Liquidity risk management

Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP  for a number of financial institutions.

Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.

Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners. Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”. In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.

Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.

Christopher is a risk management consultant who has previously advised and implemented risk management frameworks for Huntington Bank and Bank of New York. He was most recently engaged implementing a Liquidity Risk Framework and Capital Stress Testing Framework. Previously, he was the Director of Capital and Risk Management at Associated Bank where he worked in various Corporate Treasury positions responsible interest rate risk management; funds transfer pricing, liquidity risk management, capital planning and stress testing. Christopher has over 30 years of banking and risk management experience and is responsible for development submission of capital stress testing analysis. He was also Director of Client Management for Quantitative Risk Management for over 10 years where he advised financial institutions on risk management practices. He has also held various positions in mortgage banking, securitization, and investment portfolio management with Farmer Mac and Freddie Mac. Holds an M.B.A. in Finance from the University of Chicago and a B.A. in Economics from the University of California, Berkeley. 

Jill is the associate director of the commercial banking program and an executive professor finance at the Mays Business School at Texas A&M. She is also a faculty member in the TRM certification. Previously, she worked at Moody’s where her team analysed US banks and GSEs, her expertise in financial risk management and regulation underpinned the group’s insights during a turbulent period of US bank failures. Prior to Moody’s, Jill lead a variety of teams at the Federal Reserve Bank of Dallas. She has academic publications, real world experience and a CFA, allowing her to deliver nuanced perspectives that drive informed decision-making in the ever-evolving landscape of finanical services. 

Helmut is a senior treasury executive with expertise in treasury and risk. He is adept in optimising resource allocation and developing robust risk management frameworks, while ensuring adherence to regulatory compliance across the organisation.