Managing intraday liquidity risk for the buy-side
View AgendaKey reasons to attend
- Explore the significance of intraday liquidity
- Navigate the BCBS 248 reporting requirements
- Learn from ineffective management of intraday liquidity risks
Customised solutions
Does your team require a tailored learning solution on this or any other topic?
Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review.
About the course
In light of disruptions in the UK pension fund industry and huge impacts on wholesale banks, understanding intraday liquidity risk is paramount for the buy side. This course dissects these events, complemented by case studies from a UK liability-driven investment firm and a hedge fund. Attendees will gain practical insights to mitigate future risks.
As the regulatory environment evolves, the course will explore the BoE’s FPC guidance, unpacking BCBS 248’s reporting requirements.
In an era of digital transformation, the course also sheds light on the impact of cryptocurrencies and nuances of payment-on-chain.
Participants will leave this course with the practical knowledge needed to effectively measure and manage intraday liquidity risks for the buy-side.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
- 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber* (use code SUB30)
- Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)
*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.
Learning objectives
- Learn how to optimise operational capabilities
- Explore the Bank of England’s (BoE’s) Financial Policy Committee (FPC) guidance
- Analyse UK pension fund pitfalls
- Evaluate the relationship of intraday and operational risk
- Prepare for the impact of cryptocurrencies
- Understand payment-on-chain
Who should attend
Relevant departments may include but are not limited to:
- Heads of operations
- Heads of treasury
- Chief financial officers
- Chief operating officers
- Settlements managers
- Operations managers
- Cash managers
Agenda
Sessions:
- Introduction to intraday liquidity risk
- Understanding operational capabilities
- The guidance from the Bank of England’s Financial Policy Committee
- Intraday liquidity management: challenges and improvement areas
- Creating operational capabilities
- Getting ready for tomorrow
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Still Trussed up: UK pensions confront fallout from LDI crisis
- ALM banking after the crisis: stress-testing for more robust liquidity management practices
- Token effort is no blockchain boon for illiquid assets
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
Expand your learning
Events
The premier meeting place for the risk community. Providing clarity and guidance on the fast-changing regulatory landscape of capital, credit and market risk, liquidity and derivates use.
Journals
Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Books
Risk Books are authored by leading professionals and academics. With over 150 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Glossary
Regularly updated by our team analysts, journalists and producers, our glossary demystifies the terminology and acronyms used in risk management, risk transfer, policy, technology and innovation.