16th Annual

Liquidity Management
Prepare for the latest surrounding the NSFR and additional liquidity regulations
at a time when the market is in flux

Central London, UK

15th 17th March 2017 NSFR is an unknown entity

banks must grasp soon: Can
your bank quote its NSFR yet?

Master class on Wednesday 15th March 2017

Step-by-step guide for dealing with EUs final proposal of the NSFR
Led by:
Rajib Chakravorty
Independent Consultant

Workshop on Wednesday 15th March 2017 Expert Speaker Panel

Understand how much of the liquidity and capital regulations Moorad Choudhry Christopher Skak Nielsen
should be incorporated into FTP Professor Head of Liquidity Risk Management
University of Kent Business School Danske Bank
Helmut Mannhardt Michael Cheung
r Interactive Roundtable Sessions Global Head of Funding, Head of Liquidity Projects and Co-Head of
Challenges and solutions to implement the NSFR Liquidity Management Liquidity Reporting
NSFR final costs and business implications Barclays Mizuho
Market changes: Liquidity management under negative
interest rates and Brexit Gunar Schramm Cyril Daleski
Managing Director, Global Head of Liquidity Global Head, Balance Sheet
and Treasury Reporting and Analysis Risk Management
Attending This Premier marcus evans Conference Deutsche Bank Investec Bank
Will Enable You to Jamie Paris Rodolfo Dozio
Hear the latest developments of the NSFR and how banks are responding Managing Director, Head of Liquidity Head of ALM and Liquidity
to this and advancing LCR processes alongside Management, ALM Mediobanca
Discover how the liquidity regulations are impacting other business lines Standard Chartered Bank
Francois Reboul
and how to capture the full cost into your FTP
Orla McTiernan Head of ALM Markets, Global Markets
Assess the interplay of liquidity management with market changes such
ALM Treasury, Treasury Policies, Data Division, Managing Director
as negative interest rates and Brexit
Standards and Communication Credit Agricole CIB
Establish methods to meet the reporting requirements for the LCR, NSFR,
BNP Paribas
ALMM and intraday liquidity Frank Schrader
Learn the fundamentals of the IRRBB and the implications of this on Harry-David Gauvin Head of Interest Rate and Liquidity
liquidity management Head of Liquidity Management and Interest Management
Rate Risk Nord LB
HSBC
Learn from Key Practical Case Studies Michael Pohl
Philippe Mangold Liquidity Risk Specialist
Mizuho plough through the working adjustments and implementation
Global Head Treasury and Liquidity Risk Finma
of the NSFR
Strategy and Governance
Credit Agricole examine the business implications of the NSFR Marcel Burtscher
Credit Suisse
HSBC capture the full cost of liquidity management in their FTP framework Executive Director, Head of Asset
BNP Paribas and Nord LB find solutions to overcome challenges negative Jukka-Pekka Holopainen Liability Management
rates present to liquidity management Head of Asset Liability Management Raiffeisen
Danske Bank examine how behavioural based reporting can help project OP Financial Group
future liquidity positions Sami Pyykonen
Robert Lloyd Head of Division
Head of Balance Sheet Management Finanssivalvonta
Gold Sponsor Silver Sponsor Lloyds Banking

conferences
Day One

Thursday 16th March 2017

08.30 Registration and Coffee P PANEL DISCUSSION

09:00 Opening Address from the Chair 13.45 Moving beyond regulations: Polish your LCR
compliance processes
NSFR: DECODE THE KNOWN UNKNOWNS Complying is not enough: Understand how to do the LCR
in a more cost-effective and efficient way
09.15 Case Study Being strategic: How can banks do the LCR quicker
Keynote address: Liquidity management is both sides of and reduce resources?
the balance sheet How is the LCR evolving and have all the questions been
Implementing strategic ALM answered yet?
Best practice liquidity risk management Communicate the issues of your LCR to business lines and
Moorad Choudhry modify to give more value to your assets and liabilities
Professor Rodolfo Dozio
University of Kent Business School Head of ALM and Liquidity
Mediobanca
10.00 Final rules of the NSFR for EU banks
NSFR expectations: Will there be a Pillar II concept? OBSERVING LIQUIDITY MANAGEMENT FROM A
Repo and reverse repo market: Treatment banks are MACRO PERSPECTIVE
lobbying against
Treatment of derivatives and covered bonds P PANEL DISCUSSION
Discrepancies on the assets and liabilities side: Recognise
the value under NSFR 14.30 Business implications of the new liquidity regulation:
Sami Pyykonen How will the NSFR affect your bank?
Head of Division How will the NSFR impact repo and reverse rep, derivatives,
Finanssivalvonta and non-maturing loans?
Understand what is viable under the NSFR: What products
will the NSFR hurt?
10.45 Differing affects of NSFR on differing banks: How will your
An excellent opportunity to speak directly with your peers balance sheet be impacted?
and network effectively. Exchange your views and business cards. EU reactions to the NSFR: Decipher what the regulatory
measure captures
11.00 Internal pricing
Francois Reboul Marcel Burtscher
11.15 Case Study Head of ALM Markets, Executive Director, Head of
Working adjustments and implementation of the NSFR Global Markets Division, Asset Liability Management
in your bank Managing Director Raiffeisen
Lack of asymmetrical treatment on repo: Risk versus Credit Agricole CIB
liquidity treatments
Netting balances to reduce the NSFR: What should banks net? 15.15
A currency dimension resulting in a sub-constraint: How a sub-
constraint by a key currency will affect your bank 15.45 Understand the bigger picture: Assessing liquidity
Adjustment of business models and internal decision management alongside other regulations
making process Liquidity and capital regulations: How capital regulations
Prudent ratio: Difficulty of managing both assets and liabilities are pushing for more long term funding and equity
Michael Cheung Interplay of NSFR with capital regulation
Head of Liquidity Projects and Co-Head of Liquidity Reporting and collateral management
Mizuho What the market thinks about the regulations and what
the industry is doing so far?
12.00 Manage two binding constraints: Interaction between Regulators perspective: Understanding regulators
the LCR and NSFR assessments if systems and market conduct
Handling the overall liquidity position: How can banks deal with
Jukka-Pekka Holopainen
the LCR and NSFR?
Head of Asset Liability Management
Interplay of short term and long term funding: Similarities
OP Financial Group
and differences
Ensure LCR and NSFR are aligned to the business model
16.30 Closing comments from the chair
How do the LCR and NSFR work together?
Cyril Daleski
Global Head, Balance Sheet Risk Management
Investec Bank

12.45 Lunch Who Should Attend

From Banks: Heads of:
Liquidity Management
Treasury
ALM
Balance Sheet Management
FTP
Day Two

Friday 17th March 2017

08.30 Registration and Coffee 12.00 Case Study

Liquidity management across legal entities: Ring-fencing
09:00 Opening Address from the Chair Monitoring liquidity positions under Brexit: No adverse flows
Devaluation of the sterling: Evaluating different currencies
OBSERVING LIQUIDITY MANAGEMENT FROM under the LCR
A MACRO PERSPECTIVE Has your LCR done what it was supposed to post-referendum?
Helmut Mannhardt
09.15 Capture the full cost of liquidity management in your FTP
Global Head of Funding, Liquidity Management
How the LCR has influenced a lot of the transfer pricing products
Barclays
Accounting for the cost of NSFR even though the impact has
not begun
12.45 Lunch
Incorporating NSFR into your FTP alongside the LCR
FTP in the current constrained climate: Understand the roles
TACKLING THE UNINTENDED SIDE-EFFECT OF LIQUIDITY
and responsibility to manage FTP in a challenging environment
REGULATIONS: REPORTING
Harry-David Gauvin
Head of Liquidity Management and Interest Rate Risk 13.45 Covering the groundwork: LCR and NSFR
HSBC reporting requirements
Report the NSFR to the lowest level of a legal entity
P PANEL DISCUSSION Understanding regulatory expectations for reporting the LCR
and NSFR
10.00 Manage your banks liquidity position from country- Handling the additional resources and funding required
to-country for reporting
How will the EU NSFR text diverge from the US and Australia? Getting your IT systems to function in order to get the data you
Challenges of a global bank: Simultaneously managing liquidity need to do the reporting for assets, liability, and cash flow
at various locations
Gunar Schramm
Tackling both international and national liquidity regulations
Managing Director, Global Head of Liquidity and Treasury
and data requirements
Reporting and Analysis
Should banks manage liquidity on a global level or remotely?
Deutsche Bank
Jamie Paris
Managing Director, Head of Liquidity Management, ALM 14.30 Moving into behavioural model based reporting to
Standard Chartered Bank project future liquidity positions
Philippe Mangold Compile necessary stats to forecast LCR
Global Head Treasury and Liquidity Risk Strategy and Governance Assessing databases and history
Credit Suisse Difficulty to create models: How traumatic moves in financial
Robert Lloyd market will affect results
Head of Balance Sheet Management Actively encourage to pull data sets
Lloyds Banking Christopher Skak Nielsen
Head of Liquidity Risk Management
10.45 Danske Bank

LIQUIDITY MANAGEMENT WITHIN A CHANGING LANDSCAPE: 15.15

BREXIT AND NEGATIVE INTEREST RATES
FUNDAMENTALS OF IRRBB
P PANEL DISCUSSION
15.45 Case Study
11.15 Solutions to overcome challenges negative rates Everything you need to know about IRRBB
present to liquidity management IRRBB impact on liquidity management
Dealing with the charge if negative interest rates: Transfer costs How will IRRBB capital and interest rate rise measures
option customers and the affect on customer relationships Approaches from the industry: Banks best practise
Managing liquidity better and more effectively under negative
Michael Pohl
interest rates
Liquidity Risk Specialist
Cost of negative interest rates: Replacing maturing bonds, asses
Finma
impact of QE on level 1 bonds
Search for more yield and cost of liquidity portfolios under
16.30 Closing comments from the chair
negative interest rates
Lack of a simple solution: Difficulty of minimising size of liquidity
portfolios and buying bonds
Orla McTiernan
ALM Treasury, Treasury Policies, Data Standards Business Development Opportunities
and Communication Does your company have services, solutions or technologies that
BNP Paribas the conference delegates would benefit from knowing about?
Frank Schrader If so, you can find out more about the exhibiting, networking
Head of Interest Rate and Liquidity Management and branding opportunities available by contacting:
Alyona Ring, Sponsorship Manager, marcus evans London
Nord LB Tel: +44 (0) 20 3002 3214,
E-Mail: AlyonaR@marcusevansuk.com
W Interactive Conference Workshop
Step-by-step guide for dealing with the EUs final proposal of the NSFR

Wednesday 15th March 2017

08.30 Registration and Coffee
About the Silver Sponsor
16.30 Closing Remarks from the workshop leader
09.00 Workshop Leaders Introduction and Opening Remarks
MORS Software Real-time Intelligence for Banks
MASTER CLASS ON THE EUS FINAL PROPOSAL OF THE NSFR
MORS Software provides software solutions and consulting
services for Treasury, Risk Management, Liquidity Management
09.15 Step-by-step guide for dealing with the EUs final
and ALM (Asset and Liability Management) in banks.
proposal of the NSFR
Financial institutions use MORS solutions for monitoring,
Understanding the final text proposed by EU Commission
managing and optimising their performance within all internal
How will the NSFR affect your bank?
and external constraints.
Where do you start: Solutions to comply and implement
MORS solutions are based on intelligent and powerful in-
the NSFR
memory analytics, offering real-time analysis and reporting
Assessing the NSFR alongside the LCR: How do the two
throughout the entire bank, integrating both treasury and
fit together?
banking book sides of the bank.
Rajib Chakravorty
Independent Consultant

10.45

FUNDS TRANSFER PRICING WORKSHOP

11.15 Understand how much of the liquidity and capital

regulations should be incorporated into FTP
How much regulation in your FTP is enough before you lose
your competitive edge?
Maintain a sharp FTP instrument through your method of
dealing with the heavily regulated environment
Optimal constraints to apply to FTP and how to manage the rest
outside FTP
Speaker TBC

12.45 Lunch

R ROUNDTABLE DISCUSSIONS

13.45 Liquidity Management Thematic Focuses

Each practical round table lasts 45 minutes throughout the
afternoon as an opportunity to network on a more intimate level.
Delegates will be able to join discussions and speak to experts
in these areas about their individual concerns.

Round table One

Challenges and solutions to implement the NSFR

Round table Two

NSFR final costs and business implications

Round table Three

Liquidity management under negative interest rates
and Brexit