Maxwell Zhu leads Quantitative Analysis, Strategy and Insights for Corporate Treasury at BMO Financial Group, North America's seventh-largest bank. He oversees enterprise modeling for structural market risk, liquidity & funding risk management, and regulatory stress testing. His Collaborative Analytics concept inspired the xART workbench, winner of the 2023 Datos Innovation Impact Award in 2023.
Previously, Maxwell held senior positions at MUFG Union Bank (CCAR modeling), Fannie Mae (mortgage guarantee valuation and pricing analytics), and JPMorgan Chase (portfolio management and MSR hedging strategies). He also worked at Washington Mutual during the financial crisis. His banking career started at Citigroup Credit Card Services.
All Sessions by Maxwell Zhu
DEPOSIT FTP
Enhancing FTP strategies for demand deposits in a dynamic environment
- Adapting FTP for demand deposits in changing interest rate environments
- Sharing best practises for building FTP frameworks that respond to economic volatility and rate cycles
- Understanding the need for flexible FTP methodologies that reflect changing deposit stickiness and value
- Exploring the implications of deposit surges and outflows on internal pricing and balance sheet management
- Reviewing how demand deposit behaviour has evolved across key macroeconomic periods
- Examining the challenges of applying static FTP frameworks to dynamic and shifting deposit conditions
- Evaluating the business impact of inconsistent FTP incentives on pricing and strategy
- Assessing whether institutions are moving toward integrated or siloed FTP approaches