ALM Transformation and Innovation: Balance Sheet Management

ALM Transformation and Innovation: Balance Sheet Management
Transform ALM / Balance Sheet Management to deliver optimized performance management. Multiple factors such as competition, cost of regulation, low interest rates, and margining under stress are pushing treasurers, ALM leaders, and finance directors more and more to rethink their entire performance framework. It is time to investigate if there are more predictive and optimized strategies that can be applied, using advanced analytics, advisory robots and more modern technics such as AI/ML. At this Paris event, industry experts will discuss the use of dynamic forecasting, predictive and optimizing platforms based on advisory robots and ML/AI techniques. Please join PRMIA Paris Chapter for an evening of discussion.

 

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Agenda Speakers

 

Date:

May 16, 2019

Time:

6:00pm - 9:00pm

Location:
Hotel Sofitel Paris Arc de Triomphe
14, rue Beaujon, 75008
Paris, France


The session will cover the following points:

  • The impacts of regulations on performance across all lines of businesses.
  • Big data and advanced analytics entering forecasting and balance-sheet management domain; is it really happening or so far just an experiment?
  • Is ML/AI mature enough to contribute to real-life challenges of Treasury and Balance Sheet Management? Where will these technics have the most beneficial impact? 
  • What advantages would these techniques bring vs the ubiquitous standard statistics/linear regression?
  • The digitization of ALM/Treasury department implies a new type of profiles/resources. What is the real impact and plan? Does it push for a collaborative approach between FinTech, universities, and banks?
  • Are we ready to use/trust balance-sheet optimization advisory robots? How far can we go?


Agenda
  Time   Event
  6:00pm
  Registration and Welcome
  6:30pm
  Discussion Bank 1
  6:50pm
  Discussion Bank 2
  7:10pm   Discussion Fintech
  7:30pm    Panel Discussion with Speakers 
  8:00pm    Networking Reception


Speakers
     
Christian Jimenez, Diamant Bleu Gestion; Event Moderator

President and Co-Founder

Christian Jimenez has extensive experience in portfolio management and asset / liability risk management. He began his career in 1984 as Executive Assistant to the Banque de France, assigned to the General Secretariat of the Banking Commission. In 1991, he became deputy head of the balance sheet management and financial engineering department at BNP.

Christian joined the Caisse d'Epargne Group in 1994 as Deputy Chief Financial Officer and then as Chief Executive Officer of Surassur (1995-2002). In 2001, he was appointed director of own-account operations and investments of CNCEP (Caisse Nationale des Caisses d'Epargne et Prévoyance). He then creates the direction in charge of the ALM and the management of the proprietary portfolios. He also manages the assets of the Retirement and Provident Fund, where he chairs the Strategic Investment Committee. Between January 2008 and September 2009, Christian Jimenez is the Chairman of Imene Investment Partners, a financial investment advisory firm he founded himself.With Hugues Le Maire, he launched Diamant Bleu Gestion in September 2009, which became manager of the LFP Diamant Bleu fund in place of La Française des Placements Investissement. Christian Jimenez also taught five years as an associate professor of economics. He is Honorary President of AFGAP (the French Association of Passive Asset Managers), President of the French branch of PRMIA (International Association of Risk Management Professionals) and Director of AFFI (French Association of Finance).

 

  Arnaud Picut
Global Head of Risk Practice, Finastra 

Arnaud is the Global Head of Risk Practice at Finastra, responsible for managing the entire commercialization, chain of FusionRisk, Finastra’s digital risk platform, including the market positioning, value proposition, go-to-market strategy and building of global ecosystems. He also supports the digital risk transformation theme through regular thought leadership sessions with fintechs, advisory firms and dynamic financial institutions.

  Olivier Irisson
Group Chief Financial Officier, Groupe BPCE

Mr. Olivier Irisson has been the Group Chief Financial Officer at Groupe BPCE since November 1, 2013. Mr. Irisson is responsible for Finance, Risk and Operations and a member of the Groupe BPCE Management Board. He began his career in 1994 at Cetelem (a subsidiary of the BNP Paribas Group) before joining PricewaterhouseCoopers (PwC) in 2000 as a man the Financial Risk Management division. He served various positions within the Risk Department before being appointed to the Management Committee in 2006 in his capacity as Director of the Risk and Capital Measurement System Department. He has been BPCE – Permanent Representative Director of Compagnie Financement Foncier SA since September 29, 2018. He joined BPCE in June 2010 as Deputy Director of Group Risks. Since June 2013, he served as Director of Group As Liability management within the Group Finance Division. In 2002, he joined Société Générale to assume responsibility for credit risk modeling activities. He serves as Chairman at BPCE SFH Société Anonyme. He served as a Represented Director at Compagnie de Financement Foncier since March 28, 2011, until March 20, 2017, and BPCE SFH Société Anonyme since December 19, 2013. He was awarded a degree from the University of Paris Dauphine - majoring in Finance and Management Control. He holds a post-graduate diploma (DESS) in Strategy, Planning and Management Control and Ph.D. in Management Science.

     Nada Vialle, Efficiency Management Consultancy

TCM Practice Manager

Information systems engineer holding a master degree in computing management, I have also been certified as a design thinking expert in 2018 as well as lean six sigma black belt in 2015. 
Starting in Reuters in 2003 then during more than 16 years , I have advised some of the major of the finance and banking industry worldwide by leading transformation and migration programs, mainly for fixed income and ALM treasury activities. 
From the operational management of the releases to the reporting for EX co members, and from the coaching staff overseas to the change management of old legacy risk systems , I have always been driven and recognized as an enabler to promote success and Efficiency. 
Hence, I joined Efficiency Management Consulting to serve these 2 purposes.
 



Thank You To Our Sponsor
 
 
 


Registration

This event is FREE for members and non-members, although registration is required.  IMPORTANT:  Registration at the door is not an option due to building security requirements. You must be registered in advance to attend this event.  Registration closes at 11:59 p.m. EDT on Tuesday, May 14, 2019. Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.)  Become a PRMIA member by registering at becoming a member
 
When
5/16/2019 11:00 PM - 5/17/2019 2:00 AM
Where
Sofitel Paris Arc de Triomphe 14 rue Beaujon 75008 PARIS FRANCE
 

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