Approaches to Liquidity Risk Management London
Our approaches to liquidity risk management course is designed to give delegates fundamental sessions on liquidity risk, governance, stress testing and regulatory standards post crisis.
Learn about the fundamentals of liquidity risk by covering essential topics such as stress testing, regulation, governance, ratios and balance sheet optimisation. Hear from Daniel Almehed, Senior Manager at BearingPoint and four more industry experts.
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
Who Should Attend
Relevant departments may include but are not limited to:
- Stress testing
- Intraday liquidity
- Recovery and resolution
- Risk management
- 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
Head of Group Balance Sheet Management
Bank of Ireland Group
Tony is currently the Head of Group Balance Sheet Management and is responsible for strategic oversight of the Bank of Ireland Group balance sheet from a funding and liquidity perspective. He has responsibility for funding and liquidity strategy, wholesale funding execution, funds transfer pricing, collateral management and management of structural risk positions as well as the ILAAP and Recovery plan. Tony is a member of the Bank of Ireland Group Asset and Liability Management Committee. Prior to his current role, Tony held other senior positions in Bank of Ireland as well as senior customer facing roles external to the Bank. He holds a first class honours MBA from Ireland’s leading Business school as well as a first class honours Msc. in Investment and Treasury.
Senior Liquidity Manager
Mr. Camacho, has over 13 years of experience in the financial sector. He is a qualified accountant, trained at Big four firms currently working at Santander UK plc as a Senior Liquidity Manager, where he is responsible for the delivery of liquidity risk review, management and expertise for the CFO division with specific remit for delivery of the Santander UK Liquidity Adequacy Assessment process (ILAAP). He also has previous experience in stress testing and the preparation of Santander UK’s Recovery Plan.
Richard is the Treasurer of British Arab Commercial Bank plc in London and a Non-Executive Director of UK Mortgages Limited. He has previously held senior Treasury related roles at Bank of China, London Branch (2015 – 2018), Co-operative Bank (2012 – 2015), Northern Rock (2009 – 2010) and Citi Alternative Investments (1994 – 2008). From 2010 to 2012, Richard worked in the Prudential Risk Division of the Financial Services Authority as the UK regulator rolled out its post-crisis requirements, with specific focus on the liquidity regime.
Financial Services Director
Pete is an expert in intraday liquidity and helps banks to address intraday cash and liquidity management challenges. A former partner at PwC, he has worked with banks around the world to improve insight and respond to regulatory demands. Pete leads the financial services business for Planixs, a big data & analytics software company, whose Realiti® intraday software is used by banks of all sizes. He regularly speaks at conferences and training events, sharing his experience of the intraday liquidity agenda as it evolves globally.
Daniel Almehed is a senior expert in the risk management team within the Banking and Capital Markets practice of BearingPoint with more than 10 years’ experience in a variety of different roles in risk management projects for international acting banking groups. He has a specific focus on treasury risk controlling and management, covering liquidity risk and IRRBB. His project experience cover governance and process aspects, development of methodology as well as liquidity risk & ALM software specifications and implementation. He has a PhD in theoretical physics und is a regular speaker at risk management events.