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Asset Liability Management - Managing, Not Avoiding Risk

September 28th, 2017 9:00 AM – 3:00 PM

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Asset Liability Management - Managing, Not Avoiding Risk
September 28, 2017
9:00 am – 3:00 pm

Session Overview
This ALM session will focus on three primary areas: 

  • Understanding ALM Analyses
  • Using analytics for better informed decision making
  • Managing your balance sheet in the current regulatory and market environment

The session begins by examining the fundamental components of ALM including the Net Interest Income Simulation (NII), Net Economic Value Analysis (NEV) and Gap analyses.  The pros and cons of each simulation as well as the assumptions needed to drive accurate results will also be reviewed.

Other topics include: What-If Analyses, liquidity forecasting & stress testing and developing the framework for a sound contingency funding plan.  We will tie it all together with a discussion on how to use interest rate risk reports to make meaningful decisions including the impact of changing interest rates and recent regulatory areas of focus.

Session Agenda
8:30 am to 9:00 am - Signing in, networking, light breakfast
9:00 am to 3:00 pm - Training (Lunch is Provided)

About Your Speakers

Cullen Coxe, Senior Director, Advisory Services
ALM First Financial Advisors

Cullen Coxe joined ALM First Financial Advisors in 2003. As a Senior Director for the firm, Mr. Coxe is primarily responsible for collaborating with IMG and the client’s management team to customize and implement actionable and effective ALM and investment strategies to maximize client performance. Additionally, Mr. Coxe proactively designs sensitivity analyses and scenarios to test client balance sheet exposure to various factors and formulates action plans to optimize client performance within policy and risk tolerances. As a Senior Director, he also ensures our clients receive accurate and timely information.

Mr. Coxe has lengthy experience in trading and investment portfolio management. He also has had extensive interaction with the secondary market, including mortgage-loan origination, production, funding and hedging. He has shared his expertise at various conferences and educational sessions.

Before joining ALM First, Mr. Coxe was a bank portfolio manager and trader, responsible for a $4 billion mortgage-backed security portfolio. In this position, he researched, analyzed and executed trades involving mortgage-backed, pass-through securities, as well as collateralized mortgage obligations. Additionally, he hedged the portfolio on a monthly basis to ensure compliance with regulatory guidelines, and planned and forecasted balance sheet strategies based on various interest rate scenarios. Prior to serving as a portfolio manager for the bank, he managed its liabilities and all borrowings with a focus on reducing the cost of funds.

Mr. Coxe has a bachelor’s degree in business with a major in economics from the University of Oklahoma.

Stacey Wilkerson, Senior Director, Advisory Services
ALM First Financial Advisors

Stacey Wilkerson joined ALM First Financial Advisors in 2005. As a Senior Director for the firm, Ms. Wilkerson is primarily responsible for collaborating with IMG and the client’s management team to customize and implement actionable and effective ALM and investment strategies to maximize client performance. Additionally, Ms. Wilkerson proactively designs sensitivity analyses and scenarios to test client balance sheet exposure to various factors and formulates action plans to optimize client performance within policy and risk tolerances. As a Senior Director, Ms. Wilkerson also ensures our clients receive accurate and timely information.

Ms. Wilkerson has shared her expertise at various conferences and education sessions on customized portfolio strategy development, risk assessment and risk management, liquidity management, bond math, net interest income simulation and net economic value analysis; as well as ALM and investment options.

Prior to joining ALM First, Ms. Wilkerson was the commercial card project manager at Electronic Data Systems (EDS), where she served as a computer programmer for six years.

Ms. Wilkerson holds an MBA with a concentration in financial services from the University of Dallas; and a bachelor’s degree in finance, management information systems, and general business from Texas Tech University.

Session Fees
$290 for credit unions with >$50M in assets
$145 for credit unions with <$50M in assets
$72.50 for credit unions with <$10M in assets

Tuition Reimbursement
Maryland and D.C.-based credit unions with up to $150 million in assets may be eligible for up to 75% educational reimbursement from the Credit Union Foundation of MD & DC.

MD|DC CUA
8975 Guilford Road
Suite 190
Columbia, MD 21046

Event Info

When

September 28th, 2017 9:00 AM – 3:00 PM

Where

MD|DC CUA
8975 Guilford Road
Suite 190
Columbia, MD 21046

Contact

Phone: 4433250772
Email:

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