Otto Huber

Jacques Piasko

Peter Rek

Otto Huber Global Head of Liquidity Risk Management and Managing Director at Credit Suisse
Jacques Piasko Head of Treasury at Julius Baer
Peter Rek Partner at zeb
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  • 21. May 2019: Defining Risk Appetite in Treasury
    21. May 2019
    18:30 - 20:00

Summary

Treasury risks typically include market risk in the banking book, counterparty credit, funding and liquidity risk. For all of these, a risk appetite has to be defined. Supervisory institutions have issued requirements regarding risk appetite frameworks. However, in addition to defining terms, limits and governance issues, financial institutions should think about operationalizing risk appetite. With respect to liquidity risk management we will deep-dive into real-live challenges when sizing limits and buffers. Recently, legal entities have become relevant to banks – a second deep-dive will analyze their impact on risk appetite and liquidity management.

Presenters

Otto Huber: Global Head of Liquidity Risk Management and Managing Director at Credit Suisse
Jacques Piasko: Head of Treasury at Julius Baer
Intro by Peter Rek: Partner at zeb

Chapter Event

In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practises on a specific risk topic. In small groups of risk professionals you can exchange thoughts and test ideas. More on SRA chapters. This event is hosted by the chapter Risk Appetite Frameworks.

Venue:  

Address:
Rämistrasse 71, 8006 Zürich, (Building: KOL, Floor: F/1, Room: 117), Switzerland

Description:

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