About the 2009 Forum
Building on the success of 2008 and 2009, this is a unique opportunity to meet and discuss Liquidity Risk related topics with fellow practitioners and specialists from all the relevant financial institutions around the world.
Since the early days of the Basel Committee in the late 1980’s, there has been significant progress in the understanding of and management of Market Risk, Credit Risk and, with the onset of Basel II, Operational Risk. Following these efforts, the global financial system now has had for some while a global standard for these risk types.
Initiatives in this area for Liquidity are just starting and will be reviewed after large scale quantitative impact studies. In the meantime, the perceived lack of transparency and data means that liquidity risk management continues to be the least understood of all risk types both within banks and with their stakeholders.
Liquidatum is unique in that its directors and staff meet and work with Liquidity Risk practitioners on a daily basis. We recognise, however, that the whole topic lacks an appropriate forum at which specialists from each financial institution can meet and partake of businesslike discussion and education about Liquidity Risk related topics.
The original idea of the Forum was to enable liquidity risk practitioners to discuss their issues and ideas with their peers so as to help shape the liquidity risk policies and appetites of their own institution. The Agenda has been suggested by our clients and is one likely to create challenging and innovative discussion.
This rationale for the Forum and its format is as valid today as it was at the first Forum. Banks are re-designing their balance sheets and there is a great deal of discussion about best practice(s).
We invite you to attend The Liquidity Risk Forum 2010 and contribute to the discussion.
