6th Annual Liquidity, ALM and FTP 2019 | Marcus Evans | 4 September 2019 | TBA, Singapore, Singapore

Why You Should Attend?
The treasury space has undergone a significant amount of reform and disruption since the financial crisis. In the years immediately following the financial crisis, the focus was on regulating to ensure that banks would hold sufficient levels of liquidity in future. Now that we are further on in implementing this regulation, banks are turning their attentions to how it actually impacts their day to day treasury activities and how they should optimize their balance sheets and build robust FTP framework for the new environment. Moreover, the treasury function is also beginning to feel the impact of disruption outside the regulatory environment, namely LIBOR transition and other macro-economic developments. Our conference will show banks how they can transform their treasury function in this disrupted environment in order to optimize their balance sheet and asset and liability management, build a robust FTP mechanism, and overcome different practical challenges to maximise profitability.

Attending this premier GFMI conference will help delegates understand the impact of interest rate and LIBOR change on re-pricing and treasury functions and discovers how banks optimize intraday liquidity management and optimizing balance sheet, pricing and ALM practices. Practical examples of constructing FTP curve for large bank and different types of products are discussed. Attendees will also understand how to tackle the latest regulatory challenges including implementation of the IRRBB NSFR and LCR. Detailed case studies will present how to calculate FTP rates and tackling various challenges, so that delegates leave the event with a clear road map for the next steps in progression.

Key Topics:
• Benchmark reform and the Treasury function: FAQ and practical insights
• Applying FTP across different business lines and products: Short, medium, and long term curves
• Challenges for FTP: The communication gap and the emotional element around profit/cost centers
• Integrating the IRRBB into the existing treasury management processes
• Day to day successes in intraday liquidity management: Strategies of sizing the intraday liquidity buffer appropriately to efficiently meet operational need

2019 Speakers

Gerald Elflein
Regional Treasurer Asia Pacific, UBS

Bram Van Den Bergh
Head of Asset & Liability Management, Natixis

Paul Wong
Director, Funds Transfer Pricing, Standard Chartered Bank

Hang Wei Low
Head Business Solutions, Liquidity, Standard Chartered Bank

Ankit Shah
Executive Director, Client Portfolio Manager APAC, Liquidity Solutions, Goldman Sachs Asset Management

Amol Padhye
Head of Market Risk, HDFC Bank

Olaf Stier
Managing Director, Head of Treasury Asia, Commerzbank

2019 Sponsor

SILVER SPONSOR:
• ActiveViam
• QRM