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ILAAP Stress Testing and Liquidity Risk Management

Advance ILAAP stress testing to strengthen liquidity risk frameworks and funding plans

23-25 May 2018
De Vere Holborn, London, United Kingdom

Conference Workshop

Integrated stress testing: A closer look at ILAAP and ICAAP together

Workshop Moderator: Ahraz Sheikh

Company: Independent Consultant

Why You Should Attend

ILAAP Stress Testing and Liquidity Risk Management

This marcus evans event will provide strategic insights from leading figures in stress testing and liquidity risk management, discerning how banks should comply most efficiently and accurately with ILAAP. Our panel of experts will define optimal practice for designing the ILAAP, identifying relevant and plausible scenarios for testing (both bank-specific and market-wide factors), and incorporating test results into an enforceable liquidity and recovery plan.

In their analysis of the 2007-8 global financial crisis, both regulators and economists identified the inherent weaknesses in global liquidity frameworks that would have helped them to allay those severe, sustained stress periods.  Consequently, banks’ internal liquidity risk function has come under far greater scrutiny – with ILAAP as their primary procedure for liquidity stress testing.  This has not, however, prevented inconsistencies in ILAAP practice emerging across different regions, with some banks relying too heavily on LCR as a short-term stress testing measure, and others performing stress tests with other enduring limitations – in terms of test design, scenario selection, and the subsequent construction of a long-term liquidity plan.  In many cases, liquidity stress testing has fallen behind capital testing as a priority. 

Key Topics

  • Develop ILAAP stress tests with particular focus on validation of stress assumptions, systems, and data
  • Determine both bank-specific and market-wide scenario selection from the perspectives of large and challenger banks
  • Design forward looking and holistic liquidity plans in light of knowledge attained on risk appetite through ILAAP
  • Build granular recovery plans at an entity level recognising the interaction between ILAAP and ICAAP
  • Previous Attendees Include

    • ABN AMRO
    • AIB
    • Bank of America
    • Barclays
    • BNP Paribas
    • Caixabank
    • Credit Agricole CIB
    • Credit Suisse
    • Danske Bank
    • Deutsche Bank
    • HSBC
    • ING
    • Lloyds Banking Group
    • Mizuho
    • Nordea
    • Rabobank
    • Santander
    • Societe Generale
    • Sberbank
    • Standard Chartered
    • Swedbank
    • And many more...

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Event Partners

    Practical Insights From

    Abhijeet Kulkarni
    Head of Liquidity Stress Testing, Treasury
    Standard Chartered

    Dimitrios Papathanasiou
    Head of EMEA Liquidity and Treasury Market Risk
    Credit Suisse

    Wiliam Cooper
    Head of Risk

    Pim van Stolk
    Global Liquidity Coordinator, ALM, Market Risk
    ING Bank

    Krishna Srinivasan
    Head of Liquidity Management

    Christopher Skak Nielsen
    Head of Liquidity Risk Management
    Danske Bank

    Rajeev Shah
    Head of Asset, Liability and Capital Management

    Jacek Rzeznik
    Head of Market and Liquidity Risk Management

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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Melini Hadjitheori

    PO Box 24797
    CY-1304 Nicosia

    +357 22 849 308
    Fax: +357 22 849 394