Head of balance sheet strategy
Senior Treasury expert with core expertise in Balance Sheet Management, Performance Management, Funds Transfer Pricing, Liquidity Management and IRRBB. Driving Deutsche Bank’s Balance Sheet and in particular Funding Strategy to ensure optimal provision and allocation of financial resources. Experienced in leading through times of market as well as idiosyncratic stress periods.
Head of stress testing methodology
Anant Saxena is currently head of stress testing methodology at Credit Suisse. In his current role is he is responsible for oversight of stress testing models employed for firm wide stress testing.
Anant is also responsible for leading development of scenario calibration and expansion models used for scenario design. He is currently also leading the group wide PPNR modelling effort working closely with CFO teams.
Anant was working with EY in the financial services team prior to joining Credit Suisse in 2010. He graduated in computer engineering and holds an MBA qualification in finance.
Juan Gonzalez Herrera
vice-president, 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 asset liability and capital management
Head of liquidity risk management
Risk management consultant
IBSM Solutions Inc.
Karl Rubach is the Managing Director and founder of Integrated Balance Sheet Management Solutions, Inc. in Toronto, Canada. He has over 20 years of international Treasury, Balance Sheet and Capital Management experience. He has lead the implementation of Risk Adjusted Return on Capital (RAROC) and Balance Sheet Optimization frameworks, including Funds and Transfer Pricing (FTP) and Economic Capital allocation.
He is a frequent speaker at industry events. He holds a master’s degree in finance as well as a bachelor’s degree in economics from ITAM Mexico. He is also a CFA charter holder.
Subject matter expert- regulatory capital & liquidity
JP Morgan Chase
Shahab Khan currently works for JP Morgan Chase as subject matter expert in regulatory capital and liquidity.
Previously, Shahab worked 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.