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.


Approaches to Liquidity Risk Management

26-27 June 2019 | Hong Kong

CPD Eligible - Earn 16 CPD points


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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. 

Bram van den Bergh

Head of Asset and Liability Management for Asia Pacific


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.

Ajay Surana

Managing Director


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.

Kheng Hong Chiang

MD, Regional Head, Treasury Risk, Greater China & North Asia

Standard Chartered Bank

Chartered Bank based in Hong Kong. Kheng Hong is a seasoned risk manager who has effectively helmed organizations through various financial crises during the last two decades, and has over 25 years of experience across market, liquidity and credit risk.  His career has spanned across a diverse range of experiences including country and regional roles in buy-side, corporate and banking organizations, covering front office, business management and risk management roles.

He is a certified Financial Risk Manager (FRM) and PRMIA Risk Manager (PRM).

Xuna Shao

Manager -Risk Consulting

KPMG China

Gemini Yang

Director, risk consulting


Gemini is a Director in Financial Risk Management team of KPMG Hong Kong. She has 14 years of experience at quantitative analysis and modelling development. She is specialized in financial risk management, focusing on the New Basel Accord implementation and compliance, such as Internal Capital Adequacy Assessment Process (ICAAP), Assets and Liability Management (ALM), G-SIFIs, Stress Testing, Risk Management and Measurement, Capital Management, etc. She possesses master skills of statistical and modelling software: SAS, Matlab, Mathematica, etc. and has profound knowledge of business and related IT systems in banking industry. Gemini holds a Bachelor degree of Mathematics and Applied Mathematics.

She has managed several engagements regarding Risk Management, Capital Management, and Internal Capital Adequacy and Assessment Process (ICAAP, including Economic Capital model) for both large global banks (APAC regional team) and large HK local banks. Services provided include Risk Appetite, Risk Governance and Strategy, Risk Assessment, Stress Testing, Capital Planning, Capital Allocation, Internal Capital Target Setting, Assets and Liabilities Management, etc. Recently, Gemini has been assisting several Hong Kong banks on compliance and implementation of their HKMA SPM CR-G-13 and Banking (Exposure Limits) Rules (BELR).


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. 

Group Discussion
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:

  • Liquidity
  • Stress testing
  • Intraday liquidity
  • Recovery and resolution
  • Risk management
  • Regulation
  • Funding
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