Head of regulatory interpretations, liquidity
Shahab Khan currently works for Deutsche Bank in New York in Treasury function as Head of Regulatory Interpretation-Liquidity. Prior to this, he was with the Regulatory Policy group where he was subject matter expert on matters related to Liquidity, Capital, RWA, Market Risk etc. Before this, he worked for various financial institutions and was associated with one of the big 4 accounting firms in the financial advisory group at the beginning of his career. During his professional career, he has held various positions in Treasury and M&A groups. For the last several years, he has been dealing with Capital and Liquidity regulations that are applicable in the US. In addition to MBA, he is also a Certified Treasury Professional. He is an avid reader and loves to travel.
Juan Gonzalez Herrera
VP - Global treasury risk management
Juan Gonzalez Herrera has over 20 years of experience on interest rate risk management and derivatives modelling.
He joined State Street Bank and Trust in 2014 as Director of Quantitative Analysis in the Global Treasury Risk Management team, where he led the oversight of interest rate risk, liquidity risk and market risk models, as well as the development of models to be used by the second line of defense. In 2018 Juan joined the Model Risk Management team, where he leads the validation of models related to Treasury Risk, including behavioral modelling of deposits. Before joining State Street Juan worked for Santander US, leading the modelling and methodology for market risk models. Additionally, Juan spent 5 years as consulting manager on ALM, with wide-ranging exposure to banking markets in the US, Canada, LATAM, Europe and China. His previous experience also includes several years of academic teaching, mainly focused on risk management and derivatives.
Head of balance sheet management
Standard Chartered Bank
Risk management consultant
Silicon Valley Bank
Head of liquidity risk management
Subject matter expert
- Studied Mathematics, Computer Sciences and Philosophy at the Universities of Heidelberg and Darmstadt
- Cash, money market and derivatives trader, later heading up the asset/ liability management at Banque Nationale de Paris in Frankfurt
- Deputy Head of Financial Markets at NatWest Markets in Frankfurt
- He headed the treasury and liquidity risk methodology in Deutsche Bank; developed and implemented the methodological framework for liquidity risk ( LiMA – Liquidity Measurement & Analysis)
- Executive Director Algorithmics’ ALM and Liquidity Risk Solutions
- board member and head of product management for Fernbach Software, Luxembourg
- Since 1999 until now he speaks at major (liquidity) risk conferences, tutors seminars and workshops on liquidity risk and ALM and consults banks and institutions such as the ECB and the BIS (where he is a regular speaker at the Financial Stability Institute) on liquidity risk
- Since 2008 he focuses on Liquidity Risk in his own firm, Liquidity Risk Corp. (LRC) where he advises private banks, central banks and regulators on liquidity risk methodologies and helps to build software solutions to implement the resulting policies