Speakers

Speakers

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James Linehan

Assistant treasurer & head of asset and liability management

Permanent

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Filip Charvat

Financial risk model oversight manager

TSB Bank

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Tony Morley

Head of group balance sheet management

Bank of Ireland Group

Tony is currently the Head of Group Balance Sheet Management and is responsible for strategic oversight of the Bank of Ireland Group balance sheet from a funding and liquidity perspective.  He has responsibility for funding and liquidity strategy, wholesale funding execution, funds transfer pricing, collateral management and management of structural risk positions as well as the ILAAP and Recovery plan.   Tony is a member of the Bank of Ireland Group Asset and Liability Management Committee.  Prior to his current role, Tony held other senior positions in Bank of Ireland as well as senior customer facing roles external to the Bank.  He holds a first class honours MBA from Ireland’s leading Business school as well as a first class honours Msc. in Investment and Treasury.

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Dr. Pascal Vogt

Associate director

Boston Consulting Group

​Pascal is a core—member of the worldwide Financial Institutions practice and BCG’s Global Topic Leader for Treasury. He has 12 years of experience in consulting with a strong focus on Treasury, ALM and Enterprise wide risk management and is responsible for the BCG Treasury survey
​Selected BCG experience includes:
•Transformation of the treasury function at a major German state-owned bank and a large Landesbank
•Further development of funds transfer pricing at a major German bank
•Reorientation of the risk management function of a French asset manager
•Restructuring of a major German state—owned bank
•Value—based management and RWA reduction at a major German state—owned bank
•Groupwide implementation of MaRisk at a major German automotive bank
​Other professional experience
•2003–2005 lecturer in mathematics, University of Bath
•2005–2007 ifb group, Cologne, Senior Consultant in Banking and Risk Management
•Project experience in several German banks, e.g.,
–Overall bank management: ICAAP methodology, risk—return management at overall bank level
–Treasury strategy and methodology
–Credit risk management: Credit portfolio models, credit risk reporting, credit limit system development/implementation
–Risk—adjusted pricing: Methodological development, implementation, pricing tool, and standard terms table
​Pascal has a PhD in mathematics from the University of Bath in the United Kingdom and holds a Master’s degree in mathematics from Kaiserlautern University of Technology