Managing Liquidity Risk in Financial Institutions:
Review of Industry Best Practices

Managing Liquidity Risk in Financial Institutions: Review of Industry Best Practices offers a deep introspective into the financial services industry’s best practices on safeguarding financial firms’ liquidity positions. It addresses the means and processes for measuring funding liquidity and market liquidity risks, and encompasses the links to other traditional risk classes such as credit, market and operational risks. Many cases will be discussed with a particular focus 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 targetted discussions on the lessons drawn from the recent industry-wide crisis.

Who will benefit?
Mid-level managers in banking and regulatory agencies/auditing firms, banking and insurance/reinsurance treasury professionals, risk managers and risk controllers, auditors (internal and external), fixed income (cash and derivatives) traders, IT professionals specialising in treasury systems, and executives who are members of ALCOs (asset/liability committees) will benefit from attending this seminar.

For more information, please contact your representative:

Mark Heaton
Senior Regional Consultant, Europe
The Risk Management Association
27 Old Gloucester Street
London
WC1N 3AX
Tel 44 (0) 1732852225
Mob 44 (0) 7976722851
mheaton@rmahq.org