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

education@abe-eba.eu 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

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education@abe-eba.eu 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 education@abe-eba.eu.

We strongly recommend registering promptly.