Course Agenda

Agenda

Speakers:

  • Tony Morley, Head of Group Balance Sheet Management, Bank of Ireland Group
  • Osvaldo Camacho, Senior Liquidity Manager, Santander
  • Pete McIntyre, Financial Services Director, Planixs
  • Richard Burrows, Treasurer, BABC Plc
  • Daniel Almehed, Senior Business Advisor, BearingPoint

Day One, 12 June 2019

08:30

Registration and refreshments

09:00

What is Liquidity Risk?     

  • Liquidity risk vs. solvency risk
  • Bank behaviours and business models
  • Basic liquidity metrics
  • What went wrong during the global financial crisis 

Daniel Almehed, Senior Business Advisor, BearingPoint

10:30

Morning break

11:00

Regulatory Standards Post-Crisis

  • Post crisis regulatory response
  • LCR 
  • NSFR
  • ILAAP
  • L-SREP & Pillar 2 Liquidity 
  • ECB stress test 2019
  • Asset encumbrance

Daniel Almehed, Senior Business Advisor, BearingPoint

12:30

Lunch

13:30

Risk Management & Governance

  • Risk appetite
  • Risk governance
  • Internal stress testing 
  • FTP

Daniel Almehed, Senior Business Advisor, BearingPoint

15:00

Afternoon break

15:30

Managing Intraday Liquidity  

  • What is intraday liquidity risk?
  • Sources of intraday liquidity
  • Measuring intraday liquidity and stress testing it
  • Key challenges
  • Consequences of not addressing intraday liquidity
  • Optimising your position

Pete McIntyre, Financial Services Director, Planix

17:00

End of course

Day Two, 13 June 2019

08:30

Refreshments

09:00

Recovery & Resolution 

  • Contingency funding plans
  • Funding in resolution 

Daniel Almehed, Senior Business Advisor, BearingPoint

10:30

Morning break

11:00

Strategic Balance Sheet Management – Optimising the Balance Sheet

  • Addressing the 3D balance sheet optimisation problem; meeting the competing needs of regulators, customers and shareholders
  • Removing silos
  • Liquid vs illiquid assets
  • Breakdown of liabilities; retail deposits, wholesale funding & capital

Tony Morley, Head of Group Balance Sheet Management, Bank of Ireland Group

12:30

Lunch

13:30

PRA Pillar 2 Liquidity     

  • Objective of Pillar II Liquidity
  • Cash flow mismatch risk
  • Franchise viability risk
  • Calibration between internal and external stress testing 

Osvaldo Camacho, Senior Liquidity Manager, Santander

15:00

Afternoon break

15:30

Making the ILAAP a living document

  • Interaction of regulatory requirements and internal Risk Appetite
  • The unforeseen tensions between Strategy, Risk Appetite and profit centres
  • How is liquidity risk actually managed through the various levels of stress?
  • How to encourage a shared ownership of liquidity risk from the Boardroom to the Dealing Desk

Richard Burrows, Treasurer, BABC Plc

17:00

End of course