12th Annual Liquidity Management | Marcus Evans | 26 April 2017 | New York, New York USA

The access of cash and liquidity is a top priority for treasurers. As technology is constantly evolving, the treasury role has been enhanced. Banks are working tirelessly to demonstrate soundness in terms of liquidity risk management as banks strive to improve their individual treasury structures and strategic responsibility for funding.
The highly anticipated 12th Annual Liquidity Management Conference will bring together industry peers within liquidity and treasury management to discuss and share best practices in balance sheet structures, contingency planning, assumption setting, risk measurement and reporting, funding interest rate risk, collateral management, the three lines of defense model, same day ACH transactions electronic retail payments, intraday liquidity monitoring, money market funds, funds transfer pricing, regulatory compliance strategies—(i.e., RLAP & RLEN, Regulation 385, BCBS 239, NSFR, the latest SR16-3 Guidance), and more!

Adam Ashcraft
SVP and Head of Funding, Liquidity, and Interest Rate Risk, Financial Institutions Supervision Group
Federal Reserve Bank of New York

Paul Guider
Managing Director, US Treasurer
Scotiabank

Christopher McBride
Director of Treasury & Market Risk
Office of the Comptroller of the Currency

Terry Benzschawel
Managing Director, Credit Sales & Trading
Citi

Peter Holik
Managing Director - Americas Head of Treasury & Liquidity Risk, Market & Liquidity Risk Management
Credit Suisse

Walter Young
Market Risk Officer and CCAR Analytics, Group Vice President
M&T Bank

Christopher Dunn
SVP - Asset Liability & Capital Planning Director
Associated Bank

Spencer Jones
Senior Director, ALM Risk Management
GE Capital

Sponsors:
Novantas

Event Partners:
Finacial IT
IntegriDATA
SUPPLY CHAIN BRAIN
ASSET-BACKED
EUREKAHEDGE
Private BANKING
FOCUSECONOMICS
insideBIGDATA
hedgeweek
privateequitywire