Managing Liquidity Risk

Vienna
24 & 25 March 2010

***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****

By the end of the course you will have a better understanding of how to:

Assess the risk drivers and scenarios of stress testing
Explore a case study on minimal liquidity coefficient by the Croatian National Bank as an example of a fully Basel compliant liquidity risk measure
Integrate liquidity risk into the overall ERM framework
Investigate the liquidity insurance role of credit operations and collateral frameworks with central banks as financial intermediaries
Examine intraday liquidity positions and risk to meet payment and settlement obligations on a timely basis under both normal and stressed conditions
Differentiate between operative structural and stress liquidity measures

VIENNA 24 & 25 March 2010			VENUE DETAILS	BOOK NOW
NEW YORK 30 & 31 March 2010			VENUE DETAILS	BOOK NOW

Nuno Cassola
Advisor, EUROPEAN CENTRAL BANK

Iva Dropulic
Department Head, ERSTE & STEIERMARKISCHE BANK

Christian Goerlach
Head of Asset & Liability Management Europe, DEUTSCHE BANK

Oliver Haas
Department Director, COMMERZBANK

Grzegorz Lewinski
Operations Development Management, DNB NORD

Karl Kronnagel
Head of Group Liquidity Management, DEUTSCHE POSTBANK AG

Mario Onorato
Senior Director, Head of Balance Sheet & Capital Management, ALGORITHMICS

Rudiger Sandvoss
Department Head Risk Control, Treasury/Strategic Risk Control, HELABA LANDESBANK HESSEN-THURINGEN

Mary Arnett
Market and Liquidity Risk, FEDERAL RESERVE BOARD OF GOVERNORS

Fabio Battaglia
Lead Business Analyst, Balance Sheet & Capital Management, ALGORITHMICS

Matthias Bergner
Head of GTB Asset & Liability Management Americas, DEUTSCHE BANK

Alexander Dorfmann
Head of Product Development, THOMSON REUTERS

Peter B. Marshall
Principal, ERNST & YOUNG

Perry Mehta
Senior Director, Head of Strategic Initiative & Research, MOODY'S ANALYTICS

Irina Moore
Vice President, Risk Management, GE CAPITAL

Timothy Smallow
Liquidity Manager, UNION BANK

Recent developments in liquidity regulation
Establishing a framework for managing liquidity risk
Contingency planning for funding liquidity risk
Measuring liquidity risk
Stress testing liquidity risk
Regulation and the reporting of liquidity risk
Off-balance-sheet liquidity risk
Intra-day liquidity management
The role of central banks' credit operations and collateral frameworks: lessons from the 2007-2009 financial crisis