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Event Date Thu Apr 22 EET - Fri Apr 23 EET (6 months ago)
In your timezone (EDT): Thu Apr 22 11:00am - Fri Apr 23 11:00am
Location Virtual
Region EMEA

Examine responses to liquidity management throughout COVID-19 and establish funding plans that help to meet short and long term liquidity demands

Why You Should Attend?
At the start of COVID-19, central banks and governments took action to help mitigate the impact, which of course challenged the banking industry’s ability to manage and report their liquidity positions. During the outbreak, the industry saw large amounts of volatility and a change in consumer behaviour resulting in banks having to manage both high liquidity demands and, independent from that, an excess of liquidity in deposits. At times of stress, the problem is often that banks hold too much or too little liquidity, so banks need to consider how they should be governing liquidity to maintain the optimal level and in turn to fulfil LCR obligations and funding demands. Banks will need to understand what the LCR requirements and intraday demands during this period through multiple stress testing of various COVID-19 scenarios as well as a re-evaluation of the liquidity risk appetite. Ideally, thorough scenario analysis will allow banks to forecast their LCR and better understand consumer behaviour in the banking and trading book and in turn understand the risk they hold and better manage their liquidity plans. With this in mind, this marcus evans conference will examine responses to liquidity management throughout COVID-19 and establish funding plans that help to meet short and long term liquidity demands.

Key Topics:
• Nord LB take a temperature check on the economy as they look atthe impact of macroeconomic scenarios on liquidity
• Raiffeisen Bank International AG address the Goldilocks problem by examining how you can maintain the right amount of liquidity during stress
• Societe Generale explore management of intraday liquidity in stressed situations and intraday in contingency funding plans
• UBS establish the development multiple COVID-19 scenario testing to achieve greater insight for liquidity risk
• Bank Pekao cover the last chapter in the liquidity regime and explore the impact of NSFR on funding raised


2021 Speakers

Jamie Morris
Senior Director, Deutsche Bank AG

Thomas Braun
Executive Director, Head of CUSO Liquidity and Funding Risk, UBS

Michael Gregory
Head of Treasury, Commonwealth Bank

Sergey Kharinov
First Deputy Head of Internal Treasury, Russian Agricultural Bank

Steven Chisholm
Head of Liquidity Strategy and Optimisation, Standard Chartered

Amit Kalayanaraman
Head of Liquidity Risk (UK), Credit Suisse

Vincent Caillon
Group Intraday Treasury, Societe Generale

Lizette Eistrup
Special Advisor, Liquidity Section, Finanstilsynet (Danish FSA)