Each depositor insured to at least $250,000 per insured bank

Friday, January 29, 2010

7:15am - Registration and Continental Breakfast

8:00am - Introduction
Sheila C. Bair, Chairman, Federal Deposit Insurance Corporation (FDIC)

8:15am - Focusing on Bank Institution Interest Rate Risk (IRR) Exposure
Donald L. Kohn, Vice Chairman, Board of Governors of the Federal Reserve System

8:45am - Smaller Banks: Hedging and Other Alternatives to Manage IRR
Moderator: Christopher J. Spoth, Senior Deputy Director,
Division of Supervision and Consumer Protection, FDIC

• Views on IRR Exposure and Management in the Current Environment
  Additional Information on IRR Exposure and Management in the Current Environment
  Edward A. Krei, Managing Director, The Baker Group
•  
• Issues Related to Extending Liability Maturities at Mid-sized Institutions
  Kevin Roadnight, Chief Financial Officer, Great Western Bank
•  
• Issues Related to Extending Liability Maturities at Small Institutions
  Jeffrey M. Tompkins, Executive Vice President and Chief Operating Officer, Community Bank
•  
• FHLB View on Managing Duration Mismatches at Small and Mid-sized Banks
  Wes McMullan, Executive Vice President, Federal Home Loan Bank of Atlanta
•  
• Centralized Clearing for OTC Interest Rate Derivatives
  Garry N. O'Connor, Chief Executive Officer, International Derivatives Clearing Group

10:15am - Coffee Break

10:30am - Larger Banks' Approach to IRR Management and Market Issues
Moderator: Joseph A. Jiampietro, Senior Advisor to the Chairman for Markets, FDIC

• Macro Perspectives on IRR and Trends in Short-Term Funding
  Laurence H. Meyer, Vice Chairman, Macroeconomic Advisers
•  
• IRR Management Challenges and Ideas on Regulatory Incentives to Extend Liability Maturities
  Howard I. Atkins, Chief Financial Officer, Wells Fargo
  Walter J. Muller III, Chief Investment Officer, Bank of America

(12:00pm) Lunch Speaker
Mohamed El-Erian, Chief Executive Officer, Pacific Investment Management Company, LLC (PIMCO)

1:30pm - Supervisory Expectations for IRR Management
Moderator: Jason C. Cave, Deputy to the Chairman, FDIC

• George E. French, Deputy Director, Division of Supervision and Consumer Protection, FDIC
  Kerri R. Corn, Director for Market Risk, Office of the Comptroller of the Currency
  James A. Embersit, Deputy Associate Director, Division of Banking Supervision
           and Regulations, Board of Governors of the Federal Reserve System
  Thomas E. Day, Senior Risk and Policy Advisor, Supervision, Office of Thrift Supervision

2:15pm - Haircutting Secured Liabilities in a Systemic Risk Failure
Moderator: James R. Wigand, Deputy Director, Division of Resolutions and Receiverships, FDIC

• Michael H. Krimminger, Deputy to the Chairman for Policy, FDIC
  Joshua Rosner, Managing Director, Graham-Fisher & Company

3:00pm - Closing Remarks
Sheila C. Bair, Chairman, FDIC