Oresta Mehta

Interim Regional Treasurer, Americas - HSBC

Oresta is a 15+ year experienced Treasury executive with a track record of strong revenue generation, prudent risk management, and leading global teams across the Americas and Europe. Oresta leverages her deep expertise in markets, economic and political trends, liquidity, and accounting frameworks to create deep impact across the bank. 

Oresta currently oversees Treasury and Markets Treasury teams at HSBC, responsible for managing the bank’s liquidity, capital, interest rate risk, recovery and resolution, and investment portfolio. Oresta also has taken on Global Treasury Sustainability Lead, enabling her to be on the forefront of a key topic for HSBC and the industry as a whole. 

Oresta thrives on managing complexity, deriving optimal business outcomes by working through macroeconomic outlook, regulatory requirements, and business opportunities. Oresta is passionate about developing and leading high performing teams across cultures and being a change agent to evolve the business. 

Oresta holds Masters from Monterey Institute of International studies and is a CFA charterholder. She enjoys learning languages, follows behavioral science research, the enjoys the outdoors

All Sessions by Oresta Mehta

10:50 - 11:35

INTEREST RATES – PANEL DISCUSSION

Understanding the extent of the upcoming rate cuts and preparing strategies to manage exposure

  • Managing assets with a lower interest rate margin
  • Monitoring and managing IRRBB
  • Understanding the extent of the upcoming rate cuts
  • Managing the risk of incorrect expectations
  • Adjusting internally to fit the new environment
  • Building a flexible balance sheet to accommodate various interest rate scenarios
  • Reviewing the liquidity implications moving forward with interest rate risk
  • Analyzing the impact of interest rates and spreads on the credit cycle
  • Reviewing the impact at a macro level
  • Managing interest rate risk arising from mismatches and assumption changes
  • Managing interest rate risk exposure with repricing and maturity gaps