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6th Annual Liquidity, ALM and FTP

Align ALM and FTP practices to perform in line with current regulatory metrics such as IRRBB, NSFR, and LCR

5-6 Sep 2019
Singapore, Singapore

Why You Should Attend

6th Annual Liquidity, ALM and FTP

The treasury space has undergone a significant amount of reform and disruption since the financial crisis. In the years immediately following the financial crisis, the focus was on regulating to ensure that banks would hold sufficient levels of liquidity in future. Now that we are further on in implementing this regulation, banks are turning their attentions to how it actually impacts their day to day treasury activities and how they should optimize their balance sheets and build robust FTP framework for the new environment. Moreover, the treasury function is also beginning to feel the impact of disruption outside the regulatory environment, namely LIBOR transition and other macro-economic developments. Our conference will show banks how they can transform their treasury function in this disrupted environment in order to optimize their balance sheet and asset and liability management, build a robust FTP mechanism, and overcome different practical challenges to maximise profitability.

Attending this premier GFMI conference will help delegates understand the impact of interest rate and LIBOR change on re-pricing and treasury functions and discovers how banks optimize intraday liquidity management and optimizing balance sheet, pricing and ALM practices. Practical examples of constructing FTP curve for large bank and different types of products are discussed. Attendees will also understand how to tackle the latest regulatory challenges including implementation of the IRRBB NSFR and LCR. Detailed case studies will present how to calculate FTP rates and tackling various challenges, so that delegates leave the event with a clear road map for the next steps in progression.


Key Topics

  • Benchmark reform and the Treasury function: FAQ and practical insights
  • Applying FTP across different business lines and products: Short, medium, and long term curves
  • Challenges for FTP: The communication gap and the emotional element around profit/cost centers
  • Integrating the IRRBB into the existing treasury management processes
  • Day to day successes in intraday liquidity management: Strategies of sizing the intraday liquidity buffer appropriately to efficiently meet operational need
  • Previous Attendees Include

    From Banks:

    • Head of Treasury
    • Head of Liquidity Management
    • Head of ALM
    • Head of Balance Sheet Management
    • Head of Funds Transfer Pricing
    • Head of Liquidity Risk
    • Head of Market Risk

    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 Sponsors
    Silver Sponsor
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    Silver Sponsor
    Quantitative Risk Management Inc
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    Practical Insights From

    Gerald Elflein
    Regional Treasurer Asia Pacific
    UBS, Singapore

    Bram Van Den Bergh
    Head of Asset & Liability Management
    Natixis, Hong Kong

    Paul Wong
    Director, Funds Transfer Pricing
    Standard Chartered Bank, Singapore

    Hang Wei Low
    Head Business Solutions, Liquidity
    Standard Chartered Bank, Singapore

    Ankit Shah
    Executive Director, Client Portfolio Manager APAC, Liquidity Solutions
    Goldman Sachs Asset Management, Singapore

    Amol Padhye
    Head of Market Risk
    HDFC Bank, India

    Olaf Stier
    Managing Director, Head of Treasury Asia
    Commerzbank, Singapore

    Click Here For Full Agenda

    Voice of Our Customers
    • “We have come to the stage where market practitioners are encouraged to participate and share to a large extent tangible and specific thoughts and methodologies in their areas. I feel that I have expanded my perspective and met with interesting practitioners, whom Marcus Evans is able to attract” Head of IFTP, Nordea
    • “Very good place for networking and idea exchange” Head of ALM, mBank
    • “Conference had really useful presentations and interesting materials. Open and friendly atmosphere” Head of Analysis Department, Alfa Bank
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    Event Contact

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

    Miss Bernardine Michael - Regional Director (Digital,Media & PR) APAC & MEA

    marcus evans Kuala Lumpur , Suite A-20-1, Level 20
    Hampshire Place Office, 157 Hampshire, 1, Jalan Mayang Sari
    50250 Kuala Lumpur

    +603 2603 2597
    Fax: +603 2603 2597