ALM Speakers

ALM Speakers

Thumbnail
Chris De Stigter

Head of FTP Center

ABN Amro

Chris de Stigter is heading the FTP team within the Asset & Liability Management (ALM) department of ABN AMRO. After completing his Master degree in Business Administration at the Vrije Universiteit in Amsterdam, he joined the bank as an International Management Trainee in 2005. After successfully completing his traineeship, he joined the Asset & Liability Management department. Chris has gained thorough experience in all the fields of expertise within ALM; liquidity management, capital management and interest rate risk management. In 2013 he became the head of the FTP team and that makes him responsible for all internal charges and benefits with regard to liquidity, capital and interest rate management. He also represents the ALM department in the product and pricing committees in the commercial business lines. Chris is a very enthusiastic speaker, panelist and moderator on several national and international training events and conferences, always receiving the highest ratings by his audience. 

Thumbnail
Tony Morley

Head of Group Balance Sheet Management

Bank of Ireland Group

Tony is currently the Head of Group Balance Sheet Management and is responsible for strategic oversight of the Bank of Ireland Group balance sheet from a funding and liquidity perspective.  He has responsibility for funding and liquidity strategy, wholesale funding execution, funds transfer pricing, collateral management and management of structural risk positions as well as the ILAAP and Recovery plan.   Tony is a member of the Bank of Ireland Group Asset and Liability Management Committee.  Prior to his current role, Tony held other senior positions in Bank of Ireland as well as senior customer facing roles external to the Bank.  He holds a first class honours MBA from Ireland’s leading Business school as well as a first class honours Msc. in Investment and Treasury.

Thumbnail
Bruce Aitken

Senior Technical Advisor, Prudential Regulation Authority

Bank of England

Bruce is a senior technical advisor for capital and liquidity in the Supervisory Risk Specialists division at the Prudential Regulation Authority.  Supervisory Risk Specialists’ purpose is to provide deep technical expertise and apply judgement in specific risk disciplines to identify, analyse and mitigate risks to the safety and soundness of PRA-regulated firms, in order to advance the PRA’s supervisory approach and support the Bank’s policy and resolution functions.

Prior to joining the PRA, Bruce spent 13 years at Barclays in a number of roles in the Treasury team including setting up the funding and liquidity management team for the ring-fenced bank, Treasurer for the non-core division and Group capital management.

Bruce qualified as an accountant with KPMG before specialising in prudential risk management in KPMG’s regulatory advisory team.

Thumbnail
Alper Özün

Asset, Liability and Capital Management, EMEA

HSBC

Alper Özün is a banker with international experience in treasury and capital management functions in the banking sector over eighteen years. He currently works for HSBC London as head of treasury operations for the EMEA region. He has a PhD in finance (University of Bradford, School of Management), MSc in information technologies (Istanbul Technical University), MSc in business finance (Brunel University) and BA in international relations (Bosphorus University). He is an associate professor and currently has a visiting academic role at the University of Oxford, Faculty of Law, where he researches on taxation policy and rule of law in the context of constitutional economics.

James Leeming

Head of ALM

Nationwide Building Society

Thumbnail
John Bowyer

Head of Group ALM

Lloyds Banking Group

John has more than 20 years of experience in Asset & Liability Management and is currently Head of Group ALM within Lloyds Banking Group.  His team are responsible for identifying and understanding market and liquidity risks inherent within the banking book and ensuring that these are managed, priced and reported correctly.  The team perform a business partnering role to provide ALM expertise in respect of new product development and Funds Transfer Pricing (FTP).

John was the lead subject matter expert in the project to set up a harmonised FTP mechanism for Lloyds Banking Group following the acquisition of HBOS in 2009.  The mechanism introduced a centralised approach to both Liquidity Transfer Pricing and Interest Rate Risk Transfer Pricing across the entire banking book.

Professionally qualified in banking and treasury, John enjoys creating opportunities for colleagues to develop.  He recently played a lead role in establishing an internal treasury training programme within the bank.

Thumbnail
Samantha Halstead

Senior Manager, Financial Model Risk Oversight

TSB

Samantha is currently with TSB where she is responsible for the oversight of financial risk models used within Treasury and Finance, including behavioural models for both liquidity and market risk. 

Before transitioning into the second line of defence, Samantha gained first line experience in Treasury ALM at a range of financial institutions, including as a consultant in the Verde divestment project at Lloyds Bank, as a subject matter expert for the Global Funding and Liquidity Project at the Commonwealth Bank of Australia and as risk reporting manager TP and ALM at Westpac. 

Prior to that Samantha has experience as a consultant implementing ALM software at a range of financial institutions globally (US, UK and Asia).

Thumbnail
Roland Klimesch

Head of Group Liquidity and Market Risk Management

Erste Group Bank AG

Roland started his banking career in 1999 and held different management positions in treasury and risk concentrating on ALM, liquidity and market risk related topics and respective projects. Since 2017 he is Head of Group Liquidity and Market Risk Management of Erste Group. In this role Roland is responsible for the group wide governance, strategic and operative steering, measurement and management of the liquidity and market risk profile of Erste Group’s trading and banking book activities. Besides ensuring that sound standards for liquidity and market risk management are implemented throughout Erste Group, this includes the group-wide market and liquidity risk strategy, the risk appetite as well as the overall limit-setting, steering and controlling. Furthermore Roland is responsible for model risk management of all market and liquidity risk related methods and models.

Thumbnail
Thomas Steiner

Partner

BearingPoint

Thomas Steiner is a Partner at BearingPoint and responsible for their firm-wide risk management consultancy practice within their Banking and Capital Markets practice. While Thomas and his team is covering a comprehensive service portfolio for financial institution’s risk controlling and management functions, they have a specific focus on Banking Book risk controlling and management, covering IRRBB, Liquidity risk and FTP. Their services covers governance aspects (e.g. set up the 3 lines of defence concept), development of methodology and ALM software implementation.

Prior to that, he was Head of Requirement Engineering at MEAG Asset Management, responsible for the business requirements of the Risk Controlling/Management function.

Thomas is an ALM expert with more than 15 years’ experience in a variety of different roles in consultancy projects for international acting banking groups. He is a member of the Global Association of Risk Professionals (GARP).