The global financial crisis promoted a renewed focus on managing liquidity risk. Almost 10 years on, awareness of liquidity risk has become the norm and its management essential to the viability of financial institutions. Looking ahead, effective risk management strategies and frameworks must address the major issues that compromised firms during the drawdown - liquidity should not be viewed as a short-term operational issue, but as a central component of long-term business strategies.
"It was a great event, I got to meet a lot of my peers as well as understand from
a regulatory perspective what is really going on. I will definitely join next year."
Quantifi's 2nd Annual New York Risk Conference
Registration is open for Quantifi's 3rd annual New York risk conference with a focus on latest trends and developments in liquidity risk management. Join senior practitioners from across the industry for an afternoon of unique insights, discussions and sharing of best practices for better management and understanding of liquidity risk. Register early as places are limited!
Speakers and Agenda
Chair's Opening Remarks
Rohan Douglas, CEO, Quantifi
buy-side Techniques for Liquidity Risk Identification and Measurement
Josh Smith, Chief Risk Officer, GSO Capital Partners
Katie Day, Head of Risk & Quantitative Analysis Team, BlackRock
Jeffrey Garnett, Director of Risk, Fortress Investment Group
Shayan Norasteh, CRO, Hollis Park Partners
Impact of Recent Regulations on Bank Liquidity
Dmitry Pugachevsky, Director of Research, Quantifi
Gonzalo Garcia-Kenny, Managing Director; Head of Counterparty Optimization, Citigroup
Steve Hageman, Managing Director and Liquidity Risk Officer; Americas, Societe Generale
Frank Sansone, Senior VP; Treasurer, China Construction Bank
The Harmonie Club
4 East 60th Street,
New York, NY 10022