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Optimising Balance Sheet Management & Integrating Liquidity Risk with Capital Management

Dear colleagues,

Signs of a downturn around the corner make this a critical time for treasury professionals. However, in light of tremendous changes in the speed of information exchange, unprecedented volumes of available – and alternative - data as well as developing machine learning techniques, the traditional ways of managing funding, cash flows and liquidity are outdated.

The Automation & Real-time Treasury Forum and its Masterclass in particular are here to prepare you for what lies ahead.

What’s new? – Everything is unprecedented these days. Interest rates are wandering into negative zone, LIBOR rate is ceasing to exist, additional liquidity stress tests on the horizon.

With the upcoming LIBOR transition, the standard risk measures seem not sufficient, as most of them are based on historical performance. In times like these, it is critical to analyze multiple forward-looking scenarios to estimate the impact of this transition. Monitoring has always been part of liquidity management but now it is especially important given expectations of a downturn. We need a new type of monitoring that identifies early warning signals coming from a multitude of risk drivers.

What's key? – We will look beyond regulatory compliance and talk about innovative considerations for strengthening liquidity resilience under every scenario. These approaches should encompass advanced modeling methods and techniques, as well as effective data governance practices to optimize current and evolving ratios.

With a recession possibly just a few months away, implementation time is of the essence. We will pay attention to the resources and time a particular strategy can take to implement and complete. What can we implement soon?

Technology enables us to adopt, validate and optimize new liquidity approaches more rapidly than ever before. Identifying which elements of a discussed approach are applicable to your company and, more importantly, your resources, will determine your personal conference success.

New methodologies utilizing machine learning and data integration of a new order produce risk pictures that were unthinkable not long ago. Among them, multiple forward-looking scenarios have taken center stage by delivering comprehensive risk dynamic analysis – achievable only in the era of machine learning.

Let us challenge ourselves and raise the bar of readiness for future scenarios.

Alla Gil,

Masterclass Leader

CEO and Co-founder


About Alla Gil: Alla Gil is CEO and co-founder of Straterix Inc. With an academic

background in theoretical mathematics, she began her Wall Street career at Goldman Sachs, working on stochastic models for derivative pricing.

While heading Global Strategic Advisory teams at Citigroup, Nomura - and again at Goldman Sachs - she introduced stochastic modelling and an optimisation approach to the world of corporate finance. Over a 20- year period, Alla advised banks, sovereign treasuries, insurance companies, asset managers, and pension funds on ALM, stress testing, long-term risk projections, liquidity, optimal capital allocation and balance sheet optimisation. With Straterix, she has developed a methodology and tools that enable clients to automate the process of scenario creation and expansion to assist in strategic capital planning and optimisation, as well as risk management and stress testing.

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