Speakers

Michael Eichhorn, Managing Director, is the Global Head of Treasury & Liquidity Risk at Credit Suisse and a honorary professor at Hochschule Harz, University of Applied Sciences, Germany. Michael joined Credit Suisse in 2014. Before that he spent eight years at RBS in London where he inter alia worked as the Group Treasury CRO. He holds a Ph.D. in Business Administration from the University of Lueneburg, Germany. He is a member of the European Risk Management Council (ERMC),  a faculty member of Bank Treasury Risk Management (BTRM) and a visiting lecturer at the Swiss Federal Institute of Technology, Zurich. He is a regular speaker at conferences and has authored numerous articles on Treasury and Risk Management topics.

Jeff is a Senior Manager in PwC Consulting Hong Kong. He specializes in risk & regulatory advisory with a primary focus on market, counterparty credit and liquidity risk management. He has over 8 years of experience in risk system operation review, market & liquidity risk models design and validation, as well as Fund Transfer Pricing (FTP) strategies in the banking industry. He is currently the key driver for all IRRBB initiatives and is the key member in supporting the Hong Kong Association of Bank's ("HKAB") for its response to BCBS and HKMA consultations, covering areas in market risk, IRRBB, counterparty credit risk and liquidity risk.

Jeff holds a Bachelors degree from the University of Hong Kong with dual concentrations in Risk Management and Finance. He is a Chartered Financial Analyst (CFA) and a certified Financial Risk Manager (FRM).

Martin Sprenger is heading the Policy Research and Development Division at the Hong Kong Monetary Authority since September 2011. Prior to his current position, he used to work in numerous risk management functions at the Swiss Financial Market Supervisory Authority (FINMA), and the Swiss Federal Banking Commission (EBK) as one of its predecessor agencies, for overall more than 14 years, including a secondment at the Japanese Financial Services Agency in 2001 to 2002. During that time Martin Sprenger was mainly focusing on the Basel process, representing Switzerland in Basel Committee working groups and implementing Basel rules in Switzerland, with a particular emphasis on market risk. From 2009 to 2011, he was responsible for financial risk modelling in insurance supervision. In that period Switzerland has introduced the Swiss Solvency Test, an alternative to the European Union’s Solvency II capital adequacy framework. Martin Sprenger holds a PhD of the University of St. Gallen (Switzerland).

Matthieu Sachot is a director at Chappuis Halder & Co. Asia-Pacific, in charge of Liquidity, ALM and Front Office Regulatory offers. Matthieu joined CH&Co. in 2013, previously Debt Syndicate for Citigroup Global Markets, Investment Manager, and ALM / Liquidity risk manager in Tokyo and New York. Matthieu is a considered a Go-to-expert in Liquidity Risk, as well as regulatory compliance and optimisation, from new rules implementation, to proactive management and robotics / fintech integration, with a strong experience in Front-to-Back organisation

Matthieu is based in Hong Kong, and holds an MBA in Financial Markets from Grenoble Ecole de Management (GEM), with a speciality in Banking Asset Liability Management (ALM).

Roberto Virreira works as Risk Director for State Street in London. Previously he was in charge of redesigning the IRRBB framework of Standard Chartered Group, and was in charge of Group HSBC IRRBB reporting and IRRBB stress test methodologies. He was Head of ALM and BSM with Bank of America in Latin America, and worked in consulting projects for several other global and regional banking organisations.

Roberto participated actively in the review, discussion and feedback of BCBS 368 with several banking associations including BBA, EBF and IIF. He has published articles on IRRBB on the Journal of Risk Management in Financial Institutions and Written a chapter in the second edition of The hand Book of ALM edited by Risk Books. He has chaired IRRBB conferences in New York, London and has been a speaker in several courses and seminars in Europe and Asia.

Roberto is an Industrial engineer, holds a Msc. in Economics and an MBA from Warwick Business School.