Bank Treasury: Balance Sheet, Curve Analytics, Valuation and Accounting
Join Bloomberg experts in exploring tools on and off the terminal to support the treasury decision making process and post trade activities in Balance sheet and Banking book interest rate management, Derivative hedging, Valuation and analytics.
Discussion topics:
- Balance sheet representation and risk management
- IRRBB, Long Term Liquidity Positions representation
- Valuation (Derivative and xVA valuation support)
- Curve and Swap Toolkit's for treasury applications
- Accounting and Finance: Hedge accounting and upcoming Book value developments
Speakers
Annie Grebenyuk
FX Markets and Corporate Treasury Specialist
Bloomberg
Annie Grebenyuk is an FX markets and corporate treasury specialist at Bloomberg. Her focus is on assisting Bloomberg clients to optimise their FX and treasury operations while working closely with Bloomberg product developers to help enhance Bloomberg solutions and to tailor them to the current market needs. She joined the company 10 years ago from Barclays Capital where she was an FX exotic options trader for 5 years. Previously she worked briefly at BNP Paribas. Annie holds an MSc degree in Financial Mathematics from the University of Oxford and BA degree in Mathematics from the University of Cambridge.
Ross Thies
Sell Side Risk Technology Solutions
Bloomberg
Ross Thies is a risk solution specialist at Bloomberg. His focus is on supporting clients in their various journeys in solving risk and treasury technology challenges. These topics may include Market risk, derivatives pricing including xVA, market and credit risk capital, credit risk, hedge accounting and collateral management. Ross is part of Bloomberg's sell side treasury working group which promotes and facilitates discussion on the treasury subject within Bloomberg and its clients. He was a senior treasury manager at the Standard Bank of South Africa for 9 years and has worked as a treasury consultant for KPMG, subsequently worked in the risk, trading and treasury technology space for the 7 years. He holds an honours degree in Finance and is a registered Chartered Financial Analyst.