Day Two | October 28
Here is the latest edition of the agenda. As we approach the event, we will be adding speakers and sessions to enhance your experience. To stay informed, please register your interest
8:00
Breakfast and Networking
8:50
Chair’s Opening Remark’s
9:00
KEYNOTE: THE POWER OF THREE: ALIGNING THE FIRST, SECOND AND THIRD LINES
Panel Discussion: Navigating a bank’s risk management team as a unified front, not a siloed group
Key topics
- Coordinating lines of defense and defining how first, second, and third lines interact in balance sheet risk decisions
- Driving meaningful functional overlap to identify where teams must genuinely integrate rather than simply communicate
- Revisiting ALCO governance to evaluate whether regulatory changes should influence committee structure and participation
 | Kyle Szeliga,Head of Balance Sheet Management,Huntington National Bank |
9:45
LIQUIDITY RISK
Panel Discussion: Defining best practices for liquidity risk management through defining ownership and breaking down silos
Key topics
- Recognizing how liquidity should be recognized as a behavioral risk in the digital world, and emphasizing why business line incentives must do the heavy lifting
- Managing inflow/outflow assumptions across business lines, ensuring predictions granular, documented, and sufficiently stress-tested
- Shifting risk ownership to the front office, and realizing exactly how business units should be actively understanding and improving their liquidity profiles
- Breaking down the silo between liquidity, capital, and ALM to enable more coherent balance sheet decisions
 | Frank Henry,Head of Funding Desk,Ally |
 | Aykut Zeren, Head of Capital & Liquidity Risk Oversight, KeyBank |
10:30
Morning Break and Networking
11:00
STRESS TESTING & CONTINGENT LIQUIDITY
Exploring the growing emphasis of contingent liquidity and continuous stress testing on balance sheet construction
Key topics
- Determining the importance of ongoing, continuous stress testing for both capital and liquidity rather than periodic exercises
- Looking at the practical ways of implementing this into the bank’s balance sheet processes
- Incorporating contingent liquidity into stress testing exercises
- Understanding how reverse stress testing can be used to enhance these measures and provide more accurate results
- Exploring using securities which fall out of ‘traditional’ level one and level two sources to add value in liquidity stress tests whilst mitigating the risk of spread compression
 | Philipe Berman,Head of US Liquidity,TD Securities |
11:35
BALANCE SHEET INTEGRATION
Integrating capital, interest rate and liquidity management for better risk management and a more unified balance sheet
Key topics
- Framing the strategic challenge of integrating capital, liquidity, and interest rate risk, highlighting fragmentation, competing objectives, and lessons from recent stress events
- Aligning regulatory expectations and market drivers, linking capital adequacy, liquidity resilience, and interest rate risk management into a unified balance sheet perspective
- Establishing an integrated operating model, including governance and ALCO effectiveness
- Defining practical pathways to optimization, incorporating stress testing, scenario analysis, and actionable roadmaps to enhance balance sheet resilience and performance
12:45
Lunch Break and Networking
1:45
FROM INTEGRATION TO STRATEGY
Using Risk Signals to Make Better Balance Sheet Decisions
Key topics
- Translating integrated balance sheet insight into credible action across pricing, funding, hedging, liquidity, capital, forecasting, and governance
- Revealing visibility through integration, not decisions on its own
- Prioritizing risk signals that actually change behaviour
- Balancing trade-offs across earnings, liquidity, capital, and more
- Ensuring management actions are explainable, owned, and executable
- Making better decisions sooner to build resilience
 | Tyler Zinder,Senior Director – Risk Strategy & Governance,Ally |
2:20
Intelligent deposit pricing in a world of regulatory, shareholder, technological and relationship pressures
 | Krishan Mamtora,Head of Product (Liquidity and Revenue),Western Alliance |
2:55
Afternoon Break and Networking
3:25
IMPROVING BEHAVIORAL MODELLING FOR DEPOSIT ASSUMPTIONS
Determining best modelling practices for deposit assumptions moving forward in a digital and fast paced world
Key topics
- Defining how to know if your behavior models are up to date and providing accurate insights into your current customer base
- Improving data capabilities and ensuring data is being used in the most effective way and is valid for its purposes
- Integrating customer relationship dynamics into deposit modeling and improving the institution’s ‘total banking relationships’
- Utilizing new technology for data analysis and cleansing to improve granularity for effective risk management
- Integrating liquidity risk and interest rate risk for more effective deposit modeling with a holistic view
 | Simon (Jidong) Zhang,Executive Director,Wells Fargo |
4:00
PRIVATE CREDIT EXPOSURE
Understanding indirect risks, intermediation models, and emerging regulatory scrutiny
Key topics
- Evaluating second-degree exposure and assessing banks’ indirect risk through lending to private credit funds
- Tracking credit cycle stress and identifying when pressures transmit to bank balance sheets
- Considering the implications of a largely unregulated private credit market, including links to insurance sector exposure and assessing whether growing private credit exposure could lead to future regulatory penalties
- Analyzing asset recycling models and exploring originate-to-distribute strategies, syndication, and the shift from balance sheet holding to distribution
- Identifying gaps in how CDO-related risks are currently reflected in capital planning
4:35
Chair’s Closing Remarks
4:45
End of Balance Sheet Management USA