4th Annual Liquidity Risk Management USA 2019 | Center for Financial Professionals | 2 October 2019 | DoubleTree by Hilton Hotel Metropolitan, 569 Lexington Avenue New York, NY 10022, USA

Exploring the evolving role of liquidity risk management including regulation, markets and future trends.

KEY AGENDA HIGHLIGHTS
• Regulation: Discussing the evolution of US regulation including disparities between domestic firms and FBOs.
• Liquidity Stress Testing: Reviewing the latest trends and developments including modelling, data and regulation.
• Assumptions: Exploring liquidity assumptions including qualitative approaches and audit perspective.
• Intraday Liquidity: Reviewing the evolution of intraday liquidity including compliance and operational efficiency.
• Balance Sheet Management: Assessing the viability of the balance sheet and the ability to grow the business
• Interest Rates: Examining the environment and ability to effectively plan and prepare for multiple outcomes.
• Libor: Timelines, consequences and path forward in the transition from LIBOR and SOFR.
• Funds Transfer Pricing: Exploring the continued management and enhancement of FTP to strengthen the function.
• Role of Liquidity: Analyzing the role of liquidity risk management within a dynamic and changing industry.

2019 Speakers

Malik Ali
Senior Director, CIBC

Vincent Chau
Head of US Liquidity and Funding Risk, UBS AG

Erjun Chen
Audit Director, CIT Bank

Andrew Craig
Officer, Funding and Liquidity Risk, Federal Reserve Bank of New York

Jennifer Fitzgibbon
Managing Director, Head of Treasury Americas, Rabobank

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

Gautam Jha
Director Liquidity Risk, Bank of Tokyo-Mitsubishi

Shahab Khan
Head of Regulatory Interpretations – Liquidity, Deutsche Bank

Indra Kish
Director Senior Liquidity Advisor, BNP Paribas

Armel R. Kouassi
Head of Balance Sheet Modeling, Northern Trust

Yuhong Liu
Director, BNP Paribas

Andres Oranges
Chief Operating Officer, Treasury, Societe Generale

Joe Peedikayil
SVP, Liquidity/Credit/Capital-Qualitative Model Validation, Wells Fargo

Rosanna Pezzo-Brizio
Director, Investment Consulting Group, New York Life Asset Management

Susanne Robinson
Head of Liquidity Risk Oversight, CIT

Philippe Rosset
Executive Director, Group Treasury, UBS AG

Yujush Saksena
Managing Director and Head of Market Risk, GE Capital

Aaron Sanders
Practice Lead, Liquidity Risk Management, Quantitative Risk Management, Inc.

Daniel Weigert
Head of Market and Liquidity Risk, IDB Bank, NY

James Weinberger
Technical Expert for Credit and Market Risk, OCC

James Wolstenholme
Senior Principal Treasury & Capital Markets, Finastra

2019 Sponsors

CO-SPONSORS:
Finastra
QRM

EXHIBITORS:
MAT- Mirai ALM Tool