ALM and Balance Sheet Management Toronto
This training course will address topics such as the evolution of ALM, liquidity management, and the Ibor reform.
Join us for this two-day course designed specifically to meet the needs of those working in ALM and balance sheet management. Industry experts will share best practice approaches on need to know topics and recent developments within the field.
This practitioner-led training will provide attendees with the opportunity to learn from and network with people from a variety of organizations. Sessions will include how to operate an efficient ALM model, liquidity risk frameworks, and the impact of the Ibor reform on ALM and balance sheet management.
Who Should Attend
Relevant departments may include but are not limited to:
- Risk management
- Liquidity management
- Balance sheet management
- Interest rate risk management
What Will You Learn
- Knowledge of the current ALM regulatory environment including ICAAP and ILAAP integration
- How to create and maintain an effective ALM strategy
- How to integrate strategic ALM and optimize the balance sheet
- FTP concepts and how they affect the balance sheet
- New ways to improve liquidity through assessing the character of the liquidity pool
- Reassess ALM strategies in response to the Ibor reform
In preparation for this informative training event, take a look at the Risk.net articles, highlighting the recent changes and challenges in the industry:
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.
Founder and president
Hovik Tumasyan is the Founder and President of FinRisk Solutions. With over 20 years of combined banking and advisory services he has advised financial institutions in North America, EU and Asia that range from investment and commercial banks to government owned and multilateral banks. Hovik assists financial institutions in design and implementation of capital and liquidity management frameworks and implementation of post-crisis changes for Capital Markets businesses.
Hovik holds a PhD degree in Physics from University of Miami and a degree in Mathematical Finance from University of Oxford.
Former CRO and Head of Risk for two of the largest Global Banks operating in Canada
Robert is an accomplished risk management professional with a solid 24 year career in risk management, banking & regulatory program management. His career spans executive leadership, relationship and financial management roles in the financial services industry.
He is a driven individual who has led, managed and overseen the implementation of risk and regulatory programs for two of the largest International Banks operating in Canada. Robert was most recently the Chief Risk Officer for the Canadian unit for one of the top 10 largest financial institutions in the world.
He has tremendous energy and passion for this industry and has continuously sought to build sustainable and pragmatic solutions for clients with whom he has worked.
He enjoys the complexity and challenge involved in what is essentially a fundamental business service (Banking).
MD, Enterprise Balance Sheet Risk
Svilen has an MBA from the University of Western Ontario (Ivey).
He joined RBC in June 2015 as a Director, Liquidity Risk, responsible for liquidity and funding risk methodology and oversight.
In early 2016, Svilen assumed additional responsibilities as a Sr. Director of Enterprise Liquidity and Non-Trading Market Risk, focusing on building a global oversight function for all Treasury and Banking Book related liquidity and market risk exposures.
As MD of Balance Sheet Risk, Svilen is responsible for leading the effective challenge and oversight function to Corporate Treasury and other business lines in all areas of liquidity and non-trading market risk originated by the retail, wealth management, insurance, and capital markets activities of RBC and at the consolidated Bank level.
Svilen is responsible for ensuring enterprise-wide liquidity and IRRBB compliance, and provides guidance and analytical support to regional Corporate Treasury and GRM teams. In addition, he supports new business and project initiatives, and directs the development of an appropriate reporting and monitoring to control key non-trading market and liquidity risks.
Prior to joining RBC, Svilen has worked in FX and fixed income trading with SocGen, and in the Asset Liability Management and Treasury functions of TD Bank and Scotiabank.
Ancheng is a Manager in financial services consulting practice at PwC Canada. He has over 8 years of experience in Treasury, ALM, and banking book risk management. He has been involved in high-profile consulting engagements as Subject Matter Expert on fund transfer pricing, ALM, capital management, and IRRBB for both domestic and international banking clients, and he also led projects that assist credit union and crown corporation clients to establish and enhance treasury and ALM functions including policy advisory, practice review and model development. Ancheng graduated from University of Waterloo with Master Degree in Quantitative Finance.
Liquidity Risk Officer
Steve Hageman was a Managing Director for US Liquidity Risk Management at Societe Generale, creating the Second Line Risk function for liquidity and structural risk.
Prior to that, he helped create the US Liquidity Risk Management First Line of Defense for HSBC Bank USA, and headed their US Asset Liability Management Team for their US Holding Company, including both Liquidity and Interest Rate Risk in the Banking Book. At both institutions, he created the initial Risk Appetite Limits and Reporting for Liquidity and Interest Rate Risk.
Earlier in his career, Steve worked in Transaction Banking for ABN AMRO doing market research and for HSBC Bank USA in a variety of finance roles.
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