Registration for this event is now closed.
In March 2023, the collapse of Silicon Valley Bank and Signature Bank — followed by UBS’ takeover of Credit Suisse and JP Morgan’s acquisition of First Republic Bank the following month — made headlines around the world and triggered selloffs in global markets. These failures raise serious questions concerning the soundness of banks’ interest rate risk, liquidity risk, and capital risk management processes and the inability of regulators to mitigate the turmoil.
Our panel of prominent risk professionals will share their perspectives on lessons learned and changes anticipated in the industry in the aftermath of the failures. Among the questions they will consider are:
Space is limited. Registration is required to attend.
Registration: 5:30 pm – 6.00 pm
Welcome and Keynote: 6:00 - 6:10 pm
Panel Discussion: 6:10 – 7:00 pm
Audience Q&A: 7:00 – 7:15 pm
7:15 - 7:25 pm: FRM®, SCR®, ERP® Recognition Ceremony
Networking reception: 7:25 – 8:30 pmAttendees qualify for 1 GARP CPD credit.
June 6, 2023
5:30 PM - 8:30 PM
Charlotte Marriott City Center, 100 West Trade St, Charlotte, NC 28202
Interest Rate Risk Executive, Bank of America
Managing Director, Debt Capital Markets, SMBC Nikko
Liquidity Risk Management, Wells Fargo
Managing Director – Head of Enterprise Counterparty Risk Management Wells Fargo
Enterprise Capital Risk Executive – Managing Director Bank of America
Head Enterprise Data Risk - Compliance and Operational Risk Bank of America
Rob DeMilio joined Bank of America in April 2001 and is currently working in the Global Risk Management department with responsibility for oversight of enterprise Interest Rate Risk as well as Market Risk within the CFO organization. He joined the bank in 2001 as a computer programmer in the Technology department, then transferred to the Market Risk team in 2008 to cover the Mortgage Servicing Rights hedging activities. Soon after his move to risk, the bank’s acquisition of Countrywide resulted in the portfolio Rob was covering becoming one of the largest single portfolios of market risk in the banking industry. His coverage of CFO Market Risk activities has grown to include banking book FX hedging, deferred compensation hedging, ALM portfolio investments, and enterprise Interest Rate Risk coverage.
In addition to his primary job responsibilities, Rob has been active in employee engagement and D&I activities at the bank. He chaired his group’s Employee Engagement, Diversity, and Inclusion council for two years where he was a champion for many key initiatives related to D&I, volunteering, training, and team building.
Rob has a B.S. in Computer Science from Clemson University with an MBA from the University of North Carolina at Charlotte.
Jennifer Imler is a Managing Director in FIG DCM for SMBC Nikko, where she advises banks on capital, funding, and liquidity solutions. Previously, she was Head of Capital Markets Liquidity Management at Wells Fargo, managing a team charged with funding the company’s institutional and retail broker-dealers while considering the liquidity and capital implications of balance sheet deployment.
Earlier, Jennifer was at the U.S. Treasury. As Head of Marketable Debt Issuance she advised the Under Secretary of Domestic Finance on optimal strategies for funding the federal government and helped structure the U.S. Treasury’s floating rate note program. She also advised regulators on rulemaking related to Basel III standards, the Dodd-Frank Act, and 2a-7 reform.
Jennifer has held both trading and structuring roles on municipal derivatives and CMBS desks.