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Liquidity Management in Banks
 

Examining new ways to measure, manage, stress test and control liquidity risk while drawing lessons from the financial crisis and complying with the new Basel III regulatory standards

25 & 26 June 2013 – Singapore

Why should you attend?

The two days liquidity risk workshop offers a deep introspective into best practices in the financial services industry of safeguarding financial firms´ liquidity positions. This workshop addresses means and processes to measuring funding liquidity as well as market liquidity risks and links into the other “traditional” risk classes such as credit, market and operational risks. Many cases will be discussed with a particular earmark on the way institutions weathered the liquidity crisis of 2007 – 2008. Some “best in class” vs. “worst in class” examples will be addressed and the instructor will moderate targeted discussions on what are the lessons drawn from the recent industry-wide crisis.

Key Benefits:

  • Getting hands-on cases of international best practices for managing market and funding liquidity in complex financial institutions
  • Examining how to perform best in class stress tests for liquidity aligned – but not limited to the Basel III/ EBA/ FSA regulatory stipulations
  • Learning via case studies on rights and wrongs for measuring, mitigating and managing financial liquidity risks – as practiced in leading international institutions
  • Offers a deep introspective into best practices in the financial services industry of safeguarding financial firms´ liquidity positions
  • An afternoon session is entirely dedicated to the case study of liquidity management principles, methods and processes as practiced by a very large Swiss universal bank – which weathered the global liquidity crisis among the best in class due to their conservative but advanced liquidity strategy
Who Should Attend?
  • Banking and Insurance/ Reinsurance Treasury Professionals
  • Risk Managers and Risk Controllers
  • Auditors (internal and external)
  • Fixed Income (cash and derivatives) traders
  • IT professionals specialized on treasury systems
  • Executives who are members of ALCOS (asset – liability committees)
   
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