Jorge Segura

Senior Director, Head of IRBBB/ALM Risk Oversight - Santander

Jorge is a Senior Director at Santander in the Market Risk department. Mr. Segura oversees Asset Liability Management exposure of all Santander US and as such provides challenge to Treasury department participates in the ALCO and acts as Secretary in the Market Risk Committee. As Second Line of Defense he also provides an independent view to ALM functions and is responsible of the European Regulatory reporting. He has experience dealing with dual regulation (US and Europe) and lead the implementation of IRRBB Guidelines in Santander US. Jorge's experience includes interest rate risk liquidity risk and trading risk management. Prior to be transferred to Boston Jorge was Market Risk Head in Puerto Rico and before he worked in Santander Peru and in the Front Office.

All Sessions by Jorge Segura

09:15 - 10:00

LIQUIDITY RESILIENCE - PANEL DISCUSSION

Building out a robust liquidity resilience program to prepare for potential runs

  • Reducing exposure to a significant liquidity run
  • Managing ease of moving money between accounts
  • Monetizing liquidity portfolio from the buffer
  • Managing liquidity with more exposure to volatile markets
  • Having liquidity reserves available with uncertain stickiness of deposits
  • Holding liquid liabilities
  • Positioning assets with uncertainty of duration
  • Raising liquidity with deposits becoming increasingly sensitive to rates
  • Increased transparency on what depositors could earn on cash
  • Managing liquidity as global stock markets become volatile
  • Maintaining a leading practice program in liquidity