day liquidity and liquidity risk...eba liquidity management seminar 2015 intra-day liquidity and...
TRANSCRIPT
Frankfurt, 2nd
and 3rd
November 2015
EBA Liquidity Management Seminar 2015
Intra-Day Liquidity and Liquidity Risk
Includes
two
simulation
scenarios
Facts and features
Liquidity simulations
[email protected] www.abe-eba.eu +33 1 53 67 07 00 Follow us:
Two
one-hour simulation
scenarios included in the
programme
Delegates
Maximum
capacity: 36 delegates
The programme is intended for
managers and specialists who are
accountable for shaping or imple-
menting key liquidity aspects in
payments and transaction
banking.
Keynote speaker inputs
Working Groups and Interactive Sessions to discuss key issues and challenge the speakers
Liquidity Simulation – participation in a computer-based simulation that models the intra-day
liquidity flows of typical European banks
Networking – opportunities to share insights and experiences with colleagues from a wide range of
European banks and their suppliers
Action Planning – what are the implications for your organisation and what actions will you
take based on what you have learned?
Sponsored by Dovetail
Price
EUR 1,950
The price includes all seminar activities, materials,
meals and one night of accommodation.
Full payment will need to be made in advance.
Location
Frankfurt am Main, Germany
Day 1:
Hotel Holiday Inn – Alte Oper
Mainzer Landstr. 27
60329 Frankfurt
Day 2:
Deutsche Bank AG
Taunusanlage 12
60325 Frankfurt
Seminar programme: Managing Intraday Liquidity and Liquidity Risk
Day 1
15:30
EBA Welcome and Introduction
An introduction and welcome to the EBA Liquidity Management Seminar by the EBA
Daniel Szmukler, Director, Euro Banking Association
15:45
Agenda and Setting the Scene
Highlighting the importance of managing liquidity risk, regulation, opportunity and the key issues, as well as providing a preview of the agenda, speakers and use of the Intraday Liquidity Simulator
Ashley Dowson, EBA Liquidity Management Seminar Chair
16:00
Macro European perspective: Why intra-day liquidity matters
Why has liquidity become so important across Europe and beyond and why/how has this arisen? What are the key risks in managing intraday liquidity at a macro level and what is the impact of emerging legislation (Basel III)? What are the challenges and opportunities for European banks?
John Yates, Product Manager Liquidity, Dovetail
16:30
The Role of Central Banks in Liquidity Management
What is the role of a central bank in managing liquidity and liquidity risk? What are central banks doing to support banks and customers in managing risk?
Martin Diehl, Payment Systems Analyst, Deutsche Bundesbank
17:15
Break
17:30
Banking overview: Intraday liquidity risks, constraints and opportunities
What are the main intraday liquidity challenges for banks and how are they facing up to these? How is regulation such as Basel III shaping the liquidity landscape for banks? What are the strategic and tactical options available for better managing intraday liquidity and liquidity risk?
Christian Goerlach, Global Head of FI Balance Sheet & Liquidity, Deutsche Bank
18:15
Open Forum
A chance to ask questions arising from previous sessions and the overall content of the afternoon
18:30
Break and free time
19:45
Drinks reception and Dinner
8:30
Agenda for the day
Setting the scene for the day and highlighting key working sessions
Ashley Dowson, EBA Liquidity Management Seminar Chair
8:45
Liquidity Perspectives
A facilitated panel discussion with a leading European banker, a Basel III spe-cialist and an EBA CLEARING representative on the significant day-to-day challenges of operationalising intraday liquidity management
Ludy Limburg, Business Development Manager, ING Bank Treasury and Hays Littlejohn, CEO, EBA CLEARING
Day 2
[email protected] www.abe-eba.eu +33 1 53 67 07 00 Follow us:
[email protected] www.abe-eba.eu +33 1 53 67 07 00 Follow us:
10:15
Break
10:30
Intraday Liquidity Simulator Briefing
Delegates to be briefed on the computer-based Intraday Liquidity Simulator and to undertake an initial familiarising exercise in small groups. The Simulation will enable individuals to gain practical hands-on experience of managing a typical bank’s intraday liquidity flows.
Ashley Dowson, EBA Liquidity Management Seminar Chair and Leeds Reyner, The SEPA Consultancy Limited
11:00
Liquidity Simulator Scenario 1
Delegates in small groups to complete Simulation Scenario 1
12:00
Scenario 1 Review
Delegates to debrief outcomes from Simulation Scenario 1
12:30
Buffet lunch
13:30
Liquidity Simulator Scenario 2
Delegates in small groups to complete Scenario 2
14:30
Scenario 2 Review
Delegates to debrief outcomes from Simulation Scenario 2
15:00
Break
15:15
Panel Review and Discussion
Panel Discussion to review learning and outcomes from the day involving key contributors from earlier sessions
16:15
Personal Action Planning
Individuals to reflect and record outcomes and actions for their own organisation arising from the seminar
16:30
Summary
A closing summary of the key outcomes of the workshop and declaration of the winning team of the Simulation Exercise
Ashley Dowson, EBA Liquidity Management Seminar Chair and John Yates, Product Manager Liquidity, Dovetail
16:45
End of Seminar
Prize
The EBA will invite the team that wins the liquidity
simulation scenarios to attend the Banking
Technology Awards in London on 11
th November
2015.
Booking For bookings, please e-mail
your request to [email protected].
We strongly recommend registering promptly.