Liquidity Risk: 
 
What You Need to Know in 2020
 

Date: Wednesday, January 8th 2020

Location: PwC, 90 Park Avenue (Between 39th & 40th Street)

New York, NY

Time: Registration & Cocktails 5:30 PM – Program Start 6:15 PM 

 

 
Please join us on Wednesday, January 8th 2020 for a discussion on liquidity risk. The following topics will be addressed:
 
  • Current issues impacting liquidity risk including recent regulatory focus areas, year-end balance sheet positioning, market liquidity, potential shift to negative interest rates and ongoing progress transitioning from the interbank lending rate (IBOR)
  • Funds-transfer-pricing and how it relates to alternative reference rate transition, the role of the 2nd line of defense in FTP methodology and liquidity forecasting by line of business
  • Intraday liquidity risk including monitoring and reporting, stress testing, forecasting and analytics and buffer considerations
  • Balance sheet management and optimization

 

Confirmed Panelists:
 
 
Tiffany Eng, Managing Director, Liquidity Risk, Goldman Sachs 
Tiffany oversees global liquidity regulatory policy, regulatory relations, and liquidity risk limits. Tiffany first joined Goldman Sachs as an analyst in the Quantitative Investment Strategies Group in Goldman Sachs Asset Management in 2006. She rejoined the firm as a vice president in Corporate Treasury in 2015 and was named managing director in 2017.
 
Prior to rejoining the firm, she was an attorney in the Legislative and Regulatory Affairs Group of the US Department of Treasury's Office of the Comptroller of the Currency, focusing on liquidity regulations.
 
Tiffany earned a BSE in Operations Research and Financial Engineering from Princeton University, a JD from Northwestern School of Law and an MBA from Kellogg School of Management.
 
 
 
Oliver Jakob, International Chief Risk Officer, MUFG Securities, and Head of Market, Interest Rate & Liquidity Risk Management, MUFG Americas
Oliver joined MUFG from UBS' Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 17 years. He started his career in Bankers Trust's Market Risk Department.  
 
Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.
 
 
Helmut Mannhardt, Global Liquidity Management, Citibank
Helmut is responsible for Citigroup’s Funding and Liquidity Management and oversees the internal and external liquidity metrics. He join Citibank in February 2019 from Barclays where he worked in London and New York as Global Head of  Liquidity Risk Management.
 
Prior to that Helmut held positons in Treasury ALM, CME and Liquidity Management with UBS and Deutsche Bank.
 
Helmut holds a master degree in Mathematics from Johannes Gutenberg University, Germany.
 
 
 
Selig Sechzer, Managing Director, Risk Management and Quantitative Analysis, BlackRock
Selig Sechzer, Managing Director, oversees risk management and quantitative analysis for BlackRock's Trading, Lending and Liquidity (TLL) businesses. Prior to his work with TLL, Dr. Sechzer was US Co-head of the RQA Fixed Income team, responsible for Multi-Sector Fixed Income, Tax-Exempt and Liquidity portfolios.
 
Dr. Sechzer's service dates back to 2004, including his time with Merrill Lynch Investment Managers (MLIM) which merged with BlackRock in 2006. At MLIM, he was responsible for risk management of investment grade taxable fixed income and liquidity products. Prior to joining MLIM, Dr. Sechzer was with Alliance Bernstein where he headed the global economic analysis and fixed income quantitative analysis teams.
 
Dr. Sechzer began his career as an econometrician with WEFA group and as an economics professor at Rutgers University. Dr. Sechzer holds BA and PhD degrees in Economics from the University of Pennsylvania
 
 
Moderator:
 
 
Seth Markowitz, Director, Independent Liquidity Risk, BNY Mellon
Seth is a member of BNY Mellon's Independent Liquidity Risk function, responsible for managing the function's governance framework and risk oversight of the Firm's Markets-facing businesses. He also serves as the Chief of Staff to the Corporate Treasury Chief Risk Officer. He joined BNY Mellon in 2012, previously working in the Market Risk Management department, focusing on regulatory reform driven initiatives and related strategy.
 
Prior to joining BNY Mellon, Seth worked at State Street in a number of roles, supporting Global Treasury and various client-facing businesses.
 
Seth holds a Bachelor's degree in Business Administration from American University.
 
 
 
Thank you to PwC for being the sponsor of this program.
 
 
 
 

**Registration can be done online by clicking here. If you prefer, you may submit your registration via fax (914-332-1541) with the following information: 

 

 

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Your membership category will be verified after receipt. If an adjustment is needed due to selecting an incorrect category at checkout, RMA NY Chapter is authorized to place a charge or credit on the card number supplied. All payments must be received prior to admission to meeting. THE OFFICIAL CUT-OFF DATE TO REGISTER is Monday, January 6th 2020. Cancelations must be received 48 hours in advance to qualify for a refund; cancelations after that time and no-shows are liable for payment. 

 

Phone: 914-332-0042 

Fax: 914-332-1541

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RMA New York Chapter

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