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Understanding and Planning for the New Liquidity Landscape

This event has passed
Oct
08
Thursday, Oct 8 2015 from 1:00 pm to 6:00 pm
Law Offices of Covington and Burling
One CityCenter 850 Tenth Street, NW Washington, DC 20001 United States (map)

Regulators, market-makers and investors are acutely aware that liquidity risk is undergoing fundamental change, due to stricter regulation and evolving market expectations. Signs are evident, such as the positive impact of E-trading being countered by the declining role of traditional Street liquidity providers. In the fixed income markets, even in today’s benign conditions, disparity is showing between high demand and low supply of liquidity, forcing issuers to accept higher funding costs to cover investor illiquidity risk. Opinions differ widely as to the impact of central clearing and collateralization of OTC derivatives when liquidity stress conditions occur. Even in the US Treasury market, transparency has never been higher but there are concerns about a regime shift where price-insensitive buyers such as the Fed withdraw their support just at a time when traditional market maker appetite is reduced. 

This ground-breaking event brings together nationally-renowned experts from the regulatory, academic, market maker and investor communities, to debate these issues and share their views on the changing liquidity landscape.

Speakers include:

  • John Dugan, Former Comptroller of the Currency (Keynote Address) - BIO
  • Carlo Di Florio, Chief Risk Officer, FINRA - BIO
  • Henry Hu, Alan Shivers Chair, Law of Banking & Finance, University of Texas, Director SEC Division of Economic and Risk Analysis (2009-2011) - BIO
  • Geoff Craddock, Chief Risk Officer, Oppenheimer Funds - BIO
  • Jason Manske, Sr Managing Director, Chief Hedging Officer, Metlife Investments
  • Alex Evis, Managing Director, Global Credit Market Structure Strategy, Goldman Sachs
  • Priya Misra, Head of Global Rates Strategy, TD Securities - BIO
  • Mark Carey, Associate Director, Division of International Finance, Federal Reserve Board - BIO
  • Sean Flanagan, Managing Vice President - ALM & Investments, Capital One
  • Tom Day, former Senior Risk and Policy Advisor, Officer of Thrift Supervision, bank risk practice leader Moody's Analytics and Principal, Ambit Risk Institute
  • Bis Chatterjee, Head of Electronic Trading, Global Credit Markets, Citigroup
  • Graham Broyd, Managing Director, Head of Regulatory Impact, RBS Markets
  • Hilmar Schaumann, Head of Risk Management NY, Brevan Howard
  • Kevin Walter, Senior Treasury Bond Trader, Barclays Bank
  • Julius Clark, Principal Portfolio Manager, World Bank

 Moderators:

  • Ethan Heisler, Managing Director, Citigroup
  • Bruce Fox, Derivatives Leader, Genworth Financial
  • Steve Lindo, Principal, SRL Advisory Services

Agenda:

1:00pm - Welcome & Keynote Address                

1:30pm - Liquidity Risk Regulation – Preemptive or Contributory?

2:15pm - The Changing Role of Market Makers

3:00pm - Break

3:30pm - Liquidity Priorities – Investors First or Last?

4:15pm - The Treasury Market in the “New Normal” Liquidity Environment

5:00pm - Concluding Remarks

5:15pm - Cocktail Reception

Professional Risk Managers' International Association (PRMIA)
Event Coordinator
Vladimir Antikarov, [email protected], 617 256 4868

Attendees

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