Annual Liquidity Conference

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Annual Liquidity Conference Venue: Date: Pinners Hall, 105-108 Old Broad Street, London, EC2N 1EX 30 April 2014 Responding to

Gokcedag Executive Director, Counterparty Risk Analytics UBS Nial Dillon Head of Basel III Liquidity Reporting AIB Jamie Paris

Management (UK) Ltd Stirling Alayrac-Fielding Deputy Head of Liquidity Management Deutsche Bank Paul Imm Head of Treasury Payment

1 Annual Liquidity Conference Venue: Date: Pinners Hall, Old Broad Street, London, EC2N 1EX 30 April 2014 Responding to regulatory overhaul Speakers include: George Speight Manager PRA Matt Foss Head of Liquidity Policy and Risk Management RBS Mehmet Gokcedag Executive Director, Counterparty Risk Analytics UBS Nial Dillon Head of Basel III Liquidity Reporting AIB Jamie Paris Regional Head of Liquidity, Asset & Liability Management Standard Chartered Jonathan Curry Global CIO, Liquidity HSBC Global Asset Management (UK) Ltd Stirling Alayrac-Fielding Deputy Head of Liquidity Management Deutsche Bank Paul Imm Head of Treasury Payment Products JP Morgan Chase Mark Redmond Basel III Implementation Lead Bank of Ireland Alex Cockerell Head of Treasury Metro Bank Headline sponsor: Associate Sponsors:

2 Introduction: Basel III introduces for the first time quantitative liquidity requirements. The design of the Liquidity Coverage Ratio has now been finalised and a Net Stable Funding Ration is currently subject to a Basel Committee consultation. Banks are preparing to report their LCR to supervisors and some are disclosing their ratios in their annual report. At the same time regulators are putting mere emphases on capital and liquidity planning in the context of stress testing requirements. In the face of these regulatory changes it is important that banks ensure compliance whilst seeking out competitive advantage. The BBA s Annual Liquidity Conference brings together banks, regulators and other financial industry experts to discuss the latest developments in European and UK liquidity regulation and its impact on reporting requirements, risk management and business models as a whole Topics to be covered: Sponsor profile: Regulatory update Capital Requirements Regulation (CRR) practical implications on liquidity metrics Intraday reporting NSFR compliance Liquidity management for OTC products Funding and liquidity ALMIS International, founded in 1992 by Joe Di Rollo, identified the need for an Asset Liability Management system to calculate total balance sheet interest rate risk. Since then, the ALMIS system has been developed into a comprehensive, flexible and regulatory compliant software solution covering; Margin Management, Market Risk, Liquidity, Financial Planning, Capital Adequacy, Hedge Accounting and Regulatory Reporting. ALMIS gives financial institutions the ability to manage, monitor and report their financial risk profiles, providing their Executives and Boards with accurate information on current and forward looking positions to help them proactively monitor and plan. These regulated firms greatly value the assurance ALMIS gives them when dealing with national and international regulators. Our customer base of over 60 UK and International firms can testify to the effectiveness of ALMIS. They value the speed of implementation, ease of use and the dedicated support from a team of ALM experts, systems analysts and software developers. We are at the forefront of developments for BASEL III & CRD IV, working closely with the regulators and with our clients. ALMIS Regulatory Reporting works effectively as a standalone module but, in synergy with the ALM system, gives you a complete financial risk management and regulatory compliant solution.

3 Programme: 09:00 Registration and breakfast 09:25 Opening remarks from the Chair Simon Hills, Executive Director, Prudential, BBA 09:30 Keynote Address Responding to regulatory overhaul Matt Foss, Head of Liquidity Policy and Risk Management, RBS 10:00 Keynote Address Regulatory Update George Speight, Manager, PRA 10:30 Presentation Evaluating the practical implications of Capital Requirements Regulation (CRR) on liquidity metrics On reporting, data and disclosure Level playing field Consolidation arrangements Christopher Blake, Senior Manager Liquidity and Risk, Group Asset & Liability Management, HSBC Holdings Plc 11:00 Coffee break 11:30 Presentation Implications of BASEL III & CRD IV on a Bank s organisation structure and IT strategy COREP & EBA guidelines Liquidity Monitoring Metrics Performance measurement and FTP Stress testing and reverse stress testing Forward planning & developing liquidity strategy Joe Di Rollo, Founder and Executive Chairman, ALMIS International Limited 12:00 Panel Discussion Monitoring and reporting liquidity: from day-to-day to intraday What are the main challenges in operationalising intraday liquidity reporting? How are financial firms responding to Basel intraday expectations? NSFR and additional monitoring metrics: what are banks expected to do in order to comply? How are firms and industry providers preparing for real-time monitoring? Moderator: Paul Barnes, Managing Director, Head of Short Term Markets, Santander GBM Christian Goerlach, Director, Asset & Liability Management, Deutsche Bank Paul Imm, Head of Treasury Payment Products, JP Morgan Chase Edward Royan, COO EMEA, AxiomSL 12:45 Lunch 13:45 Keynote Address What is the role of money market funds in providing liquidity? Jonathan Curry, Global CIO, Liquidity, HSBC Global Asset Management (UK) Ltd 14:15 Presentation Funding and the NSFR: 2014 changes and the journey to 2018 implementation 2014 Framework revision How are banks responding to the NSFR requirement? Integrating the NSFR in funding and business plans Evaluating the role of the NSFR in FTP Niall Dillon, Head of Basel III Liquidity Reporting, AIB 14:45 Panel Discussion Developing efficient stress-testing infrastructures What are the baseline stress-testing requirements? How does market volatility translate into stress-testing spreadsheets?

4 What makes a model good for stress testing? Will the LCR replace stress testing? Moderator: Nikat Malik, Principal Business Architect, HSBC Bank Plc Stirling Alayrac-Fielding, Deputy Head of Liquidity Management, Deutsche Bank Alex Cockerell, Head of Treasury, Metro Bank Stephen Grainger, Group treasurer, Aldermore, Bank Plc 15:30 Coffee break 16:00 Presentation Strategic ALM Financial modelling: how can liquidity management be implemented in day-to-day treasury to encompass technical changes and reporting? What is the business impact of liquidity ratios on Treasury and asset liability management? Risk monitoring tools and models: how sophisticated do you have to get in your models? Integrating the cost of liquidity risk and Basel III into banks transfer pricing Jamie Paris, Regional Head of Liquidity, Asset & Liability Management, Standard Chartered Bank 16:30 Presentation Liquidity in Counterparty Risk Management Planning for Basel III: LCR and NSFR Striking a balance: OTC and CRM Risk mitigation in derivative portfolio exposures Funding and liquidity Mehmet Gokcedag, Executive Director, Counterparty Risk Analytics, UBS 17:00 Closing remarks from the Chair Simon Hills, Executive Director, Prudential, BBA

5 Registration: Annual Liquidity Conference 30 April 2014 Your details Name Mr/Mrs/Miss/Ms Position address Organisation Address City Telephone Special needs/dietary requirements Postcode Fax Price (includes lunch and documentation, and is payable in advance of the event) BBA Member Fee: ( VAT) = Total per delegate (Promotional code: ) Non-Member Fee: ( VAT) = Total per delegate Payment (Cheque, Credit Card or BACS payments) 01 I enclose a cheque for made payable to BBA Enterprises Ltd 02 I wish to pay by credit card Visa Mastercard AmEx Switch/Maestro Eurocard Cardholder name Cardholder s number Issue number (Switch/Maestro only) Expiry date Security code Billing address Total amount to be debited Cardholder signature 03 I wish to pay by BACS payment please send a BACS remittance together with a copy of this registration form. Account name: BBA Enterprises Ltd Bank: Coutts & Co, 440 Strand, London WC2R 0QS Account: Sort Code: IBAN: GB61COUT IBANBIC: COUTGB22 Bank Delegate name Total amount paid Please use the reference LC11 and delegate surname when paying BBA Enterprises Ltd through BACS. Bookings will not be processed until the Conference Unit has received a remittance advice and a completed registration form. I have read and understood the terms and conditions of booking and confirm my acceptance Signed Date

6 Registration: [Add Conference Title] [Add Date] Data Protection The personal data you provide will be processed in accordance with the Data Protection Act 1998 by BBA or BBA Enterprises Ltd and used for membership purposes and to provide you with details of events, publications and training by post or . If you do not wish to receive this information by post, please tick the box In line with the Privacy and Electronic Communications (EC Directive) Regulations 2003, if you would rather not receive such information by , please tick the box If you do not wish to be marketed by joint venture organisations from information supplied by the BBA or BBAE, please tick the box. Booking terms and conditions 01 ALL event registrations must be made in writing and accompanied by full payment to guarantee a place. If your accounts department will be sending payment separately, please initially fax a copy of your completed registration form and state payment to follow. 02 Membership of the British Bankers Association is on a corporate basis, therefore, if your employer is a member, so are you. 03 All cancellations made 14 days or more prior to the event will incur an administration charge of 35 plus VAT. If a cancellation notice is received within 14 days of an event, no refunds will be made. In such cases, registration cannot be transferred to other events, however substitute names can be provided. 04 Confirmation. Please supply an address on your registration form as your booking confirmation and joining instructions will be ed to you within 48 hours of the BBA receiving your booking. The BBA must receive full payment before a booking confirmation will be sent. If you do not receive your booking confirmation within the stated timeframes, please contact the conference administrator. 05 In certain circumstances, the BBA reserves the right to change the programme without prior notification. 06 Delegate places cannot be shared. 07 It is the policy of the BBA not to issue invoices for conference bookings. We will, however, issue a VAT receipt with the event confirmation. Are our records correct? Help us maintain the accuracy of our membership database and reduce waste by letting us know, if: - the details we hold about you are incorrect - you have received duplicate copies of this flyer - you want to opt to receive all future correspondence via . Contact us at conferences@bba.org.uk and we will update your record accordingly.

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