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Interest Rate Risk Issues - Practical Guidance
LIVE Webcast
Robert J. Wyle, CFA
Director, Financial Risk Management
KPMG LLP
Background
Robert Wyle is a Director in KPMG’s Mid-Atlantic Risk Advisory Services practice in the Tysons Corner office. Mr. Wyle is a seasoned Risk Management Executive with 18 years of Financial Services experience both as a risk manager and a software vendor. His focus has been in asset/liability management, funds transfer pricing, product management, business development, sales, and customer relationship management. Mr. Wyle is highly skilled at taking troubled and underperforming groups and transforming them into useful and well-managed organizations.
Professional and Industry Experience
Prior to joining KPMG, Mr. Wyle was Director of Market Risk Management at E*TRADE Financial. He was responsible for the daily quantification of interest rate risk across all businesses and product lines using QRM, the Bank’s risk management software system. Prior to that, he was the Global Product Manager for ALM at SunGard BancWare. Mr. Wyle managed the BancWare Convergence Asset/Liability Management software product suite which included the design and implementation of detailed product enhancements. Mr. Wyle began his career in financial services at the Federal Home Loan Bank of New York where he built the ALM model that was in use until recently at which time it was replaced by QRM. Mr. Wyle was also on the team that implemented the Treasury Services ALM system at the Dime Savings Bank.
Frank Farone
Managing Director
Darling Consulting Group, Inc.
Frank consults nationwide with CEOs and CFOs of banks to increase earnings through the proactive management of capital, liquidity/funding risk, and interest rate risk. Prior to joining DCG, Frank was Vice President at the Federal Home Loan Bank of Boston, where he consulted in areas of asset/liability management, pricing theory, liquidity and capital management. He is a frequent speaker and author on topics such as industry issues and trends, funding solutions, regulatory issues, interest rate risk management, capital management, and derivatives hedging techniques.
Frank was designated a “top-rated” speaker by FMS and is well known for his popular seminar “Turbo Charging Your ALCO Process” having helped thousands of bankers across the country.
Frank graduated magna cum laude from Siena College in Albany, N.Y., and holds an accounting degree from Albany Business College. He lives in Winchester, Massachusetts with his son, Alex. He is an avid golfer and runner, having completed 39 marathons, including several Boston Marathons over the past 20 years.
Phil Stenseth, CFA
Managing Director
The Baker Group
Phil Stenseth, CFA is a Managing Director
of The Baker Group. He is responsible for
directing the firm’s fixed income trading operation. He is instrumental in the firm’s development of bank investment portfolio and interest rate risk management strategies, researching new investment products, monitoring bank regulatory and compliance issues. Additionally, Phil has revised and continues to enhance the firm’s proprietary software programs designed to assist clients in the management of their investment portfolio (APM) and the overall interest rate risk of the bank (IRRM).
Phil regularly conducts educational seminars for banking groups and associations nationwide. He has addressed various bank trade associations and serves as a faculty member of several national and regional banking schools. Phil has been frequently published in many banking journals and periodicals.
Phil holds a Bachelor of Science degree in Finance from the University of Arizona and is a Chartered Financial Analyst (CFA). He is a member of the Association for Investment Management and Research (AIMR) and the Financial Analysts Society. Additionally, Phil is registered as a general securities representative with the National Association of Securities Dealers, Inc. (NASD).
Charles L. Gilbert, FSA, FCIA, CFA, CERA
President and Founder
Nexus Risk Management
Charles L. Gilbert is president and founder of Nexus Risk Management Inc. providing advanced risk management solutions to the financial services industry globally. Mr. Gilbert does a wide range of Asset Liability Management and Enterprise Risk Management related work for several insurance and reinsurance companies worldwide.
Through a number of joint ventures Mr. Gilbert executes ALM strategies and portfolio optimization for asset management clients, conducts on-going research and provides training.
Previously, Mr. Gilbert was the leader of the Asset Liability Management initiative for Tillinghast - Towers Perrin in North America and was also responsible for building the Equity Risk Management initiative for the firm.
Prior to joining Tillinghast, Mr. Gilbert was Head of Asset Liability Management and Corporate Actuary at ING Life where he was responsible for Asset Liability Management, as well as the valuation, pricing and financial management for investment products.
Mr. Gilbert has over 20 years of experience in the life insurance industry and has trained over 1,000 ALM practitioners, regulators, rating agency analysts and senior management on Asset Liability Management worldwide.
Interest Rate Risk Issues - Practical Guidance
Speaker Firms:
The Baker Group
Upcoming events.