When

Thursday 3 May and Friday 4 May 2007

Aim

In this conference, APRA will discuss its current thinking on the broad direction of liquidity supervision policy against the background of developments in markets and liquidity management practice. The conference presents an opportunity for industry to highlight those aspects of APRA’s supervisory approach requiring further guidance or review, and to recommend possible changes. It also offers participants an open forum to share issues and experiences in the area of liquidity management and, in doing so, set the benchmarks for industry good practice.

Format

Two day conference, click here for the full program details.

Program overview

Click on the name of the speaker under each session heading to view their presentation.

Opening remarks

• Dr John Laker - APRA Chairman

Key observations of market trends

• Shane Oliver - AMP Capital: Liquidity and investment markets
• Chris Aylmer - RBA: Some aggregate trends in bank funding & liquidity
• Roger Demarchelier - ASF: Securitisation as an alternative funding tool

Issues for regulators in supervising liquidity risk

• Colleen Cassidy - APRA: Issues for regulators in supervising liquidity risk - Australia's perspective
• Craig Marchbanks - US Federal Reserve: Supervision of liquidity risk management - US regulatory issues

• Mark Weinberg - Citigroup: IIF Report - Principles of liquidity risk management - Considerations for regulators

Role of intraday payment systems in liquidity management

• Peter Gallagher and Lindsay Boulton - RBA: Managing system liquidity

Ratings agency perspective

• Patrick Winsbury - Moody's: Bank liquidity - A rating agency perspective

Bank liquidity management practices

• Peter Hanlon - NAB: Bank liquidity risk management practice
• Ian Fox - HBOS Plc: HBOS approach to liquidity risk
• Marc Weinberg - Citigroup: Bank liquidity management practices
• Steve Carre - Westpac: Liquidity management practices
• Leanne Leong - CBA: Medallion Program

• David Dennis - Macquarie Bank: Economic capital for liquidity risk
• Andrew Martin - Deutsche Bank: Risk and capital management at Deutsche Bank
• David Dennis - Macquarie Bank: Developing a funding plan
  

Liquidity reporting and disclosure

• Marwan Eid and Sachin Maharaj - HSBC: Liquidity reporting and disclosure
• Peter King and Deborah Benstead - Suncorp-Metway: Liquidity reporting and disclosure

Scenario modelling

• Rick Moscati - ANZ: Scenario modelling
• Andrew Martin - Deutsche Bank: Scenario modelling in a globally operating bank
• Leonard Matz - Liquidity Risk Advisors: Some thoughts on liquidity scenarios 

Crisis Management

• Leonard Matz - Liquidity Risk Advisors: Crisis management
• Pat Brennan - CBA: Crisis management - A practical perspective
• Ian Fox - HBOS: Early warning indicators - Example 1 , Example 2, and Example 3
• Peter King - Suncorp-Metway: Crisis management
• David Lewis - APRA: Financial Claims Compensation Scheme

Click here for the full participants list

Letter of invitation