ALM: Liquidity Risk and Crisis Management - Giovedi 13 Marzo 2008 - Milano, Italy

(English to follow below.)

La invitiamo a partecipare ad un incontro nel quale verranno presentati i recenti sviluppi analitici ed i piu' aggiornati approcci metodologici riguardanti l'Asset and Liability Management.

Interverra' in qualita' di Guest Speaker Martyn Hoccom (Head of Treasury Risk, Lloyds TSB Financial Markets and Chairman, UK Asset and Liability Management Association) che discutera' la recente crisi creditizia concentrandosi sulla sua storia, su come gestire la liquidita' in base alle esperienze precedenti ed alle best practices, e sulle conseguenze della crisi anche riguardo alle future implicazioni per il mercato e le regolamentazioni.

Dr Mario Onorato (Solution Director, Balance Sheet Risk Management, Algorithmics & Honorary Senior Lecturer, Faculty of Management, Cass Business School, City University, London UK) discutera' la necessita' di utilizzare scenari stocastici per analizzare il rischio di liquidita', produrre stress tests e contingency plans, modellizzare dinamicamente le future strategie di business, esaminarne le connessioni con gli scenari stocastici e l'impatto sul rischio di liquidita'. Algo ALM fornisce un efficace supporto alle decisioni in materia di rischio mediante un assessment completo ed esauriente di earning sensitivity e future market valuation usando un modello di simulazione dinamica del balance sheet. La produzione di earnings e valori e' supportata da un unico framework analitico, integrato, che ha in comune gli scenari, le assunzioni di crescita e reinvestimento cosi come i modelli per la generazione dei cash flow e le valutazioni.

  • Martyn Hoccom; Head of Treasury Risk - Lloyds TSB Financial Markets
    Credit Market Crisis *
  • Dr Mario Onorato; Solution Director, Balance Sheet Risk Management - Algorithmics
    Liquidity risk and crisis management

*L'intervento di Martyn Hoccom si terra' in inglese ma durante l'incontro sara' sempre disponibile personale Algorithmics italiano per successivi approfondimenti.

Data: Giovedi 13 Marzo 2008
Orario: 16:00

Indrizzo:
Grand Hotel et de Milan
Via Manzoni 29
20121 Milano, Italy

Per ulteriori informazioni non esitate a contattare il nostro ufficio di Milano al seguente numero:
Phone: +39 02 6203 3029
In alternativa potete scrivere al Marketing coordinator:
Seb Chamberlain
Email: events@algorithmics.com

-------------------------------------------------------------------

The session will introduce the latest is thought leadership and approaches to ALM. The session will introduce the latest is thought leadership and approaches to ALM. We are joined by our guest speaker, Martyn Hoccom (Head of Treasury Risk, Lloyds TSB Financial Markets and Chairman, UK Asset and Liability Management Association) who will discuss the latest credit crisis to hit the market, focusing on the history, how to manage liquidity based upon previous experience and best practices & consequences of the crisis and what it will imply for the market and regulations going forward.

Dr Mario Onorato (Solution Director, Balance Sheet Risk Management, Algorithmics & Honorary Senior Lecturer, Faculty of Management, Cass Business School, City University, London UK) will discuss the need for stochastic scenarios in analyzing liquidity risk, stress tests & contingency plans, modelling dynamic business strategies and connecting with stochastic scenarios and the impact on liquidity risk.

Algo ALM provides a comprehensive assessment of earning sensitivity and future market valuation using a dynamically modelled balance sheet. Earnings and value are supported by a single, integrated and analytical framework with common scenarios, growth and reinvestment assumptions, as well as common cash flow generation and valuation models.

  • Martyn Hoccom; Head of Treasury Risk - Lloyds TSB Financial Markets
    Credit Market Crisis
  • Dr Mario Onorato; Solution Director, Balance Sheet Risk Management - Algorithmics
    Liquidity risk and crisis management

Date: Thursday 13 March 2008
Time: 16:00

Venue:
Grand Hotel et de Milan
Via Manzoni 29
20121 Milano, Italy

For more information, please contact:
Seb Chamberlain
Marketing Coordinator
Phone: +39 02 6203 3029
Email: events@algorithmics.com