Digital Assets Report

“Throughout the global financial crisis which began in mid-2007, many banks struggled to maintain adequate liquidity.

“Throughout the global financial crisis which began in mid-2007, many banks struggled to maintain adequate liquidity. Unprecedented levels of liquidity support were required from central banks in order to sustain the financial system and even with such extensive support a number of banks failed, were forced into mergers or required resolution.

These circumstances and events were preceded by several years of ample liquidity in the financial system, during which liquidity risk and its management did not receive the same level of scrutiny and priority as other risk areas. The crisis illustrated how quickly and severely liquidity risks can crystallize and certain sources of funding can evaporate, compounding concerns related to the valuation of assets and capital adequacy.”

Expert Advisors:
 Veronica Filippi, Liquidity Risk Portfolio Analyst, UniCredit Group, Italy
 Pierre Apruzzese, Head of ALM Treasury, BNP Paribas, Switzerland
 
Confirmed Speakers:
 Marco Lichtfous, Deputy Head Prudential Supervision, Member of BCBS Working Group on Liquidity, Banque Centrale du Luxembourg
 Philippe Mongars, Deputy Director of Financial Stability Directorate, Banque de France
 Simon Hills, Executive Director of the Prudential Capital and Risk Team, British Bankers’ Association, UK
 Ian Cohen, Chief Strategy Officer at HSBC & Chairman of the AFME Securities Trading Committee, HSBC, UK
 Herbert Maier, Senior Vice President, Head of Treasury Steering, Raiffeisen Bank International AG, Austria
 Jens Marczinzik, Global Head of Liquidity Risk Model, Commerzbank, Germany
 Sanja Hukovic, Executive Director, Quantitative Risk Control – Head of Equities, FXMM and Client Portfolio , UBS Investment Bank, UK
 Stjepan Anic, Member of Management Board & Chief Risk Officer, Kreditna banka Zagreb, d.d., Croatia
 David Suetens, Chief Risk Officer , ING Investment Management, The Netherlands
 Veronica Filippi, Liquidity Risk Portfolio Analyst, UniCredit Group, Italy
 Jes Peter Gerstrom, Senior Vice President, Cover Pool & Liquidity, Danske Bank, Denmark
 Jesus Maria Tarriba Unger, Director Market Risk Models, Grupo Santander, Spain
 Massimo Pedroni, Senior Manager, Prometeia SpA, Italy