Objective

The objective of the conference is to provide a platform to Heads of Treasuries and senior officers involved with risk management function to discuss issues like financial markets operations, liquidity management, managing market risk and operational risk in treasury operations, retailing of gsecs and forex, use of derivatives for risk management, prevention of market abuse and systemic risk arising due to inter-linkages among financial sector players. This conference would also provide an opportunity to the participants to interact with the regulator, banking experts and peers.

Broad topics to be covered in the conference:

• Financial markets operations: Exchange rate and liquidity management
• Asset liability management: Implications of moving to floating rates for assets and liabilities
• Funds transfer pricing – how can it be used effectively?
• Liquidity standards: LCR & NSFR – implications for business model
• Managing market risk and operational risk in treasury operations – fixed income, equity and forex
• Retailing of government securities and forex – how to popularize this?
• Prevention of market abuse; customer appropriateness and suitability; conduct & culture issues
• Interest rate and forex derivatives – how to use them for effective hedging of risks?
• Managing the systemic risk arising due to inter-linkages among financial sector players
• Rating and valuation of corporate bonds – risk assessment by rating agencies and what are their limitations?