Pre-conference seminar 1 - 28th February 2012

LIQUIDITY RISK MANAGEMENT

08:30 Registration and coffee

09:00 Overview: Defining liquidity and liquidity risk

• Making the distinction between liquidity and other risks
• Maintaining sufficient liquidity funding
• The common challenges to managing liquidity risks
• Key components of sound liquidity risk management
• The drivers behind regulatory changes to global liquidity requirements

Arno Daehnke, Head of Treasury and Capital Management, STANDARD BANK

10:30 Coffee break

11:00 South African specific focus: Liquidity standards and implementation under Basel III

• Liquidity coverage ratio (LCR)
• Net stable funding ratio (NSFR)
• Detailed breakdown of acceptable liquid assets
• Implementation of Basel III in South Africa: governance and market structure
• Challenges for South Africa

Paul Bowes, Head of Group Funding and Strategic Liquidity Management, NEDBANK

12:30 Lunch Break

13:30 Techniques for measuring and managing liquidity risk

• The importance of knowing how stressed economic conditions affect liquidity
• Preventing liquidity risks: the benefits of implementing Basel III
• Designing a contingency plan
• Generating scenarios for liquidity stress testing

Phillip Olivier, Head of Liquidity Management, ABSA GROUP TREASURY

15:00 Coffee break

15:30 Liquidity stress testing

• Defining appropriate stress scenarios
• Modeling scenarios
• Stress tests reporting: setting the appropriate frameworks
• Incorporating stress testing into the business model and ensuring effective communication

Nicholas Jay, Head of Liquidity Risk, FIRSTRAND

17:0O End of seminar