Approaches to Liquidity Risk Management London
This two day course will provide delegates with an in-depth insight into pre-crisis behaviours, regulatory challenges, stress testing liquidity, and the management of intraday liquidity.
This training course will offer attendees the opportunity to enhance their knowledge of key topics including principles for sound liquidity risk management and supervision, and banks’ internal risk appetite approaches and metrics. Other sessions will include discussions on the objective of the PRA Pillar 2 Liquidity and best practices for stress testing liquidity.
The course is held under Chatham House Rule to promote an open and discussion based learning environment and the sharing of best practice approaches.
What Will You Learn?
- What went wrong during the global financial crisis
- The post-crisis regulatory response
- The importance of stress testing liquidity
- Measuring intraday liquidity risk and the consequences of not addressing it
- Can LCR and LR/NSFR interact with unintended consequences for systematic risk
Who Should Attend
Relevant departments may include but are not limited to:
- Liquidity Risk
- Market Risk
- Credit Risk
Head of Treasury
Bank of China
Richard Burrows has 25 years experience in finance having held senior roles across the three lines of defence in roles relating to Treasury in Investment Banking, Retail Banking and Corporate Banking. He worked as a liquidity specialist at the UK regulator when the post-crisis liquidity regime was implemented and subsequently designed liquidity risk frameworks and authored ILAAP documents. As Head of Treasury at Bank of China in London, Richard has primary accountability for liquidity risk management and is a member of ALCO and Credit Committee. Richard is also Chairs the Conduct Risk Committee.
Independent Consultant and author, mentor and tutor for ALMA's Certificate in Bank ALM (CertBALM) qualification
Patricia is a senior banking risk professional who now leverages her experience to design and deliver training for practitioners on Treasury risks.
From 2009-15 she headed the global risk team responsible for liquidity and IRRBB at Standard Chartered Bank. Prior to that she spent eight years at Santander UK, where she steered interest-rate and liquidity risks through the integration into the Santander Group risk framework and the Global Financial Crisis. She began her career at the Bank of England, firstly as an economist and later working on the development of prudential policy.
Patricia was a member of the Committee of the UK Asset & Liability Management Association (ALMA) from 2007-14 and enjoys tutoring the Capital Management unit of ALMA's new CertBALM® qualification
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.
Thomas Steiner is a Partner at BearingPoint and responsible for their firm-wide risk management consultancy practice within their Banking and Capital Markets practice. While Thomas and his team is covering a comprehensive service portfolio for financial institution’s risk controlling and management functions, they have a specific focus on Banking Book risk controlling and management, covering IRRBB, Liquidity risk and FTP. Their services covers governance aspects (e.g. set up the 3 lines of defence concept), development of methodology and ALM software implementation.
Prior to that, he was Head of Requirement Engineering at MEAG Asset Management, responsible for the business requirements of the Risk Controlling/Management function.
Thomas is an ALM expert with more than 15 years’ experience in a variety of different roles in consultancy projects for international acting banking groups. He is a member of the Global Association of Risk Professionals (GARP).
Head of Treasury Risk
Metro Bank UK
Thomas Ralph is the Head of Treasury Risk at Metro Bank, based in London. He heads up the second line of defence in the areas of interest rate risk, liquidity risk, and FX. He joined from EY where he was a manager in the Advisory practice specialising in Treasury and ALM, and previously spent over five years in the ALM function at Lloyds Banking Group. Thomas has a keen interest in education, coaching, and training.