The Oracle BTRM Conference: London, 20th March 2019

The Oracle BTRM Conference: Live in London & Online, 20th March 2019

The 3rd Biennial BTRM Conference, in partnership with Oracle Financial Services, looks at the future of bank balance sheet management:

How best to combine a strategic ALM discipline, an integrated Treasury function and the power of Artificial Intelligence to deliver a truly optimised balance sheet.

Themes of the Conference:

  • Strategic ALM

  • The bank treasury team of the future

  • The impact of new technologies: Machine Learning and AI

  • The digital treasury

Speakers & Panellists:

  • Dr Moorad Choudhry Founder, The BTRM, Author of "The Principles of Banking"

  • Christopher Westcott Head of BTRM Faculty, Visiting Lecturer at the University of Herts Business School

  • Dr Beata Lubinska Head of Market Risk at MeDirect Group and BTRM Faculty

  • Zia Ishaq Global Solutions Specialist for Treasury, Oracle Financial Services

  • Dr Michael Eichhorn Global Treasury CRO at Credit Suisse and BTRM Faculty

  • Valentina Zagorodnikova, Treasury, Sberbank

  • Alexander Malanov, Treasury, Sberbank

  • Colin Johnson Head of Prudential Risk for Charter Court Financial Services, NED for ALMIS international and former Chair of UK ALMA

  • Kevin Liddy Consultant, Solum Financial and BTRM Faculty

  • Chris Edwards INED at Kexim Bank UK Ltd.

  • Jonathan Farnan Director in the Treasury Markets Team, Standard Chartered and BTRM Faculty

  • Ian Tyler Senior Advisor, Alvarez & Marsal Financial Industry Advisory Services LLP

Agenda:

08:30 REGISTRATION AND MORNING WELCOME COFFEE

08:50 - 09:00 Chairman's Welcome
 
Chair: Christopher Westcott, Head of BTRM Faculty, Visiting Lecturer at the University of Herts Business School
 
09:00 - 09:40 Keynote: The Future of Treasury
  • Crystal ball gazing into the future of bank Treasury

  • How an integrated Treasury function will enable the bank to structure a genuinely optimised balance sheet

  • Truly connecting asset and liability origination to eliminate silos: real strategic ALM, not consultant platitudes

  • Using digital tech and machine learning systems to finally "know" and understand your balance sheet

Presenter: Dr. Moorad Choudhry, Founder, The BTRM, Author of "The Principles of Banking"

09:40 - 10:20 Evolution of the Treasury operating model, how will Treasury and Bank ALCOs continue to deliver on their mandates?

  • Challenges to the operating model status quo

  • Embracing a new digital vision for Treasury, delaying it could have wider negative ramifications

  • Implications for ALCO and strategic balance sheet management

  • Transition and roadmap, what are the tools and technologies needed to crystalize the vision

​Presenter: Zia Ishaq, Global Solutions Specialist for Treasury, Oracle Financial Services

10:20 - 10:50 MORNING BREAK AND NETWORKING OPPORTUNITIES

10:50 - 11:30 Contemporary Challenges in the Asset Liability Management in banks

  • Determination of the optimal structure of liabilities side of the banking book under risk conditions through the application of the optimization technique

  • The evolving role of ALM from traditional liquidity and IRRBB management into a broader definition of active balance sheet

  • Advantages coming from the active ALM positioning

  • The role of Funds Transfer Pricing in the active ALM

Presenter: Dr Beata Lubinska, Head of Market Risk at MeDirect Group and BTRM Faculty

11:30 - 12:10 Strategic Asset Liability Management and Integrated Balance Sheet Management: Implications for the future of the Treasury Risk function 

  • Operating model of the Treasury Risk function

  • Treasury Risk function within the CRO 

  • Treasury Risk function and CFO

  • Tools and Instruments 

Presenter: Dr Michael Eichhorn, Global Treasury CRO at Credit Suisse and BTRM Faculty

12:10 - 12:50 PANEL: What should be three highest priorities for Treasury and ALCO for the forthcoming year and 2020?

​PANELLISTS:

  • Dr Beata Lubinska, Head of Market Risk at MeDirect Group and BTRM Faculty

  • Zia Ishaq, Global Solutions Specialist for Treasury, Oracle Financial Services

  • Dr Michael Eichhorn, Global Treasury CRO at Credit Suisse and BTRM Faculty

  • Chris Edwards, INED at Kexim Bank UK Ltd.

  • Jonathan Farnan, Director in the Treasury Markets Team, Standard Chartered and BTRM Faculty

Moderator: Colin Johnson, Head of Prudential Risk for Charter Court Financial Services, NED for ALMIS international and former Chair of UK ALMA

12:50 - 13:40 LUNCH

13:40 - 14:20 The models for Holistic balance sheet management: ML models of client behavior and AI balance sheet optimization

  • Forecasting models for holistic balance sheet management: how to predict the future of commercial bank?

  • Know your client: how to model clients’ behavior using Machine Learning?

  • Balance sheet optimisation tool: how to optimize the balance sheet structure for the Bank to be more efficient?

Presenters: Valentina Zagorodnikova, Treasury, Sberbank & Alexander Malanov, Treasury, Sberbank

14:20 - 15:00 IBOR reform - The road paved with good intentions

  • Key Transition Challenges

  • Dealing with the Legacy book

  • Term RFR’s and redefining TLP

Presenter: Kevin Liddy, Consultant, Solum Financial

15:00 – 15:40 Strategic Balance Sheet Optimisation

  • Increased complexity as numerous capital and balance sheet ratios have to be managed

  • How best to build a Strategic BSM capability?

  • What does good look like?

Presenter: Ian Tyler, Senior Advisor, Alvarez & Marsal Financial Industry Advisory Services LLP

15:40 - 16:10 AFTERNOON BREAK AND NETWORKING OPPORTUNITIES

16:10 - 16:50 CLOSING PANEL DISCUSSION: The IBOR transition challenge - implications for the market, particularly bank treasuries

PANELLISTS: 

  • Kevin Liddy, Consultant, Solum Financial and BTRM Faculty

  • Christopher Westcott, Head of BTRM Faculty, Visiting Lecturer at the University of Herts Business School

  • Ian Tyler, Senior Advisor, Alvarez & Marsal Financial Industry Advisory Services LLP

Moderator: Zia Ishaq, Global Solutions Specialist for Treasury, Oracle Financial Services

16:50 - 17:00 Chairman’s closing comments: Christopher Westcott, Head of BTRM Faculty, Visiting Lecturer at the University of Herts Business School

Venue:

  • Level39 - One Canada Square, Canary Wharf, London E14 5AB (Level39 Website)

 

This conference is complimentary on a first come first served basis and can be attended both live in London or online. By registering for this event, attendees consent to receive further email communication on this topic from Oracle & The BTRM

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CPD Certification:

You will be able to receive CPD points for attending this event (number of points to be confirmed).

The CPD Certification Service was established in 1996 as the independent CPD accreditation institution operating across industry sectors to complement the  CPD policies of professional and academic bodies. The CPD Certification Service provides  recognised independent CPD accreditation compatible with global  CPD principles.

 www.cpduk.co.uk