Workshop Agenda | October 28
REGULATORY LANDSCAPE
Defining best practises given limited prescriptive guidance
• Ensuring FTP practises align with emerging standards and emerging regulatory expectations
• Leveraging peer insights to strengthen FTP credibility and compliance
• Navigating the lack of standardized regulatory guidance in FTP implementation
• Building effective and actionable FTP policies for liquidity stress scenarios
Understanding regulatory expectations post SVB crisis
VALUE OF FTP - PANEL
Examining FTP’s evolving role as a diagnostic tool
• Examining the resource demands of daily, transaction -level FTP analysis
Leveraging daily FTP for precision and margin control
• Evaluating the appropriateness of monthly or quarterly FTP
• Considering advancements to make FTP more accessible
• Differentiating strategic vs. operational applications of FTP across bank sizes
• Assessing the impacts of limited pricing control on FTP insights
TECHNOLOGY
Navigating the complexities of FTP technology
• Understanding the core data and technological challenges of building robust FTP systems
• Integrating complex data inputs such as liquidity premiums, swap curves and optionality adjustments
Navigating the limitations of vendor-built systems
• Highlighting the role of FTP systems in both real-time pricing and profitability analytics
DEPOSIT FTP
Enhancing FTP strategies for demand deposits in a dynamic environment
• Adapting FTP for demand deposits in changing interest rate environments
• Sharing best practises for building FTP frameworks that respond to economic volatility and rate cycles
• Understanding the need for flexible FTP methodologies that reflect changing deposit stickiness and value
• Exploring the implications of deposit surges and outflows on internal pricing and balance sheet management
• Reviewing how demand deposit behaviour has evolved across key macroeconomic periods
• Examining the challenges of applying static FTP frameworks to dynamic and shifting deposit conditions
ALIGNING FTP WITH INTEREST RATE RISK ANALYSIS –PANEL
Enhancing alignment between FTP and Interest Rate Risk Management for strategic decision making
• Understanding the core purpose of FTP in transferring interest rate and other risks from business lines to the center/head office (Treasury)
• Identifying common challenges in aligning FTP assumptions with IRR models
• Discussing institutional practises for harmonizing FTP and IRR analysis
• Ensuring FTP accurately reflects changes in the interest rate environment
• Aligning FTP assumptions with real economic impacts across business lines
• Exploring best practices for modeling and adjusting FTP during both rising and falling rate cycle
IDENTIFYING FUNDING SOURCES
1:45 Identifying and categorizing reliable funding sources
• Ensuring collateral is eligible and accessible for use when needed, including rehypothecation rights
• Clarifying the role of FTP in funding strategy
• Conducting dry-run exercises to validate operational readiness
• Exploring the need to diversify wholesale funding inputs beyond FHLB Navigating organizational sensitivities around adjusting FTP assumptions and profit/cost attribution.
• Assessing regulatory scrutiny and stress test implications of single source dependency
MANAGING THE TRANSITION FROM RETAIL TO WHOLESALE FUNDING
Enhancing FTP clarity in the shift from retail to wholesale funding
• Identifying the communication dynamics between treasury teams and business units, and best practises around management reporting and governance routines
• Exploring the challenges of transitioning from retail to wholesale funding and its impact on FTP visibility
• Discussing the importance of breaking down FTP reports into clear, actionable insights for frontline teams
• Reviewing common pitfalls of oversimplified cost reporting and how it obscures true performance
• Understanding regulatory expectations vs. practical communication needs within the organization
• Sharing techniques for improving transparency around funding costs and pricing impacts
TREASURY RISK MANAGEMENT
Mitigating treasury risk accumulation in FTP frameworks
Evaluating management accounting, and strategic implications of managing Treasury’s FTP risk
• Understanding the drivers of treasury losses/gains from asymmetric deposit and loan growth
• Understanding how much treasury is subsidizing the lines of business vs not.
• Rebalancing risk accountability between treasury and business lines to ensure long term resilience
• Moving from static to dynamic FTP frameworks that reflect real-time risk and stress scenarios
• Aligning FTP incentives to discourage overly aggressive deposit pricing and growth strategies
BRIDGING OPERATIONAL DISCONNECTS BETWEEN FTP AND RISK MANAGEMENT
Harmonizing FTP, Risk and Treasury for cohesive financial decision making
• Examining the misalignment between short-term budgeting tools and long-term treasury models
• Understanding how heuristic-driven forecasts impact FTP accuracy and risk transfer
• Identifying gaps in operational systems that overlook key behavioural assumptions
• Evaluating strategies for improving integration between controller/ finance, independent risk, and treasury processes
• Sharing best practises in tooling, data governance and model calibration across functions
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
• xamining 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
CHAIR’S CLOSING REMARKS & END OF WORKSHOP
Agenda | Day 1 | October 29, 2025
8:00 REGISTRATION & BREAKFAST
8:50 CHAIR’S OPENING REMARKS
GEOPOLITCAL IMPACT – PANEL DISCUSSION
9:00 Addressing the impacts of geopolitical uncertainty on balance sheet management
• Understanding the impact of government policy on the rate cycle and credit cycle
• Addressing the breakdown between asset classes and the impact it has on predicting outcomes
• Completing scenario planning and risk assessment with unpredictable issues such as inflation and interest rates
• Assessing the effects on profitability, equity and overall balance sheet health
• Understanding how tariff uncertainty disrupts income forecasting and balance sheet strategy
• Forecasting future revenues, costs and risks in an unpredictable landscape
• Addressing the decrease in confidence for financial planning
Frank Sansone, Treasurer, SVP – Head of Treasury, China Construction Bank
Justin Van Beek, Head of Professional Practises, Community Bank N,A
Jeremy Warren, MD, Global Head of Liability Management, HSBC
REGULATORY LANDSCAPE
9:45 Managing compliance, capital structure and risk management strategies amidst an uncertain regulatory landscape
• Aligning internal vs regulatory views on what institutions need to be prepared for
• Anticipating implementation timelines and final ruling of Basel 3
• Managing operational challenges stemming from updated regulatory mandates
• Understanding new compliance requirements such as capital equivalency deposits
• Reviewing recent regulatory shifts such as transitions from Fed to OCC oversight
• Implementing best practises in a dynamic regulatory environment
Ganesh Radhakrishnan, MD – Head of US Regulatory Policy, Barclays
10:20 MORNING
THE RISKTECH ADVANTAGE
10:50 Transforming balance sheet strategy in volatile rate conditions
• Discover how banks can proactively manage rate volatility affecting balance sheet composition by optimizing hedging, funding, and deposit strategies to safeguard margins.
• Explore an idealized case study from our client engagements including Tier 1 banks, showcasing real-world scenarios and how modern risk technology drives better decision-making.
• Learn how unlimited scenario modeling within a timely workflow enables banks of all sizes to enhance profitability.
Luis Estrada, Co-Founder & COO, Mirai RiskTech
Antonio Borras, Head of Presales, Mirai RiskTech
INTEREST RATE DIRECTION – PANEL DISCUSSION
11:25 Navigating the complications of emerging factors on rate forecasting
• Developing effective hedging strategies without clear interest rate signals
• Safeguarding net income amid rate uncertainty
• Reviewing the implications of volatility on balance sheet structure and interest sensitive asset values
• Understanding how to prepare your balance sheet for the lower rate environment
• Understanding the impact of volatile interest rates on bank earnings and asset sensitivity
• Assessing systemic risks from liquidity constraints and restricted capacity
Svilen Petrov, MD – Enterprise Balance Sheet Risk, RBC
Ian Broff, Head of Bank Financial Risk, USAA
Dimitar Kolev, Senior Director – Head of ALM, Farmer Mac
12:10 LUNCH BREAK AND NETWORKING
EMBRACING UNCERTAINTY
1:10 Advanced topics in balance sheet management
• Stochastic Earning Analysis (SEA)
• Comprehensive Deposit Dynamics Modeling
P.J Cole, Managing Director, Empyrean Solutions
Ed Young, Managing Director, Empyrean Solutions
INTEREST RATE RISK MODELING
1:45 Accurately modeling interest rate risk with the current rate levels
• Validating deposit behaviour with a lack of historical data
• Assessing strategies for managing increased model uncertainty and volatility
• Enhancing collaboration between first and second lines to strengthen model credibility
• Using expert judgment and governance in assumption setting
• Exploring the use of forward – starting swaps and longer-dated hedges to mitigate future rate risk
• Discussing how different institutions are adjusting their hedging frameworks to cope with “higher-for-longer”
BALANCE SHEET OPTIMIZATION
2:20 From risk mitigation to strategic value: Unified balance sheet management
• Unified View of Risks: Benefits from incorporating multiple risk types into your balance sheet management process.
• Strategic Planning: Elevate risk discussions to become part of strategic planning and performance monitoring.
• Value Creation: Transform risk management from a mitigation function to a strategic driver of franchise value.
Alex Cannon, Senior Director, Product Strategy, Moodys
Laurent Birade, Senior Director, Industry Practice Lead, Moodys
SCENARIO ANALYSIS & STRESS TESTING
2:55 Incorporating new stress testing frameworks for external geopolitical conflicts
• Considering cross-risk scenarios to keep up with market volatility, rising rates and fast-moving deposits
• Assessing the effects of outdated stress testing templates
• Keeping up with demand for more frequent and dynamic testing with a lack of resources
• Assessing the efficiency and agility of scenario analysis and reverse stress testing
• Linking dynamic simulations of the whole balance sheet and income statements to the business performance metric
• Addressing the inadequacy of current stress tests
• Integrating capital and liquidity in stress testing
3:30 AFTERNOON REFRESHMENT BREAK & NETWORKING
INVESTMENT
PORTFOLIO MANAGEMENT
– FIRESIDE CHAT
4:00 Effectively hedging and realigning portfolio strategy with increased scrutiny and pressure
• Integrating hedging strategies with other balance sheet functions
• Responding to regulatory pressure on mark-to-market losses and capital adequacy
• Assessing the impact of interest rate volatility on regulatory capital and market perception
• Assessing the future of treasuries and mortgage-backed securities
• Managing the impacts of interest rate volatility on portfolio strategy
Rob Demilio, Head of Interest Rate Risk and CFO Price Risk, Bank of America
DEPOSITS
4:35 Managing deposit behaviour and pricing in a changing market landscape
• Navigating the trade-off between deposit retention and profitability
• Understanding the impact of Fed rate cuts on deposit behaviour and margin pressures
• Aligning deposit pricing strategies with funding cost management
• Tracking rising competition for deposits amid customer expectations
• Highlighting the need for real-time monitoring and liquidity contingency planning
• Incorporating strategic pricing and product innovation
• Considerations for broker deposits and primary purpose exemptions
Shaan Guha, SVP Asset Liability Management, Truist
DEPOSIT MODELING
5:10 Modeling deposit behaviour amid high interest rates and inflation
• Developing robust liquidity stress tests in a complex rate environment
• Integrating liquidity stress tests with ALM systems for enhanced scenario analysis
• Assessing the limitations of traditional deposit models in the current economic landscape
• Reviewing resource gaps faced by banks and support needs
• Understanding the importance of data quality and system integration to improve tress test accuracy
• Navigating the tension between short-term and long-term risk metrics and the conflicting assumptions about deposits
Mitchell Chad, Senior MD – Stress and Impairment, Modelling and Analytics, RBC
5:45 CHAIR’S CLOSING REMARKS
5:55 END OF DAY ONE
Agenda | Day 2 | October 30, 2025
8:00 REGISTRATION & BREAKFAST
8:50 CHAIR’S OPENING REMARKS
FHLBANK: LIQUIDITY AND FUNDS MANAGEMENT
- PANEL DISCUSSION
9:00 FHLBank executive insights on liquidity and funds management in a changing environment
• Current market trends and challenges in the banking industry
• Member funding strategies and borrowing patterns by region/ district
• Credit practices and collateral initiatives at the FHLBanks and the FRBs
• Capital Markets trends and observations with FHLB Debt
• Liquidity Stress Testing at FHLBs and Liquidity Buffers
• FHLBank System housing finance focus
• GSE Reform
Adam Goldstein, SVP, Chief Business Officer, Federal Home Loan Bank of New York
Scott Brennan, SVP, Director of Sales, Federal Home Loan Bank of Atlanta
Michelle Jonson, EVP Risk Management, Federal Home loan Bank of Chicago
Chad Brandt, Treasurer, Federal Home Loan Bank of Indianapolis
LOAN GROWTH
11:25 Projecting and achieving loan growth with high economic uncertainty
• Understanding how the shift in business investment behaviour is impacting on loan demand
• Reviewing approaches to scenario modeling for earnings sensitivity with and without loan growth
• Addressing the disconnect between optimistic loan growth targets and real-world performance under economic uncertainty
• Understanding the challenges of weak customer demand and competition
• Assessing the risks of aggressive pricing and credit loosening in a competitive loan market
• Navigating regulatory scrutiny amid shifting loan portfolio risk profiles
• Discussing strategies for disciplined, profitable loan growth in a constrained environment
INTRADAY LIQUIDITY MANAGEMENT
12:00 Adapting to regulatory changes and enhancing real-time control
• Exploring how EU and US regulators are shaping new intraday liquidity requirements
• Emphasizing the importance of managing intraday liquidity
• Incorporating intraday needs into existing liquidity frameworks
• Quantifying and calculating intraday exposure
• Understanding the implications of temporary intraday needs on the balance sheet
• Navigating the complexities of aligning real time monitoring and improving data infrastructure
REAL -TIME MONITORING
9:45 Prioritizing real-time upgrades amid broader digital transformations
• Discussing best practises for securing buy-in, funding and longterm value
• Unifying reporting across platforms to avoid inconsistent data
• Leveraging AI to automate and streamline reporting processes
• Navigating budget restraints and resource limitations
• Understanding the limitations of traditional, manual reporting processes
10:20 MORNING REFRESHMENT BREAK & NETWORKING
12:35 LUNCH BREAK AND NETWORKING
COLLATERAL MANAGEMENT
1:35 Managing collateral to support daily decisions and strategies
• Understanding how collateral constraints limit liquidity management
• Assessing outcomes from regulatory remediation programs
• Incorporating strategies to integrate collateral intelligence into daily and intraday decision-making
• Reviewing different technologies and tools being used for realtime collateral tracking
ADVANCED MODELING
10:50 Implementing advanced modeling while maintaining regulatory compliance and internal transparency
• Discussing the tools, talent and techniques required to evolve beyond static assumptions
• Utilizing AI to uncover deeper insights into forecasting
• Navigating real time behaviour with outdated forecasts
• Integrating real market drivers to improve accuracy and agility
• Discussing strategies to continuously update models in rapidly changing market conditions
Model Risk Head from Tier 1 Financial Institution
INTEGRATION ACROSS FUNCTIONS
2:10 Unifying departments to enhance forecasting and efficiency
• Enhancing decision making through unified platforms and shared data
• Discussing strategies to align functional goals and improve crossdepartmental collaboration
• Navigating the challenges arising from inconsistent forecasting across departments
• Assessing the impact of siloed processes od data integrity and balance sheet efficiency
• Breaking the barriers to building centralized infrastructure
FORECASTING THE BALANCE SHEET IN LINE WITH RISK APETITE
2:45 Building a more risk-aware balance sheet and NII forecast
• Exploring tools and techniques to improve Balance sheet and NII forecasting
• Using multiple scenarios to manage range of NII outcomes
• Assessing the challenges of accurately forecasting amid rapidly changing market conditions and evolving business strategies
• Aligning hedging assumptions with the firms defined risk appetite
• Integrating structural interest rate risk considerations early in the planning and forecasting process
Abheek Nangia, Director – Head of Balance Sheet Management, Scotiabank
3:20 AFTERNOON REFRESHMENT BREAK & NETWORKING
AI – PANEL
3:50 Unlocking the full value of AI in strategic balance sheet decisions
• Understanding the transformative potential of AI in balance sheet management
• Taking a cautious approach to ensure readiness
• Assessing the opportunities and efficiencies AI/ML brings to treasury and balance sheet analytics
• Establishing governance frameworks to oversee AI/ML model development and usage
• Discussing the challenges of model transparency, explainability, and regulatory acceptance
• Embracing the introduction to AI and automation in balance sheet and risk management practises
• Understanding where the industry stands in adopting AI for forecasting
Riten Dixit, VP-Market Risk, FHLB Cincinnati
Mitchell Button, Senior Director – Financial Model Validation, First Citizens Bank
Katherine Zhang, Sr. Risk Specialist, Federal Reserve Bank of Boston
GOVERNANCE
4:35 Establishing clear decision-making structures to navigate balance sheet complexity
• Defining a robust governance framework and clarifying decisionmaking priorities
• Determining the optimal allocation of the “next dollar’ across competing balance sheet priorities
• Understanding different institution’s structure decision making and accountability
• Identifying ownership of key frameworks for balancing capital efficiency, liquidity needs and structural interest rate risk
• Addressing ambiguity in decision ownership
• Ensuring governance frameworks remain adaptable to regulatory shifts
Judah Kaplan, Director – Independent Liquidity Risk – Legal Entities, BNY Mellon tbc
5:10 CHAIR’S CLOSING REMARKS
5:20 END OF CONGRESS
