Liquidity Risk Management LIVE Teleconference

As a result of the subprime sector meltdown and the subsequent credit crunch, banks must now increase supervision of liquidity risk and provide an increased level of transparency to auditors and the public. Banks all over the world are increasingly becoming more concerned over this issue. There are many important factors banks and financial institutions must consider when developing effective Liquidity Risk Management policies including: management structures, monitoring net finding requirements, emergency planning, foreign currency, internal controls and public disclosure to name a few.

The Knowledge Congress has assembled a panel of experts to help banks tackle the issue of Liquidity Risk Management in today’s challenging business environment.

Featured Speakers for LRM

  Event Talking Points (click to view more)
SEGMENT 1:


Michael Stevens, Senior Vice President, Regulatory Affairs, Conference of State Bank Supervisors (CSBS)

- Current events provide important lessons about the importance of liquidity.
- Liquidity is ultimately driven by confidence.
- Liquidity risk management is driven by options.
- Adequate liquidity is determined by your business model, what is on the balance sheet, and what is
  not on the balance sheet.
- You have to get this one right 100% of the time.

SEGMENT 2:


Craig Marchbanks, Supervisory Financial Analyst, Board of Governors of the Federal Reserve System (FRS)

- Observations of risk management weaknesses during market disruption
- Consequential nature of liquidity risk
- Overview of financial performance of large bank holding companies
- Issues and supervisory expectations going forward

SEGMENT 3:


Leonard Matz, Director of Liquidity and Interest Rate Risk Consulting, SunGard Bancware

- How did the sub-prime mortgage loan credit melt down turn into a bank liquidity problem?
- What should my bank be doing just in case conditions worsen?
- The Federal Reserve and other international central banks have made lots of liquidity available.
  So why are we still talking about a potential worsening of liquidity risk?
- Standard and Poor’s and some regulators are talking about survival horizons. Is this something
  that my bank should measure?
- I’ve been reading about liquidity var (LVaR). Is this something that my bank should measure?
- What’s the value in doing really ugly, worst case forecasts? Those conditions are too improbable.
  And even if they occurred the Fed would have to bail us out.

SEGMENT 4:


Dr. Susan M. Mangiero, President and CEO, Managing Member, Pension Governance, LLC

- How to measure liquidity
- How it ties to asset allocationg and funding (i.e. has spillover consequences)
- Fiduciary implications of assessing liquidity
- How to identify red flags in terms of liquidity problem

Conference of State Bank Supervisors (CSBS)
Michael L. Stevens
SVP & Director of Regulatory Affairs
speaker bio »»

Board of Governors of the Federal Reserve System (FRS)
Craig Marchbanks
Supervisory Financial Analyst
speaker bio »»

SunGard Bancware
Leonard Matz
Director of Liquidity and Interest Rate Risk Consulting
speaker bio »»

Pension Governance, LLC
 Dr. Susan M. Mangiero
President and CEO, Managing Member
speaker bio »»

Who Should Attend?

Financial/Accounting Managers, Asset/Liability Management Officers , Risk Managers, Treasury managers, Executive Officers, Risk Analysts & Controllers, Contingency Planning Officers, Fund Managers.

Why Attend?

This is a must attend event for anyone interested in understanding liquidity risk management:
- New guidance explained by the most qualified key leaders & experts.
- Hear directly from key regulators & thought leaders.
- Interact directly with panel during Q&A.

Registration Information

** Discounts Apply for early registration

Liquidity Risk Management Speaker Firms & Organizations:

Board of Governors of the Federal Reserve System (FRS)

 

Event Sponsor: