Balance Sheet Risk Management Amid Volatile Market Conditions- Expert Roundtable

The SVB failure has reinforced the importance of establishing sound risk management processes across an organization. This webcast will feature an in-depth discussion with experts on ALM lessons learned from SVB, the value of integrated balance sheet risk management, and more:

• Insight into current regulatory and market environments for balance sheet risk management 
• How to manage the rising, fast-changing interest rate environment and its impact on other risks
• How to prepare for rapidly changing market conditions
• Utilizing technology and analytics to improve balance sheet risk management

Speakers

Wei Chen

Director, Global Risk Consulting, Risk Research and Quantitative Solutions, SAS Institute

Wei Chen is the global solution lead of balance sheet risk management initiatives at SAS. In recent years Wei has led several programs in the risk and finance integration area including enterprise stress testing and IFRS 9/CECL. He has been a trusted advisor to financial institutions around the world on risk models, methodology, solution design, and implementation. Wei has more than 20 years of banking and insurance experience in the areas of credit risk, market risk, asset and liability management, and liquidity risk from both regulatory and internal management perspectives.

He specializes in risk-based balance sheet management, capital planning and recovery, and resolution planning, and more recently has immersed himself in AI/ML analytics applications in treasury and risk management.

Wei is a frequent speaker and author in the risk community. He co-authored a Wiley Finance Series book, “Financial Risk Management – Applications in Market, Credit, Asset and Liability and Firmwide Risk.” Wei is an associate editor of the Journal of Risk Model Validation and holds the Financial Risk Manager (FRM®) Certification. He earned a PhD concentrated in quantitative finance.

Dr. Donald van Deventer

Managing Director - Risk Research and Quantitative Solutions, SAS

Dr. Donald van Deventer joined the Risk Research and Quantitative Solutions group at SAS Institute, Inc. in June 2022 through SAS’ acquisition of his previous firm, the Kamakura Corporation. He founded Kamakura in 1990 and served as Chairman and Chief Executive Officer until the acquisition.

Dr. van Deventer's emphasis at SAS Institute, Inc. is enterprise-wide risk management and modern credit risk technology. His primary financial consulting and research interests involve the practical application of leading-edge financial theory to solve critical financial risk management challenges.

Gokce Ozcan

Partner, Oliver Wyman

Gokce Ozcan is a partner in the Finance and Risk practice in Oliver Wyman’s New York office. She is an expert in risk management and has 18 years of experience working closely with banks, insurance companies, and leading financial institutions in the U.S.

Gokce’s focus is on balance sheet, P&L, and capital management. She has advised leading banks on interest rate, liquidity/funding, credit, market, and operational risk topics across the spectrum. Gokce has published on these topics and run webinars and roundtables and conducted industry-wide surveys.

Gokce joined Olive Wyman after obtaining an M.S.E. degree in Operations Research and Financial Engineering from Princeton University.

Bryan Feierstein

SVP, GARP Benchmarking Initiative

Bryan Feierstein joined GARP in 2015 as part of the GARP Benchmarking Initiative team. Prior to that he spent 30 years as a risk practitioner on the banking and insurance sides along with several years working in the risk technology space.

Bryan recently co-authored a technical paper, "Calculating the Regulatory Surcharge for US G-SIBs" that steps through the mechanics of the regulatory capital buffer-setting mechanism using publicly available bank data.