Liquidity Risk Asia 2008 (LRA 2008)

Venue: Singapore

Location: Singapore, Singapore

Event Date/Time: Jan 14, 2008
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Attend SALVO�s Liquidity Risk Asia 2008, a definitive avenue for risk professionals to convene, discuss and debate the key liquidity issues that triggered the markets and the solutions for this aftermath.

The deterioration in US sub-prime mortgage markets exposed vulnerabilities in the valuation and distribution of risks within the global financial system in 2007. This deterioration has fluctuated over the course of the year and has been more severe in some markets than others. In some markets, liquidity has improved relatively quickly, while in other markets, trading has virtually ceased to exist, even in the face of dramatic price reductions.

� What were the triggers that brought about this sudden and severe decline in liquidity?
� What were the similarities and differences from past liquidity events?
� What could have been done to prevent this liquidityevent?
� What is the appropriate role of regulators?
� What is the outlook for 2008?

Learn and network with your peers and competitors! Reap your learning returns by signing up your team for this event!
Diary these dates and register early to avoid disappointment!

Featuring presentations from world class organisations:
� Board of Governors, Washington, USA
� Bank Julius Baer
� Bank Mandiri
� CakFinance
� Fortis
� Standard Chartered Bank
� RHB Bank
� Riyadh Bank

Hear cutting edge presentations on:
� Overview of the Sub Prime Crisis: The Impact of the Market
� Understanding the forces and factors that affects risk in liquidity
� Establishing Asian regulatory perspective
� Liquidity Risk Model Validation: A Pillar 2 Requirement in the Basel Accord
� Creating strategies and processes to enhance the overall effectiveness of liquidity risk measurement and management
� Assessing the challenges facing the banks and regulators under Basel II
� Addressing the relationship between risk in market liquidity and liquidity risk management
� Discussing the intervention of Central Banks in times of stress market and, when is the proper time to pump in funds to revive liquidity in the market
� Understanding the limitations in managing liquidity risk and evaluate the pricing of liquidity
� Determining the amount of liquidity banking institutions really need and how to manage them effectively
� Assessing the extent of leveraged exposure and its impact on liquidity in relation to cash fl ow concept
� Discovering the methods in effectively managing liquidity risk
� Implementing effective asset and liability control in relation to risk management
� Maintaining liquidity in the balance sheet while avoiding risks
� Managing responses to the potential breakdown of liquidity risk management
� Measurement of Liquidity Risk Trading Position
� Using stress- testing and scenario analysis to estimate Liquidity risk in the financial market

Who Should Attend
This conference will be of value to all professionals with input and involvement in liquidity risk management including:
� Risk Management
� Market Risk Management
� Asset & Liability Management
� Balance Sheet Management
� Treasury
� Portfolio Management
� Fund Management
� Cash Management
� Collateral Management
� Cross-border Funds Transfer
� Asset Management
� Investment Management
� Finance & Accounting Management
� Compliance & Internal Control

Representatives from rating agencies, Domestic and Cross-border Payment Systems, Clearing Houses,
Industry Associations, Consultants and Advisors.