Approaches to Liquidity Risk Management 2019 | Infopro Digital Risk (IP) Limited | 25 June 2019 | Hong Kong

Day one of the course will have sessions on what liquidity risk is, the metrics and what went wrong during the financial crisis. This will lead in to a session on the regulatory standards post crisis and the ECB 2019 stress test. The afternoon will consist of sessions on risk management, governance and recovery and resolution.

Day two will include four sessions from industry experts on topics such as PRA Pillar 2 liquidity, liquidity stress testing and balance sheet optimisation. The stress testing sessions will include funding obligations, systemic risk and early warning signals, buffers and best practices.

What will you learn?
• The fundamentals of liquidity risk
• The regulatory response for liquidity management
• Creating contingency plans for funding
• How to stress test liquidity and what the obligations and best practices are
• How to optimise your balance sheet
• What LCR, NSFR and the leverage ratio are and how they are calculated

Who Should Attend?
Relevant departments may include but are not limited to:
• Liquidity
• Stress testing
• Intraday liquidity
• Recovery and resolution
• Risk management
• Regulation
• Funding

Sessions Include:
• What is Liquidity Risk?
• Regulatory Standards Post-Crisis
• Risk Management & Governance
• Recovery & Resolution
• PRA Pillar 2 Liquidity
• Strategic Balance Sheet Management – Optimising the Balance Sheet
• Liquidity Stress Testing
• Interplay of LCR, NSFR & Leverage Ratio

2019 Speakers

Bram Van Den Bergh
Head of Asset and Liability Management for Asia Pacific, Natixis

Ajay Surana
Managing Director, Acies Consulting

Kheng Hong Chiang
Managing Director, Regional Head, Treasury Risk, Greater China & North Asia, Standard Chartered Bank

Xuna Shao
Manager -risk Consulting, Kpmg China

Gemini Yang
Director, Risk Consulting, Kpmg China, Hong Kong