The two days liquidity risk seminar offers a deep introspective into best practices in the financial services industry of safeguarding financial firms´ liquidity positions The seminar addresses means and processes to measuring funding liquidity as well as market liquidity risks and links into the other “traditional” risk classes such as credit, market and operational risks.

Many cases will be discussed with a particular earmark on the way institutions weathered the liquidity crisis of 2007 – 2008. Some “best in class” vs. “worst in class” examples will be addressed and the instructor will moderate targeted discussions on what are the lessons drawn from the recent industry-wide crisis.

An afternoon session is entirely dedicated to the case study of liquidity management principles, methods and processes as practiced by a very large Swiss universal bank – which weathered the global liquidity crisis among the best in class due to their conservative but advanced liquidity strategy.  A special (analytically intensive) session is dedicated to the most advanced methods of modeling non maturing assets and liabilities.

The seminar is at an advanced  level and assumes that participants will be familiar with a bank´s treasury operations and fundamental market instruments such as swaps, swaptions,  FRAs, interest rate futures contracts and FX derivatives.

Who should attend?

• Banking and Insurance/ Reinsurance Treasury Professionals
• Risk Managers and Risk Controllers
• Auditors (internal and external)
• Fixed Income (cash and derivatives) traders
• IT professionals specialized on treasury systems
• Executives who are members of ALCOS (“asset – liability committees)