COMBO: Comprehensive IRR and Liquidity Risk Management

COMBO: Comprehensive IRR and Liquidity Risk Management

May 13 - 16, 2019 | Charlotte, NC

COMBO: Comprehensive IRR and Liquidity Risk Management
Comprehensive IRR from Three Perspectives: Management, Modeler and Auditor and Demystifying Liquidity Risk Management


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Program Description

Comprehensive IRR from Three Perspectives: Management, Modeler and Auditor
May 13 - 14, 2019

Managing the asset/liability process, modeling for interest rate risk, and auditing model inputs and outputs are some of the most heavily scrutinized areas financial managers face at their institutions today. Knowing how to define accurate and institution-specific assumptions and category characteristics for your Interest Rate Risk reporting is vital.

FMS has the answers. Our upcoming seminar, Comprehensive IRR from Three Perspectives: Management, Modeler, and Auditor will help you define effective ALM and IRR policies, accurately populate the model, understand the assumptions (and see the consequences of bad assumptions), define rate scenarios, perform EVE/NEV IRR simulations that will provide management with valuable information, and prepare your institution for regulatory scrutiny.

Attendees are encouraged to bring their policy(s), ALM/IRR results and/or ALCO packages so that throughout the seminar, they can apply the practices presented throughout the seminar to their individual sets of inputs, assumption and outputs. Throughout this interactive program, Deborah will work with hands-on with you and your own institution’s data.

Perfectly suited for anyone responsible for the ALM and IRR processes within your institution, this two-day program will cover:
  • Regulatory requirements for model audits and validations
  • Review of the biggest IRR modeling mistakes and how to avoid them
  • Evaluation of the inputs data, assumptions, and requirements of an effective ALM modeling process
  • Production of accurate outputs
  • The characteristics of effective ALCO reporting and the incorporation of IRR results into the overall asset/liability management function
  • Back-testing
  • Stress testing and trend analyses
Who Should Attend This course is designed for those responsible or accountable for the modeling function or auditing within their institution.
Job Functions Include: CEO, CFO, Treasurer, Investment Officer, Analyst, ALCO and Board of Directors


Demystifying Liquidity Risk Management
May 15 - 16, 2019

The Financial Managers Society and, Chris Mills and Tony Eramo from MountainView Financial Solutions will help banks and credit unions approach liquidity risk management with greater confidence. The 2-day Liquidity Risk Management seminar will cover a range of topics from developing an effective liquidity risk framework to building and strengthening plans and best practices for intraday liquidity, contingency funding, and stress testing. To ensure attendees walk away with a comprehensive base knowledge, Chris and Tony will expand on related topics that influence liquidity risk including deposit strategy, funding sources, pricing strategy and funds-transfer-pricing. The seminar will balance educational presentations with case studies and interactive group exercises and discussions.
 


Schedule*

Monday, May 13, 2019

7:30 AM – 8:00 AM
Continental Breakfast

8:00 AM - 4:00 PM
Program

12:00 PM – 1:00 PM
Lunch

4:00 PM
Conclude Day 1


Tuesday, May 14, 2019

7:30 AM – 8:00 AM
Continental Breakfast

8:00 AM - 12:30 PM
Program

12:30 PM
Conclude Day 2


Wednesday, May 15, 2019


8:00 AM – 8:30 AM
Continental Breakfast

8:30 AM - 4:00 PM
Program

12:00 PM – 1:00 PM
Lunch

4:00 PM
Conclude Day 3


Thursday, May 16, 2019

7:30 AM – 8:00 AM
Continental Breakfast

8:00 AM - 1:00 PM
Program

1:00 PM
Conclude Day 4


*Schedule is subject to change



Agenda

Demystifying Liquidity Risk Management
May 15 - 16, 2019

  • Developing an Effective Liquidity Risk Management Framework
    • Today’s Regulatory Environment
    • Independent Risk Governance – Defining Roles and Responsibilities Governance
    • Measuring Techniques and Metrics
    • Developing an Early Warning System
  • Intraday Liquidity
    • Building out and enhancing intraday liquidity programs
  • Building A Contingency Funding Plan
  • Liquidity Stress Testing
    • Improving Forecasting
    • Preferred Stress Testing Practices
    • Addressing all facets of liquidity
  • Funding Strategies
    • Liquidity Cushion Tradeoff
    • Diversification of sources
    • Primary Funding
    • Alternatives Secondary Sources
  • Understanding Depositor Behavior
    • Depositor Behaviors Impact on Liquidity
  • The Role of Pricing Strategy in Liquidity Risk
    • Exception Pricing
    • WAMP
    • Promotional Pricing
    • Retention vs. Acquisition
    • Regional Pricing
    • Borrowing Strategy
  • Funds Transfer Pricing
    • Current practices
    • Improving efficiency
    • Incorporating FTP in the culture of your bank
    • A bridge to smart deposit pricing

     


Presenters

Deborah Donaldson
President and CEO Alpha-Numeric Consulting, LLC

Prior to starting her own company 13 years ago, Deborah Donaldson worked for MPS and IPS-Sendero (Fiserv). As President and CEO of Alpha-Numeric Consulting, Deb is responsible for model certifications and validations for a variety of domestic and international simulation models. She has specialized knowledge and technical skills backed by more than 31 years of experience in banking, financial applications, software models, and consulting services with an emphasis on asset-liability management, internal audit, liquidity, profitability analysis and risk management. Deb is a former member of the FMS Board of Directors, past Chair and current member of the FMS Internal Audit/Risk Management Council, national speaker, frequent contributor to industry newsletters and magazines, BALM contributor, Georgia Bankers Association member, and Editorial Advisor for the Internal Audit Alert newsletter. She has published both fiction and nonfiction, including the 2nd edition of the Internal Audit Desk Reference, as well as Auditing and Validating Asset/Liability Management Models publications for FMS.


  Tony Eramo
 
Managing Director at MountainView Financial Solutions

Tony manages relationships with midsize and large banks, seeking to understand each institution’s unique balance sheet challenges and offer solutions that enhance performance and compliance. Tony brings more than 25 years of banking experience to this role, most recently serving as SVP, CFO at United Bancshares. He previously held several positions at Huntington National Bank, including SVP, Strategic Planning; CFO of the Wealth, Government and Home Lending Division; SVP, Segment Risk Officer; and SVP, Deposit Pricing Director. Prior to Huntington, he served in several finance roles, including VP, Margin Manager at Sky Financial Group, and CFO at Three Rivers Bank. Tony earned a BS in Finance from Penn State University and a MBA in Finance from the University of Bridgeport.


Chris Mills
Managing Director at MountainView Financial Solutions

As Managing Director of Model Validation Services, Ms. Mills oversees the consulting team providing validation services for ALM models, DFAST/CCAR models, liquidity models, mortgage-related models, and other financial models. In this role, Chris is primarily responsible for client management and all validation services.

Ms. Mills has over 24 years of experience and brings significant expertise across asset/liability management and model risk assessment processes. Her vast modeling experience spans across investments, mortgages, commercial loans, non-maturity deposits, derivatives, and BOLI.

Before joining MountainView-McGuire in 2012, Ms. Mills was Vice President, Investment Banker at Gleacher & Company and Director, Investment Banker at Sunrise Securities. Prior to that, Ms. Mills was SVP, ALM Manager at Colonial Bank where she developed, implemented and managed a capital forecasting model that included M&A modeling, stock repurchase plans, debt issuances, common stock issuances, divestitures, balance sheet strategies, stress testing of credit and liquidity risk strategies. Ms. Mills was also SVP, ALM Manager at Compass Bank where she was heavily involved in strategic planning, merger and acquisition (M&A) modeling, securitizations, and derivatives.


Location and Accommodations

Sheraton Charlotte Hotel
555 South McDowell Street, South Tower
Charlotte, NC 28204

Special FMS Room Rate: $189/Night
Deadline for Room Rate: April 22, 2019


Reserve Accommodations


 

Credit Hours

Earn up to 24 hours of CPE credit.
  • Level: Basic to Intermediate
  • Prerequisites: None
  • Advance preparation: None
  • Field of Study: Finance
  • Instructional Method: Live-Group

For more information regarding administrative policies such as concerns or refunds, call 800-ASK-4FMS (800-275-4367). FMS is registered with the National Association of State Boards of Accountancy as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses. Complaints regarding sponsors may be addressed to: The National Registry of CPE Sponsors, 150 Fourth Avenue, North, Suite 700, Nashville, TN 37219-2417 Web: www.nasba.org


Refunds and Cancellations

A refund minus a $250 processing fee will be provided for cancellations received by FMS in writing four weeks prior to the program start date. No refunds will be given for cancellations received after that date. A substitution from your institution is welcome at any time. FMS reserves the right to change instructors or reschedule/cancel sessions when necessary. FMS is not responsible for airfare penalties incurred due to the cancellation of the program. For more information regarding refunds, concerns, and/or program cancellation policies, please contact our offices at (312) 578-1300.


Registration Fee (Combo Pricing)

Members and Non-members sign in or create an account below to register

FMS Members:                              $1,795
Staff/Co-Worker of Member:        $1,995
Non-members:                              $2,595


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When
5/13/2019 7:00 AM - 5/16/2019 12:30 PM
Where
Sheraton Charlotte Hotel
555 South McDowell Street
South Tower
Charlotte, NC 28204 United States

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