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Liquidity Management for Banks
With rising interest rates, inflationary pressures, and continued geopolitical uncertainty, banks are placing renewed focus on interconnected risks, more rigorous stress testing, and ensuring their balance sheet strategies remain resilient. Institutions must respond quickly and rethink their liquidity practices as both economic conditions and regulatory expectations continue to evolve.
Attending this practical event will enable you to:
- Strengthen balance sheet resilience by effectively managing interest rate risk, diversifying funding sources, and addressing new liquidity demands arising from digital assets.
- Optimise intraday liquidity and reduce funding costs through the application of AI and machine learning to real-time monitoring, automation, and instant-payment environments.
- Build advanced, institution-specific stress scenarios that go beyond standard LCR approaches—capturing interconnected risks such as operational disruptions and cyber shocks to enhance risk visibility and supervisory confidence.
- Improve deposit modelling and forecasting accuracy using behavioural analytics and AI, enabling more stable funding strategies and reducing reliance on volatile, short-term deposits.
- Enhance cross-functional decision-making by integrating behavioural insights, AI-driven tools, and advanced modelling techniques across treasury, liquidity, and deposit teams.
Day 1 – Strategic Landscape, Intraday Liquidity & Regulation
08:30 – 09:00 | Registration, Welcome Coffee & Networking
No bullets for this slot.
09:00 – 09:15 | Opening Remarks Address from the Chair
• Set the scene for 2025 liquidity challenges\n• Outline macro pressures: rates, inflation, geopolitics\n• Introduce conference themes and learning objectives
09:15 – 10:00 | Keynote: Liquidity Management in a Volatile Macro Environment (Speaker TBC)
• How high rates and market volatility reshape funding plans\n• The link between IRR & liquidity risk management\n• Lessons from Credit Suisse & SVB\n• Digital assets & MiCA: new liquidity obligations\n• Importance of funding diversification
10:00 – 10:45 | Liquidity & Capital Management Governance Framework (Andreas Bloechlinger, Bank Avera)
• Aligning liquidity and capital planning\n• Integrating liquidity risk into strategic decisions\n• Cross-department governance structures\n• Consistency across ALM, treasury, risk & finance
11:15 – 12:00 | Advanced Technologies in Intraday Liquidity (Speaker TBC)
• AI/ML for real-time visibility\n• Automation for cashflow and data\n• Impact of instant payments\n• Regulatory expectations for intraday readiness
12:00 – 12:45 | Case Study: Real-Time Treasury (Speaker TBC)
• Developing liquidity dashboards\n• Instant payment settlement case insights\n• Integrating intraday data into liquidity processes
14:00 – 14:45 | Panel: Optimising Liquidity & Funding Costs (Jacob Ramskov, Danske Bank)
• HQLA composition optimisation\n• Managing LCR/NSFR cost-efficiently\n• EBA expectations\n• ESG implications for liquidity ratios
14:45 – 15:30 | Evolving Liquidity Rules: EBA, ESG & Global Developments (Speaker TBC)
• EBA LCR monitoring updates\n• EU Green Bond Standard impact\n• Cross-border reporting challenges\n• MiCA implications
16:00 – 16:45 | Building Idiosyncratic Stress Scenarios (Tomáš Panýr, Česká spořitelna)
• Beyond 30-day LCR assumptions\n• Cyber, operational & market shock integration\n• Prolonged multi-month scenarios\n• Supervisory expectations
16:45 – 17:15 | Fireside Chat: Future of Stress Testing (Speaker TBC)
• Real-time data in modern stress tests\n• AI/ML for scenario generation\n• What ‘good’ looks like in 2025
Day 2 – Deposit Behaviour, AI/ML & Workshops
09:00 – 09:45 | AI & Automation for Deposit Forecasting (Dr. Christian Dembowski, DZ Bank)
• AI for behavioural modelling\n• Predicting deposit stickiness\n• Model governance and transparency\n• Managing funding mix
09:45 – 10:30 | Panel: Deposit Volatility & Customer Behaviour (Speakers TBC)
• Volatility in real-time payments\n• Social-media–driven outflows\n• Interest-rate sensitivity of customer segments\n• Integrating behaviour into ALM
11:00 – 12:00 | Innovation Roundtables
• Liquidity–Deposit Team Collaboration\n• AI & Automation in Forecasting\n• Behavioural Modelling & Segmentation
13:15 – 15:00 | Workshop 1: AI & ML in Liquidity
• AI/ML use cases\n• Anomaly detection\n• Algorithmic techniques\n• EU AI Act considerations
15:20 – 17:00 | Workshop 2: Integrating Liquidity into Strategic Planning
• Integrating liquidity with business growth\n• Embedding buffers into budgeting\n• Long-term scenario modelling\n• Liquidity-driven pricing
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