1. Course highlights: Composition of liquidity buffers and
assessing their impact under Basel III
Stress testing liquidity risk
The impact of Basel III on your
business model Regulatory demands on data
infrastructure
How to integrate internal liquidity risk
management within the Basel III Regulatory expectations for liquidity
process in banking
incisive-training.com/liquidity
Managing
liquidity
under Basel III
London
27 & 28 February 2012
New York
1 & 2 March 2012

2. Managing liquidity under London
27 & 28 February 2012
Basel III
New York
1 & 2 March 2012
About the course
A year on from the publication of the final Risk’s annual liquidity management seminar
Risk Management
version of Basel III and its liquidity will address these complex issues in the wider
requirements, the banking industry continues economic context of the evolving regulatory
to face a barrage of challenges in adapting environment, including sessions on the impact
their business model in order to implement the of Basel III on your business, looking at cross
new regulations. As the current volatile state of currency markets for liquidity purposes, the
funding markets continues unabated the composition of liquidity buffers under Basel III
industry continues to question what impact and liquidity stress testing.
Basel III will have on its access to – and
management of – liquidity.
Learning outcomes Who should attend?
– Assess how to adapt your business plan to This course has been designed for people
comply with new regulations working in banks, investment firms,
– Explore how to maintain sufficient liquidity consultancies and regulatory bodies with the
to fund cost obligations following job titles:
– Liquidity risk managers
– Identify the fundamentals of liquidity risk
modelling and quantification – Treasury managers
– Investigate pricing funding value – Risk analysts and controllers
adjustment and credit value adjustment – Market risk managers
– Examine liquidity risk and its relationship – Asset and liability managers
with other risks – Portfolio managers
– Regulators
– Compliance managers
– Balance sheet managers
Book now
call— +44 207 968 4553/+1 (646) 736 1854
email— training.delegates@incisivemedia.com
web— incisive-training.com/liquidity

3. Managing liquidity under London
27 & 28 February 2012
Basel III
New York
1 & 2 March 2012
Course tutors
Risk Management
London New York
Michele Bonollo, Amnon Levy,
Head of IT Risk Management Department Managing Director, Head of Portfolio Research
BANCO POPOLARE MOODY’S
Yves Lanaud, Gregg Neville,
Senior Advisor - Finance & Risks Executive Director
NATIXIS-BPCE GROUP UBS
Dr. Mario Onorato, Bogie Ozdemir,
Senior Director, Head of Balance Sheet and Vice President Economic Capital
Capital Management SUN LIFE FINANCIAL SERVICES
ALGORITHMICS AN IBM COMPANY
Frank Sansone,
Alan Picone, Treasurer and Head of Cash & Liquidity
Director, Risk Management & Actuarial Solutions Management
DELOITTE DEXIA CREDIT LOCAL
Ruediger Sandvoss, Sol Steinberg,
Department Head Strategic Risk Control Vice President
HELABA LANDESBANK LCH CLEARNET
Aldo Soprano,
Head of Short Term Liquidity Risks Control
UNICREDIT GROUP
Venues
London New York
Please check website for updates Please check website for updates
Book now
call— +44 207 968 4553/+1 (646) 736 1854
email— training.delegates@incisivemedia.com
web— incisive-training.com/liquidity

4. Managing liquidity under London
27 & 28 February 2012
Basel III
New York
1 & 2 March 2012
Risk Management
Coming up in 2012
Marcello Minenna on Derivative Pricing and Model
Can’t find what you’re Calibration
looking for? London 15 – 17 February 2012
New York 25 – 27 April 2012
Basel 2.5 to Basel III: Challenges and objectives for Risk
Incisive Training values our delegate
Management:
feedback and is always looking for new London 16 & 17 February
ideas and suggestions for interesting New York 23 & 24 February
topics you would like to see produced www.incisive-training.com/basel
as a training course. If you would like
to submit a subject area or have a topic Solvency II
you would like to see covered at one of Practical and Theoretical Approaches to Implementation
our training events please contact London 1 – 2 March 2012
traininginfo@incisivemedia.com training.delegates@incisivemedia.com
School of Energy Risk Management
London 6 – 8 March 2012
www.incisive-training.com/schoolofenergy
Market Data, Reference Data and Technology Training
London 19 – 23 March 2012
training.delegates@incisivemedia.com
Book now
call— +44 207 968 4553/+1 (646) 736 1854
email— training.delegates@incisivemedia.com
web— incisive-training.com/liquidity

5. Managing liquidity London
27 & 28 February 2012
under Basel III
New York
1 & 2 March 2012
London Monday 27 February 2012
Day
1
0830 Registration and coffee 1330 Regulatory expectations for liquidity in banking
0900 Defining liquidity and liquidity risk
– Reasons for regulatory changes to global liquidity
requirements
– Solvency versus liquidity
– Liquidity coverage ratio
– Maintaining sufficient liquidity to fund cost obligations
– Net stable funding ratio
– Liquidity risks
– What constitutes an acceptable liquid asset?
– Managing liquidity risk
– Long-term funding vs. short term solutions
– Reasons for regulatory changes to global liquidity requirements
Tutor Speaker to be confirmed
Tutor Yves Lanaud, Senior Advisor Finance & Risks, NATIXIS – BPCE GROUP
1030 Coffee break
1500 Coffee break
1100 The impact of Basel III on your business model
1530 How to integrate internal liquidity risk management within the
Basel III process
– What are banks doing to prepare? – Involved organisational units
– Where does the cost lie? – Process between risk management and risk control
– How can you adapt your business plan to comply with new – Integration of Basel III in the existing liquidity risk framework
regulation? – Use of the same data for internal purposes and Basel III
– The micro and macro affects of Basel III – Cost efficiency
Tutor Aldo Soprano, Head of Short Term Liquidity Risks Control, Tutor Ruediger Sandvoss, Department Head Strategic Risk Control,
UNICREDIT GROUP HELABA LANDESBANK
1230 Lunch 1700 End of day one
Book now call— +44 207 968 4553/+1 (646) 736 1854
email— training.delegates@incisivemedia.com
web— incisive-training.com/liquidity
London Tuesday 28 February 2012
Day
2
0830 Registration and coffee 1230 Lunch
0900 Stress testing liquidity 1330 Fundamentals of liquidity risk modelling and quantification
– The risk drivers and scenarios of stress testing – Presentation of the stylised facts of liquidity risk
– Building scenarios to cover liquidity – incorporating the major – Modelling the asset side: market depth and microstructure
funding and market liquidity risks – Modelling the liability side: assessing behaviours
– Backward looking versus forward looking scenarios – Typical metrics and measurement approaches
– Frameworks for calculating and valuing the results – Review of regulatory answer within CRD IV/Basel III
– Incorporating tests into the business model and communicating – Critical analysis and way forward
results to senior management Tutor Alan Picone, Director, Risk Management & Actuarial Solutions,
Tutor Dr. Mario Onorato, Senior Director, Head of Balance Sheet and DELOITTE
Capital Management, ALGORITHMICS AN IBM COMPANY
1500 Coffee break
1030 Coffee break
1530 Liquidity Risk: from a silos perspective to a network approach
1100 Composition of liquidity buffers and assessing their impact – Liquidity risk and relationships with other risks
under Basel III – Funding Value Adjustment (FVA) and Credit Value Adjustment
– Relationship between Basel III liquidity buffer composition (CVA): how to price them
and the debt market – A network approach for joint liquidity counterparty risks
– The affects on inter-banking lending – Some systemic risk indicators for the bank
– Impact on fixed income products and securitisation – The network calibration problem and data availability
– NSFR and LCR Tutor Michele Bonollo, Head of IT Risk Management Department,
– Macroeconomic impact of reliance on government and BANCO POPOLARE
central bank debt instruments
Tutor Speaker to be confirmed 1700 End of training

6. Managing liquidity London
27 & 28 February 2012
under Basel III
New York
1 & 2 March 2012
New York Thursday 1 March 2012
Day
1
0830 Registration and coffee 1330 The impact of Basel III on your business model
0900 Defining liquidity and liquidity risk
– Basel III capital management implications
– How can you adapt your business plan to comply with new
– Solvency versus liquidity
regulation?
– Maintaining sufficient liquidity to fund cost obligations
– How can you adapt your organizational structure? - a new
– Liquidity risks
partnership between risk and finance.
– Managing liquidity risk
– Steps for comprehensive business planning, capital
– Reasons for regulatory changes to global liquidity requirements
budgeting and optimization
Tutor Sol Steinberg, Risk & Valuation, LCH CLEARNET
– Reconciling Economic and Regulatory Capital in Capital
Optimization
1030 Coffee break – Stress on ROE - Orderly correction of the Business Mix?
– Empirical results and discussion
1100 Regulatory expectations for liquidity in bankingl Tutor Bogie Ozdemir, Vice President, Economic Capital, SUN LIFE
– Reasons for regulatory changes to global liquidity Financial GROUP
requirements
– Liquidity coverage ratio
– Net stable funding ratio
1500 Coffee break
– What constitutes an acceptable liquid asset?
– Long-term funding vs. short term solutions
1530 Regulatory demands on data infrastructure
– What are the requirements under Basel III?
Tutor Frank Sansone, Treasurer and Head of Cash & Liquidity – How can data be generated?
Management, DEXIA CREDIT LOCAL – What is the cost?
– Reporting across jurisdictions and regulatory requirements
1230 Lunch – Setting the pace of reporting
Tutor Speaker to be confirmed
1700 End of day one
Book now call— +44 207 968 4553/+1 (646) 736 1854
email— training.delegates@incisivemedia.com
web— incisive-training.com/liquidity
New York Friday 2 March 2012
Day
2
0830 Registration and coffee 1230 Lunch
0900 Assessing and pricing liquidity risk: an economic perspective of 1330 Composition of liquidity buffers and assessing their impact
asset and liability dynamics under Basel III
– Modelling liquidity risk for banks with multiple and uncertain – Relationship between Basel III liquidity buffer composition
funding sources, including secured borrowing, and asset sales and the debt market
– Understanding the dynamics and interplay of borrower – The affects on inter-banking lending
characteristics, funding options and the economic environment in – Impact on fixed income products and securitisation
a correlated setting – NSFR and LCR
– Holistic decomposition of a funds transfer price that accounts for – Transactions to optimize the liquidity of bank securities
institution-referent contingent liquidity, funding liquidity, and portfolios
credit risk Tutor Gregg Neville, Executive Director, UBS
Tutor Amnon Levy, Managing Director, Head of Portfolio Research,
MOODY’S
1500 Coffee break
1030 Coffee break 1530 Measuring and managing liquidity risk within an institution
– The importance of knowing how stressed economic
1100 Stress testing liquidity conditions affect liquidity
– The risk drivers and scenarios of stress testing – How can implementing Basel III contribute to preventing
– Building scenarios to cover liquidity – incorporating the severe liquidity risks arising in banks?
major funding and market liquidity risks – Designing a contingency plan
– Backward looking versus forward looking scenarios – Generating scenarios for liquidity stress testing: interacting
– Frameworks for calculating and valuing the results with senior management
– Incorporating tests into the business model and Tutor Speaker to be confirmed
communicating results to senior management
Tutor Sol Steinberg, Risk & Valuation, LCH CLEARNET 1700 End of training

7. Managing liquidity
under Basel III
Registration & payment details
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web— incisive-training.com/liquidity

8. Managing liquidity
under Basel III
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