Approaches to Liquidity Risk Management Hong Kong

This training course is designed to give delegates fundamental sessions on liquidity risk, governance, stress testing and regulatory standards post crisis.

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Approaches to Liquidity Risk Management

26-27 June 2019

Hong Kong
 

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Learn about the fundamentals of liquidity risk by covering essential topics such as stress testing, regulation, governance and NSFR, LCR and leverage ratios. 
 

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Bram van den Bergh

Head of Asset and Liability Management for Asia Pacific

NATIXIS

Bram van den Bergh is Head of Asset and Liability Management for Asia Pacific at Natixis, is based in Hong Kong and joined Natixis in 2017. Bram has over a decade of experience in Treasury and Asset and Liability Management and has an international background having worked in Amsterdam, London and Hong Kong at 4 financial institutions (ABN AMRO, Royal Bank of Scotland, Barclays and now Natixis).

Bram has a background in FX, Interest Rate Risk hedging and Liquidity & Capital Management. He has experience in managing bank balance sheets in Europe and Asia ensuring regulatory compliance and sound, robust and efficient risk management practices. Additionally, Bram has extensive experience in Strategic Restructuring Programmes. He has a Master of Science in Economics & Finance degree from Tilburg University in the Netherlands.

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Ajay Surana

Managing Director

ACIES CONSULTING

Ajay Surana has 20 years of professional experience in the financial services, consulting and technology industry. He has managed risk, compliance and performance management practices for large financial technology firms in the APAC region.

He has worked with over 75 financial institutions in APAC, US & Europe on various engagements in the areas of treasury, ALM, balance sheet management, regulatory compliance, Basel II/ III, risk technology transformation and business process re-engineering.

Ajay leads the APAC operations of Acies Consulting, of which he is one of the founder.

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About the Course

Day one of the course will have sessions on what liquidity risk is, the metrics and what went wrong during the financial crisis.  This will lead in to a session on the regulatory standards post crisis and the ECB 2019 stress test. The afternoon will consist of sessions on risk management, governance and recovery and resolution. 


Day two will include four sessions from industry experts on topics such as PRA Pillar 2 liquidity, liquidity stress testing and balance sheet optimisation. The stress testing sessions will include funding obligations, systemic risk and early warning signals, buffers and best practices. 
 

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Training
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Networking
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Group Discussion
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What will you learn?
  • The fundamentals of liquidity risk
  • The regulatory response for liquidity management
  • Creating contingency plans for funding
  • How to stress test liquidity and what the obligations and best practices are
  • How to optimise your balance sheet
  • What LCR, NSFR and the leverage ratio are and how they are calculated
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Who Should Attend

Relevant departments may include but are not limited to:

  • Liquidity
  • Stress testing
  • Intraday liquidity
  • Recovery and resolution
  • Risk management
  • Regulation
  • Funding
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Sessions Include
  • What is Liquidity Risk?
  • Regulatory Standards Post-Crisis
  • Risk Management & Governance  
  • Recovery & Resolution 
  • PRA Pillar 2 Liquidity 
  • Strategic Balance Sheet Management – Optimising the Balance Sheet
  • Liquidity Stress Testing  
  • Interplay of LCR, NSFR & Leverage Ratio