IHS Roundtable LIBOR

Mr. Nitin Rana has been working in financial services for more than 2 decades with an established track record in financial services IT, product development and management consulting. He currently holds M.B.A. from New York University, Stern School of Business with major in Quantitative Finance and Global Leadership.  

He has spent most of his professional career working in New York City at major financial institutions, hedge funds, Asset Managers before moving to Asia.

His portfolio of experiences includes IT strategy and execution, design and implementation of IT applications and process re-engineering, technical infrastructure innovation, and product engineering. He is currently overseeing a multitude of Risk regulatory programmes such as IBOR transition, FRTB, Basel 4, Market data standardization for United Overseas Bank, Singapore.

Ross is a Managing Director in Strategy within the Financial Services division and with specific focus on changes to market structure, regulation and new technology.  Ross is a member of the global benchmark reform program at IHS Markit and is also Global Head of Term Risk Free Rates (TRFR).

Previously, Ross served as Head of Financial Markets APAC and was responsible for leading and growing the IHS Markit Financial Markets business across Asia-Pacific.  Ross has an accounting and OTC derivatives background and has worked extensively on regulatory impact to develop innovative products to meet regulatory change.  Ross has over 20 years experience in the financial services industry covering cash, derivatives and alternative assets markets across a variety of roles.  Ross has worked in London, Singapore and currently based in Sydney and spent the last decade focusing on Asia-Pacific market development.

Connie has over 10 years’ experience providing advisory services. She started her career at a global bank’s treasury department and focused on asset liability management including behavioural modelling, interest rate management, liquidity risk management, FTP. She worked for KPMG US for 8 years before she moved to Hong Kong, covering a broad range of areas including quantitative modelling, derivative valuation, stress testing, regulatory reporting and data governance. After joining KPMG Hong Kong, she has been leading projects including IRRBB, Liquidity Risk, ICAAP and capital management. Specific projects related to market risk and trading book activities include:

• Assisted banks to revamp the liquidity risk framework and behavioral models for LM-2 and FTP purposes
• Assisted banks to develop behavioral models to implement IRRBBB framework
• Assisted medium size banks enhance the FTP framework and asset liability management framework for balance sheet optimization
• Supported global banks on model governance, model validation and model lineage for behavioral models
• Conducted independent reviews on banks’ LCR reporting, liquidity risk stress testing and cash flow projections