5th Annual Liquidity Management

June 14-15, 2010New York City, NYEvaluating Diverse Funding Mechanisms, Key RegulatoryReforms and the Critical Role of Contingency Planningfor Financial Institutions5th Annual Attending this Premier marcus evansConference will Enable You to:• Evaluate critical developments in the regulatory landscape, including Basel II and U.S. regulatory reforms• Discuss diverse funding solutions available to banks, including central bank lending mechanisms, money market instruments, inter-bank lending, tri-party repurchase agreements, covered bonds and securitizations• Compare approaches to stress testing and determine how rigorous testing should be to accurately predict a financial institution's strength• Assess how contingency liquidity planning continues to evolve in the wake of extreme market volatility• Examine the effect of liquidity risk on risk management, and how it relates to other risk buckets, including market and credit risk Who Should Attend:Book Online at:www.marcusevansch.com/liquidity_2010marcus evans invites C-Level Executives, EVPs, SVPs, VPs,Directors, Heads and other Senior Executives of:• Treasury• Treasury Management• Liquidity Management• Asset and Liability Management• Funding• Liquidity Risk• Money Markets• Cash Management• Collateral ManagementKerri CornDirector for Market RiskOffice of the Comptroller of the CurrencyDepartment of TreasuryAlex WolfVice PresidentGoldman SachsRandolph BrownSupervising ExaminerFunding & Liquidity Risk ExaminationsFederal Reserve Bank of New YorkMurray FischerVice President – Wholesale Bank Treasuryand Margin AccountsTD Bank Financial GroupDavid H. CharneyVice President, TreasuryThe Northern Trust CompanyMimi MengisSVP, Liquidity Risk Management, Corporate TreasuryUnion BankDavid J. SilkVice President, Global TreasuryState Street CorporationDr. Joseph BenchEVP & TreasurerIDB BankJeff Lashley, CTPVP – Internal Cash, Liquidity & Treasury Ops ManagerThe Huntington National BankStephanie WeissTreasurerMizuho Securities USA, Inc.Anthony KuhnsVice President, Funding ManagerFifth Third BankIvan PetrozziDirector, Corporate TreasurerFirstCaribbean International Bank(Canadian Imperial Bank of Commerce –CIBC Group)Adam GoldsteinSenior Vice PresidentFederal Home Loan Bank of New YorkMartin FischerTreasurerAgriBank FCBCurrent marcus evans Speakers Include:Engage with peers on essential strategies to ensure the stability of financialinstitutions in the United States and abroad.MARKETING INFOA limited amount of exhibition space is available at the conference.Sponsorship opportunities covering luncheon, evening functions, and documentationalso exist For further details, please contact: Anthony Knoxat aknox@marcusevansch.com or 312 540 3000 ext 6377.12:45 Lunch1:45 Evaluating Contingency Liquidity Planning from the BankExaminer's Perspective • Understanding changes in how regulators are examining contingency plans• Discussing appropriate disaster scenarios to factor into contingencyliquidity plans• Tips on effective techniques for formulating a successful contingency plan• Correcting gaps identified within contingency plansRandolph Brown, Supervising Examiner, Funding & Liquidity Risk ExaminationsFederal Reserve Bank of New York2:30 Panel DiscussionDetermining Best Practices for Stress Testing in a VolatileMarket Environment • Assessing how rigorous stress testing should be to accurately gaugea financial institution's strength• Identifying and tracking events that could affect a bank's liquidity position• Appropriately identifying and aggregating risks across the financial institution• Lessons learned from correcting stress testing practices that were in placebefore the market collapsedAnthony Kuhns, Vice President, Funding ManagerFifth Third BankIvan Petrozzi, Director, Corporate TreasurerFirst Caribbean International Bank3:15 Break3:45 Discussing the Role of Funds Transfer Pricing in Determiningan Institution's Funding Strengths and Weaknesses• Evaluating how firms are factoring liquidity risk into transaction pricing• Determining appropriate pricing, specifically for illiquid securitiesand off-balance sheet items• Best practices for adjusting the bank's funding curve to reflect changesin the lending environmentMurray Fischer, Vice President—Wholesale Bank Treasury and Margin AccountsTD Bank Financial Group4:30 Closing Remarks by Conference Chairperson4:45 Close of Conference Day OneEXPLORING CURRENT FUNDING SOLUTIONS AVAILABLETO FINANCIAL INSTITUTIONSDay One | Monday, June 14, 2010 Booking Info: www.marcusevansch.com/liquidity_20108:00 Registration8:45 Opening Remarks by Conference Chairperson9:00 Examining the Central Bank's Evolving Role in EnsuringLiquidity Availability• Scaling back the Central Bank's liquidity programs to strengthenthe financial market• Effects of gradually ending the primary dealer credit facility and termauction facility• Discussing the outlook for interest rate fluctuation by the Central Bank• Effects of raising the discount rate and evolution of the discount window• Prospects and potential timeline for raising the federal funds rate• Assessing the federal reserve's plan to scale back its balance sheetby $1.3 billion through tighter monetary policiesDavid J. Silk, Vice President, Global TreasuryState Street Corporation9:45 Assessing Critical Regulatory Developments Affecting Liquidity Management• Examining the interagency guidance issued around regulatory reforms,including Basel II• Discussing feedback received on reform proposals• Addressing questions regarding proposed regulatory reforms• Looking at adoption of more granular reporting standards for financial institutions• Timeline for comprehensive reform implementationKerri Corn, Director for Market Risk, Office of the Comptroller of the CurrencyDepartment of Treasury10:30 Break11:00 Roundtable DiscussionEvaluating Proposed Financial Reforms and their Effectson Financial Institutions• Discussing the implications of a ban on proprietary tradingby depository institutions• Regulatory exemption of banking products, such as deposit accounts,certificate of deposits, letters of credit, etc.• Examining the effects of central clearing requirements• Understanding new rules around position limits and margining• Assessing how new requirements will be enforced by regulatory bodies• Discussing impacts of the Volcker RuleAlex Wolf, Vice PresidentGoldman Sachs11:45 Panel DiscussionExamining the Evolution of Contingency Liquidity Planningfor Financial Institutions• Discussing how contingency planning has changed in the wake of ongoing market volatility• Identifying a diverse range of alternative funding sources to ensure liquidity availability during a crisis• Best practices for assessing scenarios that would negatively impact a financial institution's liquidity• Identifying and filling gaps in contingency plansJeff Lashley, CTP, VP – Internal Cash, Liquidity & Treasury Ops ManagerThe Huntington National BankMartin Fischer, TreasurerAgriBank FCBDr. Joseph Bench, EVP & TreasurerIDB BankOVERVIEW OF THE CURRENT MARKET LANDSCAPEAND OUTLOOK FOR 2010 EVALUATING CHANGES IN THE REGULATORY LANDSCAPE ASSESSING APPROACHES TO STRESS TESTINGAND CONTINGENCY LIQUIDITY PLANNING marcus evans is registered with the National Associationof State Boards of Accountancy (NASBA) as a sponsor of continuingprofessional education on the National Registryof CPE Sponsors.State boards of accountancy have final authority on the acceptanceof individual courses for CPE credit. Complaints regardingregistered sponsors may be addressed to the National Registry of CPE Sponsors,50 Fourth Avenue North, Nashville, TN, 37219-2417. Web site: www.nasba.org. Booking Info: www.marcusevansch.com/liquidity_2010Day Two | Tuesday, June 15, 20108:00 Registration8:30 Opening Remarks by Conference Chairperson8:45 Examining the Stable and Sustainable Role of the Federal Home Loan Bank• Understanding the role the FHLB plays as a liquidity provider in all times• Assessing the global debt issuance programs of the FHLBNY and the resiliency of the issuance levels• Evaluating institutions who tap the FHBLNY and general eligibility criteria• Discussing the use of funds pre and post crisis• Assessing other uses of the FHLB, including LOC and grant programsAdam Goldstein, Senior Vice PresidentFederal Home Loan Bank of New York9:30 Panel DiscussionSecuring and Diversifying Long-Term Wholesale Funding• Generating long-term, stable deposits as a core funding mechanism• Ensuring access to diverse, global funding markets• Discussing money market instruments, including commercial paper,repurchase agreements and federal funds• Examining potential mandates on survivability horizons and discussing what this means for bank funding techniquesStephanie Weiss, TreasurerMizuho Securities USA, Inc.10:15 Break10:45 Roundtable DiscussionMid-Long Term Funding and the Impact on Shorter Term Liquidity• Evaluating traditional and non-traditional sources of funding• Convertible offerings, direct equity and distressed debt opportunities• Discussing the effects of spread tightening, credit adjustmentsand market volatility• Evaluating cost of capital calculations11:30 Identifying Impacts of Interest Rate Risk on Liquidity Managementand Discussing Best Approaches to Stress Testing• Addressing uncertainty about interest rate policy in a low-rate environment• Federal Reserve balance sheet evaluation and impact of the unwindingof certain positions on rates• Discussing yield curve shifts• FOMC tone and expectations from the market • Identifying best approaches to stress testing, including appropriatelyidentifying and aggregating risks and determining how rigorous a stresstesting program should be to maximize effectivenessMimi Mengis, SVP, Liquidity Risk Management, Corporate TreasuryUnion Bank12:15 Lunch1:15 Developing a Holistic Approach to Managing Liquidity,Market and Credit Risks• Eliminating silos between risk categories to better examine relationshipsbetween capital and liquidity• Running various scenarios to determine interconnected crisis triggers• Emphasizing a strong governance structure to ensure clear communicationbetween lines of business, executive management and the board of directorsIvan Petrozzi, Director, Corporate TreasurerFirstCaribbean International BankEXPLORING CURRENT FUNDING SOLUTIONS AVAILABLETO FINANCIAL INSTITUTIONSEFFECTIVELY MODELING AND MANAGING LIQUIDITY RISK 2:00 A Liquidity Cube: How Northern Trust is Meeting Ever IncreasingDemands For Liquidity Data• Discussing the development of Northern Trust's liquidity cube to meet new and emerging liquidity information requirements• Examining how the liquidity cube comprehensively houses detailed maturity data on all of Northern Trust’s financial instruments, in multiple currencies, covering all subsidiaries and consolidation levels• Evaluating how the cube supports Northern Trust’s liquidity management processes, including stress testing, contingency planning, regulatory filings and information requests• Reviewing the design, development, usage and key features of this powerful tool, including an emphasis on important choices, pitfalls and infrastructure requirements for anyone wishing to implement a similar capabilityDavid H. Charney, Vice President, TreasuryThe Northern Trust Company2:45 Closing Remarks by Conference Chairperson3:00 Close of Day TwoWHY YOU MUST ATTEND:With the worst of the economic downturn behind us, financial institutionsare steadily regaining their footing in the global marketplace. Banks of all sizeshave recognized the absolute necessity of developing strong liquidity managementprograms, and are working quickly to improve and streamline their practicesin this realm. By ensuring that comprehensive liquidity management programsare in place, financial institutions will be more secure in their ability to weatherany storm that might come their way. This fifth annual conference will bring together top executives to address the mostpressing challenges confronting liquidity management professionals in financialinstitutions. Specifically, attendees will discuss securing and diversifying fundingsolutions, including tri-party repurchase agreements, wholesale fundingmechanisms and FHLB programs. The conference will also include a thoroughexamination of emerging regulatory reforms and how they will affect financialinstitutions. Contingency liquidity planning has emerged as an essential focusfor banks, and conference attendees will have the opportunity to comparecontingency planning and stress testing models with their peers. Additionally,the conference will include techniques to assist banks in developing comprehensiverisk management programs that integrate market, credit and liquidity risks.By engaging with both their peers and regulatory bodies on these and othercritical topics, attendees will leave the conference with a clear understandingof how to approach liquidity management in 2010 and beyond. PRODUCER INFOI would like to thank everyone who has assisted with the researchand organization of the event, particularly the speakers for their supportand commitment. Katie Walsh, katiew@marcusevansch.com.