6th Annual Liquidity Management

Venue: Prague

Location: Prague, Czech Republic

Event Date/Time: Jun 08, 2011 End Date/Time: Jun 09, 2011
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How to Remain Adaptive to Change:
Facing New Challenges on Basel III & Risk Governance
Professionals from leading financial institutions will share their knowledge on challenges in current regulatory environment, risk management & measurement techniques, liquidity pricing and transfer pricing. This conference will offer you a great opportunity to explore the challenges facing banks to comply with the New Regime and solutions & best practices for appropriate liquidity risk management in changing business environment.

“Throughout the global financial crisis which began in mid-2007, many banks struggled to maintain adequate liquidity. Unprecedented levels of liquidity support were required from central banks in order to sustain the financial system and even with such extensive support a number of banks failed, were forced into mergers or required resolution.

These circumstances and events were preceded by several years of ample liquidity in the financial system, during which liquidity risk and its management did not receive the same level of scrutiny and priority as other risk areas. The crisis illustrated how quickly and severely liquidity risks can crystallize and certain sources of funding can evaporate, compounding concerns related to the valuation of assets and capital adequacy.”

Expert Advisors:

* Veronica Filippi, Liquidity Risk Portfolio Analyst, UniCredit Group, Italy
* Pierre Apruzzese, Head of ALM Treasury, BNP Paribas, Switzerland

Confirmed Speakers:

* Marco Lichtfous, Deputy Head Prudential Supervision, Member of BCBS Working Group on Liquidity, Banque Centrale du Luxembourg
* Philippe Mongars, Deputy Director of Financial Stability Directorate, Banque de France
* Simon Hills, Executive Director of the Prudential Capital and Risk Team, British Bankers' Association, UK
* Ian Cohen, Chief Strategy Officer at HSBC & Chairman of the AFME Securities Trading Committee, HSBC, UK
* Herbert Maier, Senior Vice President, Head of Treasury Steering, Raiffeisen Bank International AG, Austria
* Jens Marczinzik, Global Head of Liquidity Risk Model, Commerzbank, Germany
* Sanja Hukovic, Executive Director, Quantitative Risk Control - Head of Equities, FXMM and Client Portfolio , UBS Investment Bank, UK
* Stjepan Anic, Member of Management Board & Chief Risk Officer, Kreditna banka Zagreb, d.d., Croatia
* David Suetens, Chief Risk Officer , ING Investment Management, The Netherlands
* Jes Peter Gerstrom, Senior Vice President, Cover Pool & Liquidity, Danske Bank, Denmark
* Conor Maher, Head of Liquidity Product and Pricing, Corporate and Institutional Banking, The Royal Bank of Scotland Group, UK

Key topics:

* Gain critical insights & challenges behind the latest European regulatory developments
* Respond to new challenges of Basel III and CRD 4 framework
* Understand the role of Central Bank in Liquidity Management & Financial Stability
* Get useful hints how to improve quantitative modeling & stress testing
* Focus on data quality & effective reporting
* Explore effective risk mitigation techniques
* Network with liquidity management experts to share the experience and knowledge