Deposit Modeling New York
Our two day programme will present a best practice approach to operational risk management and provide a thorough and hands-on introduction to implementing operational risk practices.
Risk's two day training course provides a key insight into deposit modelling, the treasury and considers the links between interest rate risk, liquidity risk and funds transfer pricing. The course will also examine balance sheet management, governance, budgeting and regulatory requirements that impact on the treasury.
Head of Balance Sheet Optimisation
Armel R. KOUASSI is an experienced financial professional with global and broad-based asset liability management and treasury portfolio management experience in the most respected financial institution in the world GE Capital, Merrill Lynch, Citi Bank, HSBC Asset Management, State Street Corporation and Northern Trust. Armel has a proven ability to develop strategic plans to optimize the balance sheet and successfully manage risk, resulting in improved earnings. Recognized in the industry for his ability to develop strong predictive analytical models made possible by well-honed skills in data science. Armel has demonstrated with his 15+ years’ experience in banking competency with all Banking regulations, including Dodd-Frank. Armel is certified Financial Risk Professional and aa member of Global Association of Risk Professional. Armel is passionate of Classical music and is member of the Board of Directors of the Ridgefield Symphony Orchestra. Armel received a MBA from the University of Pennsylvania Wharton School, a Master in Finance from ESCP Europe, Paris, France and a Master of Applied Economics and Statistics from ENSEA Cote d’Ivoire.
Currently Armel is overseeing $120Bn Bank’s Balance sheet and heading Northern Trust’s Asset Liability Management and Balance sheet
Liquidity Risk Officer
Principal Economist of Supervision and Regulation
Federal Reserve Board
Ashish Dev is the principal economist at the Federal Reserve Board. He was previously a managing director at JP Morgan Chase Risk Management. Mr. Dev has over 20 years' experience in enterprise risk management and is listed as one of the most published authors by Risk in its 20th Anniversary issue. He has been recognized as one of the top faces of Operational Risk for making the field what it is today. He has a Ph.D. in Economics & Finance and holds the CFA professional designation.
Managing Director, Head of Treasury, Americas
Credit Agricole CIB
Who Should Attend
This course is key for anyone who works on Deposit Modelling, on ALM, or on Treasury risk. However, Risk Training welcomes any individual with an interest in the course material. Relevant departments or job titles may include:
- Deposit Modelling
- Group Treasury
- Asset-Liability Management
- Balance Sheet Management
- Interest Rate Risk
- Liquidity Risk
- Funds Transfer Pricing
- Stress Testing
- Treasury Risk
- Risk Management
- Regulatory Compliance
- Carefully chosen experts and practitioners make up a multi-speaker format
- Discussion of the role of the deposit model
- Overview of balance sheet management and the relationship with the risk management function
- Consideration on interest rate risk, liquidity risk and funds transfer pricing; sources of risk, current status and how they interlink
- Focus on the regulatory requirements that impact on the treasury, interest rate risk, liquidity risk and FTP
- Examination of governance and accountability
- CPE Accredited: 12 CPE points for completing the course
By the end of the two days, delegates will have a new or improved knowledge of:
- Balance sheet management
- Regulatory requirements
- The deposit model
- Governance with the treasury
- Considerations for IRR, FTP and Liquidity Risk
Risk Training's two day training course will bring together a variety of industry experts and practitioners to discuss topics including the revised internal model and standardised approaches, the P&L attribution test, modellable and non-modellable risk factors, capital requirements, and data management.
This two day training course will provide delegates with an in-depth understanding of machine learning applications. This course will be a technical look at machine learning and provide suggestions and strategies for integrating it within your organization