Summer Conference, Mortgages and Credit Cards, Dublin, 1 - 2 July 2004

Conference Speakers

John Beggs

Chief Economist, Allied Irish Banks

Irish and Euro Economic and Financial Outlook

Gerry Murray

Treasurer, Ulster Bank

Mortgages - Securitisation vs Covered Bonds

Shom Bhattacharya

Director of Group Risk, Allied Irish Banks

Risk Transformation at AIB

Paul Hunter

Director, Capital Planning, Barclays Banks PLC

Mortgages and Credit Cards - Securitisation

AGM - Managing the Risk Spectrum, 29 - 30 January 2004

After Dinner Speaker

Paul Tucker

Bank of England and member of the Monetary Policy Committee

The view from Threadneedle Street

Conference Speakers

Geoffrey Dicks

Royal Bank of Scotland

The Economic World

Nick Lock

Financial Services Authority

The Organisation of the Treasury Business
Andrew Smith

HBOS plc

Insurance Risk on the Bank Balance Sheet
Walter Pompliano

Standard & Poor's

The impact of ALM on the Ratings Process
Ian Stewart

HBOS plc

Covered Bonds

Michael Reuther

Deutsche Bank Stress Scenarios in Liquidity Management

Summer Conference 2005, 9 - 10 June 2005

Conference Speakers

Speakers Presentations
(Acrobat or Powerpoint Show format)

Dr Dan Mclaughlin

Bank of Ireland

The Economic Outlook

(68 KB) (146 KB)

Judith Aspin

Co-operative Bank

Risk Governance Models

(62 KB) (82 KB)

John Rowan

HBOS

Risk Governance Models

No Presentation Available

No Presentation Available

Bill Rickard

RBOS

Risk Governance Models

(47 KB) (83 KB)

Christian Lee

Lloyds TSB

Risk Governance Models (25 KB) (130 KB)

Jeremy Richardson

FSA

Liquidity - The Emerging Regulatory Framework

(2,033 KB) (115 KB)

Robert Plehn

HBOS

Liquidity - Covered Bonds and Market Developments

(107 KB) (347 KB)

Adrian Sargent

HBOS

Interest Rate Risk in Banking Book

(324 KB) (525 KB)

Dean Fensome

RBOS

Capital Planning and Basel 2

No Presentation Available No Presentation Available

AGM - Meeting the Business and Regulatory Challenge, 27 - 28 January 2005

After Dinner Speaker

Carol Sergeant

Lloyds TSB Bank

Risk Managers - are they value adding, irrelevant or downright dangerous?

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)

Geoffrey Dicks

Royal Bank of Scotland

The Economic World and the Outlook for Interest Rates

(1484 KB) (879 KB)

Chris Clegg

Abbey

Implementing IAS - Implicating for hedging Interest Rate Risk

(72 KB) (272 KB)

Edward Vincent

Moody's Investors Service

The outlook for UK Bank and Mortgage Lenders: A Rating Agency Perspective

(640 KB) (989 KB)

Ian Fox

HBOS plc

Funding the growing Asset/Liability Retail Gap

Contact Roger Drayton

Nigel Hopkins

Abbey

Liquidity Risk - Measurement and Stress Testing

Contact Roger Drayton

Summer Conference 2006, 15 - 16 June 2006

Conference Speakers

Speakers Presentations
(Acrobat or Powerpoint Show format)

David Miles

Morgan Stanley

The Economic Outlook

(322kb) (382kb)

David Whitehead

Skipton Building Society Basel 2 – The view from a small northern regional Building Society No Presentation Available No Presentation Available
Robert Hudson Standard Chartered Bank

Basel 2 & The Future of Regulation : Reasons to be Fearful

No Presentation Available No Presentation Available

Brandon Davies

Global Association of Risk Professionals Unintended Consequences – Basel 2 an emerging markets story No Presentation Available No Presentation Available

Steve Warr

Allied Irish Banks IAS 39 – Help or hindrance to good Risk Management practice? (56kb) (91kb)

John Bowyer

Lloyds TSB IAS 39 Panel Session No Presentation Available No Presentation Available
Sarah Crossley
Co-op Fin Services IAS 39 Panel Session No Presentation Available No Presentation Available
James Church Barclays Bank IAS 39 Panel Session No Presentation Available No Presentation Available
Ian Tyler RBS IAS 39 Panel Session No Presentation Available No Presentation Available


ALMA Annual Conference & AGM 2006, 26 - 27 January 2006

After Dinner Speaker

Adrian Coles

The Building Societies Association

The Role of Building Societies

(202kb) (475kb)
Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)

Roger Bootle

Capital Economics

The Economic World and the Outlook for Interest Rates

(275kb) (1070kb)

Joseph Beirnat

European Capital Management

Credit Spread and Hedge Funds

(385kb) (1646kb)

Paul Sharma

The Financial Services Authority

Regulatory Liquidity Developments

No Presentation Available No Presentation Available

Simon Chatterton

Barclays Bank

Managing Cross Border Intra Day Liqudity

(1876kb) (536kb)

Raghnall Criaghead

National Australia Group

Investor Relations: Getting the Message Result

(134kb)
(192kb)

Chris Clegg

Ian Tyler

Charles Wood

Montfalcon

RBS Group

Abbey National

Core Deposits (2299kb) (215kb)

AFGAP & ALMA International Conference 2007, 14 - 15 June 2007

After Dinner Speaker

Nigel Jenkinson

Executive Director Financial Stability, Bank of England, co-chairman of the Basel Committee Working Group on Liquidity

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)
Anton Brender   The stakes in the International Market Liquidity (174 KB) (3,083 KB)
H.Labbe France Telecom AFGAP Survey on French Corporate Liquidity Practices (95 KB) (923KB)
I.Berete
+ H.Foyan-Djoudom
  AFGAP Survey on French Banking Liquidity Practices (157 KB) (229 KB)
Martyn Hoccom Lloyds TSB ALMA Survey on UK Banking Liquidity Practices (80 KB) (66 KB)
Jaap Kes   Example of Liquidity Management in a Global Bank : ING (216 KB) (1,375 KB)
C.Royere
Bill Rickard

BNPP
RBS

IIF and EBF recommendations (300 KB) (563 KB)

Panel discussion chaired by Hélène Faracci of AFGAP and Bill Rickard of ALMA

Hélène Faracci
Bill Rickard
Paul Stanley
W.Schwarz
Jaap Kes



Société Générale
RBS
AIB Group
Commerzbank
Liquidity Management from the Point of View of Regulators in Europe

 

French Supervision

FSA Supervision

Irish Regulatory Framework

German Framework

Dutch Regulatory Framework

(174 KB)
(26 KB)
(89 KB)
(110 KB)
(90 KB)

(139 KB)
(104 KB)
(850KB)
(465 KB)
(152 KB)

E.Grandin   Liquidity Management from the Point of View of Rating Agencies: Standard & Poors (124 KB) (170 KB)


ALMA Annual Conference & AGM 2007

After Dinner Speaker

Howard Flight

Investec Asset Management

 

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)

Dennis Turner

HSBC

The Economic World and Outlook for Interest Rates:

(542 KB) (1,325 KB)

Keith Pooley & Nick Lock

FSA

Pillar II: What it really means:

(190 KB)

(258 KB)

Mark Willis
Paul Newson
Ron Livingstone

Nationwide BS
HBOS
RBS

Pillar II and ALM: IRRBB, Pensions, Planning/Future Business Risk

(28 KB)

(62 KB)

(72 KB)

(119 KB)

(206 KB)

(1,975 KB)

Craig Kersey

Guildhall Limited

Stress Testing: Some Potential Implications of the FSA Thematic Review (94 KB) No Presentation Available
David Lascelles Centre for the Study of Financial Innovation Major concerns: What banks should really be concerned about.
No Presentation Available
No Presentation Available

Thomas Day
Chris Stangroome
Bob Brooks
Richard Warren
Jonathan Gray

Sungard
Barclays
HBOS
LloydsTSB
RBS

ALM: What we do to-day and what will we be doing in the future.

(269 KB)

(50 KB)

(151 KB)

(1,956 KB)

(1,840 KB)

(581 KB)

Jim Byrne
Bill Rickard

FSMD
RBS

ALMA Education (27 KB) (144 KB)

AFGAP & ALMA International Conference 2008, 29 - 30 May 2008

Conference Speakers
Speakers Presentations
(Acrobat format)
Kevin Gardiner HSBC Economic and Market Outlook
(327 KB)
Guy Benn and Virginia Echave-Estaban FSA London Liquidity Management from the Point of View of the Banking Industry and Corporates - The UK approach
(180 KB)
Marie-Céline BARD CEBS Liquidity Task Force Liquidity Management from the Point of View of the Banking Industry and Corporates - The European approach
(162 KB)
Keith Pooley KPMG Liquidity Management from the Point of View of the Banking Industry and Corporates - Risk Management under Pillar 2
(389 KB)
Annik Lambert European Mortgage Federation Outlook for the mortgage market in Europe
(3,565 KB)
Tim Skeet

Merrill Lynch

Mortgage funding - Review of the covered bonds and RMBS market in Europe
(105 KB)
H. Eberlein Fitch Mortgage funding - Covered Bonds from the point of view of Rating Agencies
(306 KB)

Oliver Nicolas

John Matthews

Credit Agricole S.A. (France)

Barclays Bank (UK)

Asset and Liability Management of a mortgage Portfolio

(353 KB)
(846 KB)



ALMA Annual Conference & AGM 2008

After Dinner Speaker

Richard Pym

Former CE Alliance & Leicester  

 

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)

Roger Bootle

Capital Economics

Our Economic World and Outlook for Interest Rates

(1,222 KB) (390 KB)

Mark Thomas

Keefe, Bruyette & Woods

Outlook for UK Banking Equities

(207 KB) (216 KB)

Peter Reynolds

Reval

IAS Hedging Solutions

(450 KB)

(1,279 KB)
Paul Sharma FSA Outlook for Liquidity Regulation No Presentation Available No Presentation Available

Keith Pooley

Martyn Hoccom

KPMG

Lloyds TSB

Stress Testing & Liquidity Management –Summer 2007

(283 KB)

(165 KB)

(307 KB)

(356 KB)

Jim Byrne FSMD ALMA Education (84 KB) (323 KB)

AFGAP & ALMA International Conference 2009

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)

Albert Edwards

Société Générale

The Economic World Today

(2,492 KB) (3,537 KB)

Christian Lee

LCH Clearnet

Settlement Risk - The Lehman Experience

(864 KB)

(1,753 KB)

Adriana Jankovicova

Erste Bank

Asset & Liability Management in Eastern Europe

(1,106 KB)

(1,176 KB)
Peter Lightfoot The Royal Bank of Scotland Intra Day Liquidity Management (43 KB) (229 KB)
Marco Lichtfous Commission de Surveillance du Secteur Financier, Luxembourg Liquidity Regulation in Europe (412 KB) (857 KB)
Martyn Hoccom  The Royal Bank of Scotland Panel Session - Review of Liquidity Regulation, Stress Testing and possible future directions
(204 KB) (301 KB)

ALMA Annual Conference & AGM 2009

After Dinner Speaker

Paul Sharma

Director of Wholesale Prudential Policy

Financial Services Authority

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)

Fionnula Earley

Nationwide Building Society

Our Economic World

(414 KB) (374 KB)

Joe Di Rollo

ALMIS

ALM from a Software Developers Perspective

(1,475 KB) (2,156 KB)

Ian Larkin

Ernst & Young

Integrated Stress Testing and Scenario Analysis

(789 KB)

(270 KB)
Nigel Harman KPMG How did we get here? (1,177 KB) (3,408 KB)

AFGAP & ALMA International Conference 2010 , 3 - 4 June 2010

Conference Speakers
Speakers Presentations
(Acrobat format)
Roger Bootle Capital Economics Is the Crisis Over? (496 KB)  

Freddy Van Spiegel

Helene Faracci

Ian Hares

BNPP Fortis

Societe Generale

Santander UK

Lessons of the Crisis for ALM Managers, what did and what did not work?

(42 KB)

No Presentation Available

(329 KB)

Moorad Choudhry

Stephane Denise

Rolph Harff

Europe Arab Bank

BNPP

Credit Agricole

What are the Key New Regulations?

(349 KB)

(640 KB)

(226 KB)

Francois Haas Banque de France   No Presentation Available

Olivier Garnier

Alain David

Bill Rickard

Societe Generale

BPCE

Royal Bank of Scotland

The Solutions to reform finance: are they balanced and workable?

(162 KB)

(92 KB)

(30 KB)

Patrick Artus BPCE Emerging New Trends (400 KB)


ALMA Annual Conference & AGM 2010

After Dinner Speaker

Angela Knight

Chief Executive
The British Bankers Association

 

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)
Barry Naisbitt Santander UK The Economic World (322 KB) (1,206 KB)
Mike Slevin RBS Debt Markets (346 KB) (2,645 KB)
Matthew Foss FSA Strengthening Liquidity Standards

(734 KB)

(1,852 KB)
Paolo Tonucci Barclays ‘The Eye of the Storm’ (327 KB) (1,091 KB)
Adriana Jankovicova
Vandita Pant

Erste Group
RBS Group

Transfer Pricing the Recovery of Liquidity Costs

(635 KB)

(331 KB)

(1,533 KB)

(1,244 KB)

AFGAP & ALMA International Conference 2011 , 16 - 17 June 2011

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)
Trevor Williams

Lloyds Bank Corporate Markets

State of the Global Economy - The Outlook for 2011 and Beyond (481 KB) (2,092 KB)
Damian Harland Financial Services Authority Lessons from the Liquidity Review Process (196 KB)

No Presentation Available

Ivo Jarofke

European Banking Authority The Role of the European Banking Authority in implementing CRD IV (650 KB)

(563 KB)

P J Di Giammarino

JWT The Risk Data Challenge - An opportunity for optimists? (2,473 KB) (4,116 KB)
Nicolas Patrigot BPCE

IFRS Reform: Impacts on ALM

(327 KB)

(637 KB)


ALMA Annual Conference & AGM 2011

After Dinner Speaker

Rick Watson

Head of Capital Markets

Association for Financial Markets in Europe

Conference Speakers
Speakers Presentations
(Acrobat or Powerpoint Show format)
Kevin Gardiner Barclays Wealth The economic and market outlook in 2011: the mist clears (382 KB) (1,181 KB)
Sarah John
Bank of England Bank of England facilities to provide liquidity insurance (347 KB)

(496 KB)

James Berry FSA A regulator’s perspective on IRRBB

(541 KB)

(479 KB)
Jim Byrne FSMD ALMA Education Programme (217 KB) (291 KB)
Bill Allen Cass Business School

Liquidity regulation and its consequences

(130 KB)

(173 KB)

Paul Stanley

A I B Group

Stress Testing in Action (4,879 KB)

(284 KB)

 

ALMA Annual Conference & AGM 2012

After Dinner Speaker

Truett Tate

Vice Chairman, Client Coverage and Corporate Responsibility

Lloyds Banking Group

Conference Speakers

Speakers Presentations
(Acrobat or Powerpoint Show format)

Sarah Hewin Standard Chartered Bank Global Focus – 2012 – The Year Ahead
Fragile West, resilient East
(1,812 KB) (4,596 KB)
Robert Plehn Lloyds Banking Group

The Secured Funding Markets – Where Do We Go From Here?

(572 KB) (1,662 KB)
Trevor Barratt CAF Bank Regulatory Challenge for smaller institutions No Presentation Available No Presentation Available
Jim Byrne FSMD ALMA Education Programme (223 KB) (295 KB)
Andy Simmonds Standard Chartered Bank Recovery & Resolution (417 KB) (829 KB)
Colin Smith Royal Bank of Scotland Liquidity Pricing (811 KB) (1,443 KB)

AFGAP & ALMA International Conference 2012, 10 - 11 May 2012

Conference Speakers
Speakers Presentations
(Acrobat format)

Didier BOROWSKI

Head of Strategy and Economic Research

"Great Recession" + "Great Deleveraging"
+"Great Rebalancing" = A New World !

(469 KB)

No Presentation Available

Damian HARLAND

Manager, Liquidity Policy, Financial Services Authority

Liquidity Risk – Regulatory Update

(308 KB)

(535 KB)

Frédéric VISNOVSKY

Deputy General Secretary

Relevance of liquidity regulation and impact on business models

(249 KB)

(738 KB)

Ludy LIMBURG

Market Infrastructures, Royal Bank of Scotland

Intra- Day Liquidity, The Role of Market Infrastructures

(3,998 KB)

No Presentation Available
Antoine FRACHOT

Jim BYRNE

Director, ENSAE-ENSAI

Director, FSMD Ltd

Workshop AFGAP-ALMA Professional training in ALM

ALMA Education

(1,280 KB)

(295 KB)

(1,928 KB)

(513 KB)

Stéphane DENISE

Alain TORDJMAN

Bill RICKARD

Group ALM Deputy Head, BNP Paribas

BPCE Direction Etudes, Veille et Prospective

Head of Regulatory Development, RBS Treasury

Relationships with Regulators - Experience and Best Practices from Basel 3 / CRD4, Solvency 2, MiFiD Experiences

Changes and Challenges in Europe from Public Savings to Investments in Economy

Shadow Banking System, Regulation and Liquidity

Coming Soon

(2,061 KB)

Coming Soon

No Presentation Available

No Presentation Available

No Presentation Available

Philippe TRAINAR Chief Economist and Member of the Direction Committee of SCOR Economic Policies, Regulation, Funding the Growth (960 KB) No Presentation Available