From 2022 to 2024, Sarah served as Global Treasurer for BNY Mellon responsible capital management, balance sheet management, interest rate and currency risk management, liquidity, funding, short-term investments, resolution and recovery planning, pension investment, and international Treasury. Sarah chaired the Asset Liability Committee, the Benefits Investment Committee, and the Resolution Steering Committee and was named to the Senior Advisory Council for the company.
Prior to joining BNY Mellon, Sarah was Treasurer of CIT Group, where she managed all aspects of the parent and bank Treasury functions and led the LIBOR Transition program. Earlier, Sarah spent many years at Bank of America in Corporate Treasury, the Corporate Investments Group as a Portfolio Manager and Head of Equity and Fixed Income Research, and Capital Markets. She started her career at J. P. Morgan & Company where she held positions in Corporate Finance and headed Global Commodity Derivative Sales.
She is a graduate of Georgetown University’s School of Foreign Service, where she was a Landegger Scholar and Rhodes Scholar Finalist. Sarah was selected to the 2020 class of David Rockefeller Fellows and is a member of the Women’s Bond Club and the Global Association of Risk Professionals.
All Sessions by Sarah McAvoy
INTEGRATION OF ALM, LIQUIDITY, CAPITAL AND FTP SYSTEMS – PANEL
Integrating ALM, Liquidity, Capital and FTP systems with organizational barriers
- Exploring the impact of system fragmentation on data consistency, decision-making, and strategic alignment
- Addressing the challenges posed by differing ownership across departments
- Identifying practical solutions for creating a unified infrastructure that connects risk and finance functions
- Examining the benefits of full integration of FTP as a strategic tool not just a reporting mechanism
- Improving consistency across treasury, risk and finance functions
- Exploring real world examples of how banks bridge mismatches between FTP and ALM
- Understanding how FTP and ALM models can reflect different assumptions about interest rate and liquidity risk