2013-11-18-20: Masterclass "Effectively Integrating The Cost Of Liquidity Risk And Basel III Into Bank's Transfer Pricing"

Robert Fiedler will be leading a one-day Masterclass on 'Effectively

Integrating The Cost Of Liquidity Risk And Basel III Into Bank's Transfer

Pricing' at this year's Liquidity Risk Management Congress (London,

November 18 - 20).

This one-day Masterclass will delve into key topics including best

practice transfer pricing methods and processes, transfer pricing in a

world with no uncertainty, integrating the uncertainties of the originated

transaction, key liquidity risk concepts, regulatory costs and much more.

The workshop is part of CFP's Annual Liquidity Risk Management Congress

featuring presentations and discussions from more than 20 senior risk and

treasury professionals from institutions including RBS, Credit Suisse,

Barclays, Santander, Lloyd's Banking Group, HSBC, UBS and a Keynote

Address from Sylvie Matherat, Deputy Director General, Banque de France

and Chair of the Basel Committee's Liquidity Group.

For further information, the full agenda and to register, please visit:

http://www.liquidity-risk-management.com/

2013/12/11-12, Amsterdam: Presentation "Liquidity Scenario Analysis in Transfer Pricing"

Robert Fiedler will give a presentation at the IIR conference "on Funds Transfer Pricing (FTP)" in Amsterdam on the 11th and 12th of December:

• Expected Return, Uncertainty and Risk
• Why Stress Tests are Compulsory for Value Risks (Market- & Credit Risk)
• Why Stress Test are Part of Illiquidity Risk Models (and thus Redundant)
• Idealized Transfer Prices for Financial Transactions with ‘Scheduled’ Cash Flows
• The Price of Uncertainty: Aberration of Real from Scheduled CFs
• Expected Deviations are (Expected) Costs
• Value Risks: Unexpected Aberrations (Losses) Need to be Covered by Capital
• Illiquidity Risks: Unexpected Aberrations (Unanticipated Liquidity Deficits) Need to be Protected with Liquidity Portfolios
• The Cost of Capital
• The Cost of a Liquidity Portfolio
• How Much ‘Unexpected’ can be Expected
• The Bank’s Required Resilience Against Uncertainty
• The Cost of Resilience

2013/12/02-03, Accra, Ghana: "Asset Liability Management"

Asset Liability Management” will be by Robert Fiedler in Accra, Ghana on December 2-3.

2013/11/20-21, NY: Course "Liquidity Risk"

Robert Fiedler will be leading this course

2013/11/18-20, London: Conference / Masterclass "Effectively Integrating The Cost Of Liquidity Risk And Basel III Into Bank's Transfer Pricing"

Robert Fiedler will be leading 'Effectively Integrating The Cost Of Liquidity Risk And Basel III Into Bank's Transfer Pricing' at this year's Liquidity Risk Management Congress (London, November 18 - 20).

This one-day Masterclass will delve into key topics including best

practice transfer pricing methods and processes, transfer pricing in a

world with no uncertainty, integrating the uncertainties of the originated

transaction, key liquidity risk concepts, regulatory costs and much more.

The workshop is part of CFP's Annual Liquidity Risk Management Congress

featuring presentations and discussions from more than 20 senior risk and

treasury professionals from institutions including RBS, Credit Suisse,

Barclays, Santander, Lloyd's Banking Group, HSBC, UBS and a Keynote

Address from Sylvie Matherat, Deputy Director General, Banque de France

and Chair of the Basel Committee's Liquidity Group.

For further information, the full agenda and to register, please visit:

http://www.liquidity-risk-management.com/

2013/11/13-14, London: Course "Liquidity Risk"

Robert Fiedler will be leading this course

2013/11/08, Vienna (with Leonard Matz!): Post-conference Workshop "Liquidity Transfer Pricing"

Leonard Matz and Robert Fiedler will be co-leading a post-conference workshop at the 8th Annual Liquidity Management Conference (6-8 November 2013 in Vienna).

2013/09/04-06, London: Seminar "Liquidity Risk Management"

3 day seminar conducted by Robert Fiedler

2013/08/28-9, Kuala Lumpur: Seminar "Integrating Liquidity Risk into Transfer Pricing"

conducted by Robert Fiedler

2013/06/26, London: Workshop "Transfer Pricing"

led by Robert Fiedler