
Digital Content

- Unlimited access to peer-contribution articles and insights
- Global research and market intelligence reports
- Discover Connect Magazine, a monthly publication
- Panel discussion and presentation recordings



Video
In an industry still shaking off the regulatory burdens of recent years, Jeff Palmer of PwC emphasizes a shift from reactive compliance to proactive value creation in treasury.
Speaking at Risk Americas, Palmer underscores that balance sheet optimization is no longer a luxury but a necessity. As regulatory pressures ease, banks must seize the opportunity to reassess strategies, enhance net interest margins, and strategically deploy capital.
Palmer also stresses the critical role of data and integration in risk management. Clean, frequent, and traceable data form the foundation of effective analytics, influencing not just interest rate decisions but liquidity and capital planning. Importantly, board-level education and engagement must evolve—senior leaders need to understand, not just approve, the risk frameworks.
As the market faces continued volatility, Palmer warns that only those who integrate strategy, oversight, and optimization will be prepared for what’s next.
Jeff is a Partner with PwC specializing in overall Treasury risk management with deep expertise in Asset/Liability Management (ALM). He has over 25 years of experience in the financial services industry, mostly within banking Treasury departments ranging from regional banks to global SIFI's. Jeff also has several years of consulting experience advising domestic and foreign banking organizations on the relevant regulatory guidance and expectations for proper risk management practices, data and model governance, and management and board reporting. Jeff is the co-leader PwC’s Treasury and Financial Risk practice, which focuses on advising banking clients on aspects of interest rate risk management, balance sheet strategies, liability management, liquidity risk management, portfolio management, capital management, and treasury operations. Relevant experience Advised and led a Regional Bank multi-entity consolidation effort for Data ETL, Interest Rate Risk (IRR) and Liquidity Risk to a single redesigned platform thus increasing analytical delivery by 50%+ and improved Management and Board reporting capabilities Advised Global FBO to restructure their IRRBB Operating Model in response to several regulatory MRA's which were eventually closed post project engagement Conducted due diligence and vendor assessment to implement a new consolidated exposure management (FX and IRR) framework for a Global SIFI. Post assessment, led full implementation efforts to encompass IRR, FX Risk, Liquidity and Liquidity stress and CCAR cash flow integration Advised a Regional Bank on the methodology redesign and industry best practices for FTP Worked directly for the CFO of a GSE building out the Finance Transformation function leading $150 - $200mm of Strategic Initiative projects annually to prepare for conservatorship exit.
