How should treasury teams position their liquidity portfolios as interest rates and market expectations shift? Moving beyond the macroeconomic outlook, this session will focus on the practical investment decisions corporate treasury professionals face when managing liquidity across changing rate environments.

Experts will examine approaches to portfolio construction, security selection, duration management, and laddering strategies, with a focus on balancing liquidity, yield, risk, and organizational objectives. The discussion will explore how treasury teams can evaluate opportunities across available investment vehicles, adjust portfolio positioning as rates rise or fall, and make informed decisions without relying on perfect market timing. A treasury practitioner perspective will bring these concepts to life through real-world considerations, tradeoffs, and lessons learned.

Learning Objectives:

1. Evaluate portfolio construction strategies for different interest rate environments and liquidity needs.

2. Assess security selection, duration, and laddering approaches to balance liquidity, yield, and risk.

3. Identify portfolio adjustments treasury teams can consider as interest rates and market expectations change.

4. Apply practical portfolio-management principles and practitioner insights to their organization’s liquidity investment strategy.

Speakers:

• Justin Manville, Senior Portfolio Manager, Global Liquidity - Invesco

• Gary Nguyan, CTP, Dept Head - Treasury & Investments - American Honda Motor Company, Inc.