Liquidity Risk Management Conference | NSFR, 2052A, STRESS TESTING, LCR

The Conference will feature senior liquidity, funding and treasury professionals to examine the liquidity risk landscape and potential shifts in regulatory focus.

The Center for Financial Professionals invite you to attend Liquidity Risk Management USA, a two day conference featuring interactive discussions and presentations from over 20 senior liquidity, funding and treasury risk professionals. You and your colleagues can gain valuable insights from Barclays, Deutsche Bank, Industrial Commercial Bank, of China, Credit Suisse, Federal Reserve Bank of New York, Morgan Stanley and many more financial institutions.

Key Highlights to be addressed

REGULATORY LANDSCAPE
Exploring the current regulatory landscape and discussing the impacts of possible de-regulation across the industry

STRESS TESTING LIQUIDITY RISK
Reviewing the CLAR requirements and the ability to incorporate a level of liquidity risk in stress testing

FUNDS TRANSFER PRICING
Exploring approached and methodologies to funds transfer pricing

NSFR FINAL RULE
Examining the variations in the proposed and final NSFR rule and preparation ahead of full implementation

2052A
Examining 2052A to ensure compliance and strengthen the process

ENHANCED PRUDENTIAL STANDARDS
Reviewing EPS implementation and development and the ability to satisfy the regulators

MODELLING FOR STRESS TESTING Exploring CCAR and DFAST
models within stress testing and the ability to incorporate immediate horizons

INTRADAY LIQUIDITY 
Understanding and managing firm specific intraday liquidity and the ability to limit risk

PRICING LIQUIDITY
Identifying approaches to pricing liquidity and the impact on different sized institutions

Speakers Include:

Andrew Amstutz, Managing Director/Asset & Liability Management, Head of Policy & Execution, Citi

Adam Ashcraft, Head of Funding, Liquidity And Interest Rate, Federal Reserve Bank of New York

Andrew Auslander, Head of Governance and Disclosure, AIG

Erjun Chen, Audit Director, CIT Bank

Andrew Craig, Officer, Funding and Liquidity Risk, Federal Reserve Bank of New York

Benoit Dauchez, Executive Director/Liquidity Planning & Coverage, Morgan Stanley

Gopi Devaraaj, VP, Liquidity Risk Management, Deutsche Bank

Andrew Fellingham, Director, Group Head Market and Liquidity Risk, Sumitomo Mitsui Banking Corp

Jennifer Fitzgibbon, Managing Director, Head of Americas Treasury, Rabobank

Sunil Gangwani, Executive Director, Finance, ING

George Gau, Americas Head of Treasury Risk Oversight, Barclays

Ishan Lal, Director, Credit Suisse

Volker Lierman, Partner, Global Sales Team & Funds Transfer Pricing Expert, ifb group

Mark Litchfield, VP, Liquidity Management, Synchrony Financial

Pete Mcintyre, Financial Services Director, Planixs GRP Ltd

Frank Morisano, CRO, Industrial and Commercial Bank of China

Greg Muenzen, Principal, Novantas

Christian Pichlmeier, Head of Liquidity Risk, MUFG Union Bank

Ji Quin, Head of Market Risk, MUFG

Aaron Sayles, Senior Consultant, Wolters Kluwer

Aryasomayajula Sekhar, Global Head of Liquidity Risk Management, Morgan Stanley

Steve Turner, Managing Director, Novantas, Inc

» Find more details including the full two day agenda and speaker line-up here

» Interview with Volker Lierman and the Risk Insights Magazine - Integrating liquidity risk management into Funds Transfer Pricing frameworks

» risk insights magazine

» zur Anmeldung