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5th Annual Liquidity and Funding Risk Management

5th Annual Liquidity and Funding Risk Management

Date : 24 - 26 Sep 2018
Location : New York, United States
Category : Finance & Banking

Why You Should Attend

This GFMI conference will help banks strengthen their liquidity management strategies in an evolving regulatory landscape and changing rate environment. Attendees will learn methods to best prepare for NSFR reporting requirements despite the moving goalpost of the 2018 deadline. They will discuss treatment of deposits under the LCR and methods to effectively capture deposit betas to reflect rising interest rates. Firms will better understand how AI can accelerate intraday liquidity and LCR reporting. Finally, holistic balance sheet management and stress test scenarios will be discussed.


Key Topics
  • Gain more clarification about best preparation for NSFR deadline
  • Develop most effective methods to analyze deposit behavior under LCR
  • Examine effective strategies for deposit modeling under LCR
  • Optimize use of AI and machine learning to automate liquidity reporting
  • Discuss price of funding and composition of liquidity in a rising rate market

Practical Insights From
Steve Hageman 
Managing Director, Liquidity Risk Officer 
Société Générale 

Michael Berkowitz
Managing Director, Head of Treasury and Trade Solutions 
Citi 

Brett Waxman
Managing Director, Associate General Counsel 
The Clearing House 

Dervish Halil
Vice President, Global Head of Liquidity Management
CIBC 

Roberto Severino 
Head of Market and Liquidity Risk
Santander 

Angela Ge 
Head of Market Risk 
American Express 

Philippe Rosset 
Regional Head of Funding Supply and Demand Management
UBS


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New York City
New York
New York, United States



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