
Brian Gilbert
Chief Banking Officer, Empyrean Solutions
Brian Gilbert, CFA, serves as the Chief Banking Officer for Empyrean Solutions. Brian previously worked for Pinnacle Bank for over two decades, as it grew from a de novo institution into a $120 billion Category IV bank. He served in a variety of Finance and Treasury roles and most recently as its Corporate Treasurer. Previously, Brian was in public accounting for five years serving as a financial institutions auditor. Brian has extensive experience in interest rate risk management, asset liability modeling, net interest margin forecasting, liquidity risk management, liquidity stress testing, capital forecasting, capital stress testing, funds transfer pricing, behavioral modeling, portfolio management, capital markets, derivatives, relationship pricing and significant risk transfers. Brian holds a bachelors degree in Accounting from Tennessee Tech University and is a Chartered Financial Analyst.
Enhancing Existing Interest Rate Risk Measures: Stochastic P&L Modeling
- Providing a practitioners view of Stochastic P&L modeling and its upcoming role in interest rate risk management.
- Understanding exactly what information on interest rate risk NII-at-Risk and EVE measures provide us and doesn’t provide us
- Re-examining our current measures of interest rate risk and how they are leveraged to manage a balance sheet
- Understanding how stochastic P&L modeling provides a supplementary view of risk that fills in the gaps that NII-at-Risk and EVE leave behind
