset-liability modeling solutions
  • Building the foundation to leverage big data
  • Modeling performance and agility

4:00 Fintech collaboration opportunities

  • Partnering with fintech firms for non-interest income
    • Generating fee and value added services for customers
  • Utilizing Fintechs to help drive efficiency
  • Increased focus on digital transformation to expand products
  • Operational risk:
    • Reputation risk from poor execution
    • Additional cyber risk

Anthony Jerkovic, Head of Data & Risk, Bank Novo

4:45 Chair’s closing remarks

4:55 End of Congress

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