BEST PRACTICES FOR COST-
EFFECTIVELY IMPLEMENTING
THE LCR, MONITORING AND
REPORTING LIQUIDITY AND
PREPARING FOR THE NSFR
Divider Line
Regulatory Changes  100% Liquidity
Thresholds  CRD IV  LCR • NSFR
• HQLA  FTP  Leverage Ratio • Reporting
Intraday  Data Management

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Liquidity Risk Management 2014
Hear From 20+ Senior Risk Professionals Including:
mario-onorato
Mario Onorato
Group Head, Financial & Credit Risk
Generali
Jamie-Paris
Jamie Paris
Head of Liquidity Management, West
Standard Chartered

 Other Speakers Include:

  • Head of Regulatory Risk, Mizuho Securities
  • Head of Liquidity Risk, Nationwide
  • Head of Treasury, Metro Bank
  • Head of Audit Americas, RBS
  • Liquidity Policy Manager, Central Bank of Ireland
  • Manager, Liquidity Risk, Lloyds Banking Group
  • Chairman, Premier European Capital

 

Engelbert-Plassman
Engelbert Plassman
Director, Group Treasury ALM
Commerzbank
Female Silhouette
Cecilia Gejke
Head of Balance Sheet Management & Stress Testing
Mizuho Securities

Critical Discussions On:

  • Understanding the differences between global liquidity regulations and regulators
  • Determining how 'level' is the playing field with the different global approaches and timelines for LCR implementation
  • Regulatory insight into the EU liquidity requirements including the Liquidity Delegated Act and risk supervision under the Single Supervisory Mechanism (SSM)
  • Implementing, forecasting and calculating the LCR at a UK, EU and global level
Colin-Johnson
Colin Johnson
Head of ALM & Liquidity Risk Oversight
Santander
Chris Blake
Christopher Blake
Senior Manager, Liquidity Risk
HSBC
  • Defining High Quality Liquid Asset (HQLA) classifications and their potential impacts
  • Building an efficient funding model and effectively encouraging through incentives
  • Efficient reporting of liquidity risks
  • Implementing a framework for monitoring intraday liquidity and complying with BCBS 248
  • Best practices for effectively aggregating and cleaning data for liquidity reporting metrics 

Liq - Early Bird

BRING THE TEAM:
Register 2 colleagues and the 3rd goes for free!

10 'Not To Miss' Highlights In 2014:

  1. Hear presentations and discussions from more than 20 senior risk professionals and experts in liquidity risk management from institutions including RBS, Lloyds Banking Group, Commerzbank, Nationwide, Mizuho Securities, Generali, Santander, HSBC and Standard Chartered

  2. Network and engage with 150+ likeminded senior risk professionals and experts in the field of liquidity risk management across 2 days, 13 hours of learning and more than 4 hours of networking

  3. Join the discussion on the differences between global liquidity regulations and regulators and the impact on business with RBS, Mizuho Securities, Santander, Generali and Standard Chartered

  4. Hear regulatory insight into the EU liquidity requirements including the Liquidity Delegated Act and the supervision under the Single Supervisory Mechanism

  5. HSBC and Nationwide discuss the 'level' playing field with different global approaches and timelines for LCR implementation

  6. Understand how HSBC are effectively implementing, forecasting and calculating the LCR at a UK, EU and global level

  7. Insights on implementing a framework for monitoring intraday liquidity and complying with BCBS 248 from RBS

  8. Gain clarity on high quality liquid asset classifications and the potential impacts as discussed by senior experts from Lloyds Banking Group, Premier European Capital and Mizuho Securities

  9. Understand how Commerzbank are building an efficient funds transfer pricing model and effectively encourage through incentives

  10. Nationwide will bring expertise and experience with efficient reporting of liquidity risks and metrics under LCR, NSFR and AMM

Liq - Early Bird

 
Download Brochure
LRM 2014 Brochure

Group Rates
Register Two Attendees
And Third Attendee
Comes Free

2014 Gold Sponsor

AxiomSL
Accredited By:
CPDmember

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