Riten Dixit

VP-Market Risk - FHLB Cincinnati

Seasoned financial risk professional with over a decade of expertise in measuring, monitoring, and modelling interest rate risk, market risk, credit risk, and balance sheet management. A leader in quantitative modelling and analytics, advancing risk assessment and strategic decision-making through innovation.

All Sessions by Riten Dixit

12:00 - 12:30

ALIGNING FTP WITH INTEREST RATE RISK ANALYSIS – PANEL

Enhancing alignment between FTP and Interest Rate Risk Management for strategic decision making

  • Understanding the core purpose of FTP in transferring interest rate and other risks from business lines to the center/head office (Treasury)
  • Identifying common challenges in aligning FTP assumptions with IRR models
  • Discussing institutional practises for harmonizing FTP and IRR analysis
  • Ensuring FTP accurately reflects changes in the interest rate environment
  • Aligning FTP assumptions with real economic impacts across business lines
  • Exploring best practices for modeling and adjusting FTP during both rising and falling rate cycle

16:00 - 16:45

AI – PANEL

Unlocking the full value of AI in strategic balance sheet decisions

  • Understanding the transformative potential of AI in balance sheet management
  • Taking a cautious approach to ensure readiness
  • Assessing the opportunities and efficiencies AI/ML brings to treasury and balance sheet analytics
  • Establishing governance frameworks to oversee AI/ML model development and usage
  • Discussing the challenges of model transparency, explainability, and regulatory acceptance
  • Embracing the introduction to AI and automation in balance sheet and risk management practises
  • Understanding where the industry stands in adopting AI for forecasting