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Atel Meetings

Seminar - March 23rd, 2010


Half Day Advanded Seminar - Best Practices for Collateral & Liquidity Risk Management

 

Best practices for

Collateral and Liquidity Risk Management

  

For the most part, the credit crisis seems to be behind us. The question on many minds is now what are the lessons learnt from those events. Since then, a big emphasis has been largely put on liquidity risk management. More than ever, liquidity risk issues and collateral management efficiency are considered as crucial in business and are definitely one of the biggest challenges that companies have to face. Indeed, most of business leaders want now to develop strong structures and processes to deal with these issues.

In this context, we are pleased to invite you to our conference in Luxembourg "Best practices for collateral and liquidity risk Management".
Consultants from Deloitte and Algorithmics, as well as Dexia as an Algorithmics user, will leverage on their proven expertise in risk modelling and risk solutions, to discuss the profits gained from an efficient liquidity risk and collateral management.  Their views and knowledge about the challenges and issues that may arise during the implementation of a collateral management platform or the setting-up of strong processes for liquidity risk measurement and management, will be conveyed to the audience also. We will also address the use of scenarios-based approach to obtain accurate measures of liquidity risk, especially in times of crisis.

 It will help attendees to better understand, apprehend and manage liquidity risk /collateral portfolios; and thus will be of particular interest to senior management and risk managers.

This conference is offered by ATEL, PRiM, ALGORITHMICS and DELOITTE.

 

Speakers

  • Mr. Olivier Robin, Business Development - ALGORITHMICS

  • Mr. Seb Chamberlain, Marketing Coordinator - ALGORITHMICS

  • Mr. Xavier Zaegel, Partner Enterprise Risk Services - DELOITTE

  • Mr. Alan Picone, PhD, Director - Enterprise Risk Services - DELOITTE

 

Agenda

  • 2:00pm - 2:30 pm: Reception

  • 2:30pm - 2:40 pm: Introduction

 François MASQUELIER, Head of Corporate Treasury of RTL Group & President of ATEL

  • 2:40pm - 2:55 pm: Algorithmics' presentation

Philippe THONNARD, Head of Control and Support Financial Markets of DEXIA Group

Neil MURPHY, Lead Consultant of ALGORITHMICS

- The needs of DEXIA in the evolving market
- The process to come to a robust solution
- Algorithmics' solution
 
 
  • 4:15pm - 4:45: Pause - Drink   

  • 4:45pm - 5:45pm: Liquidity Risk Management in the aftermath of the credit crisis

Xavier ZAEGEL, Partner DELOITTE S.A. in Luxembourg

Alan PICONE, Director ERS DELOITTE S.A. in Luxembourg

 Part I: Liquidity risk management: a crucial issue 

Part II: Regulatory framework related to liquidity risk management in Luxembourg

Part III: Solutions to appropriately measure liquidity risk management and implement efficient liquidity risk mitigates

 

  • 5:45pm - 6:30pm: Measurement and Management of LR: a scenario based approach
Mario ONORATO, Head of BSRM & Capital Management ALGORITHMICS

1) Taxonomy of LR: Market, Funding and Contingent LR
2) Measuring Market LR
3) Measuring Funding LR - Static CF Liquidity Gap
4) Managing LR

 
  • 6:30pm - 6:45pm:  Questions

 

  • 6:45pm: Cocktail

 

Detailed program                                Invitation

 

For details about the conference

O. Robin - ALGORITHMICS

A. Picone - Deloitte

 

 

 

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