Interest Rate Risk Management for Financial Institutions 2023 | GFMI | 13 November 2023 | Madison Square Park, 41 Madison Ave, New York, NY 10010, USA

The conference will provide practical and experienced perspectives to help financial firms reduce their risk exposure in the current rate environment and will bring together experts from within this field to explain how to best adapt banking book risk frameworks to be able to meet these macroeconomic challenges head on, enhance behavioral and deposit modelling for the most accurate results, and integrate these risks into an effective FTP and steering strategy, as well as a broader risk framework, to ensure liquidity and profit in such unprecedented times.

2023 Speakers

Xueming Zhao
Senior Vice President & Treasurer, ATB Financial

Zack Li
Managing Director, PNC

Ralph Axel
Director U.S. Rates Strategist, Bank of America

Jorge Segura
Senior Director, Head of IRRBB/ALM in Risk Oversight, Santander

June Wang
Managing Director, Wholesale Funds Transfer Pricing, Royal Bank of Canada

Christopher Sadej
Risk Specialist, Office of the Comptroller of the Currency (OCC)

Xiaowei Han
Head of ALM, TIAA

Yujush Saksena
Managing Director, Treasury Risk, BNY Mellon

Tom Braun
Head of Market and Treasury Risk, UBS Bank USA

Maxwell Zhu
Global Head of Quantitative Analysis, Strategy & Insights, BMO Harris Bank

Frank Sansone
Treasurer and Senior Vice President, Head of Treasury, China Construction Bank

Vikash Agrawal
Executive Director, Enterprise ALM, USAA