PJ Di Giammarino

Tom Miller

Scott Eaton

Trevor Norwwod

Lehman's demise shocked the world into taking liquidity risk more seriously. Three days after the bank fell, central regulators agreed to implement a demanding new liquidity risk regime. The UK's FSA has acted decisively to define a data-hungry and intensive approach.

The FSA's framework, outlined in CP08/22 and CP09/13, has set the standard for regulators across the globe to control liquidity risk. The debate is no longer about whether we need capital ratio brakes or liquidity airbags; this global financial services vehicle needs both by Q4 2009. By following the regime, banks can obtain real business benefits and their boards can sleep easier ... but will they?

In association with Aleri, the neutral JWG-IT Think-Tank (www.liran.eu) has compiled an expert panel of front-office and back-office professionals presenting their views on:

  Whether or not a bank could have known in July 2008 that Lehman Brothers was in trouble?
  What do you need to do to spot the next Lehman Brothers?
  How to quantify your business benefits from implementing them?
  The regulatory timeline for action and what it means to your liquidity risk programme?
  What the new global liquidity risk management standards mean to you?

In addition, JWG-IT and Aleri have produced a comprehensive analysis report titled "What If... You Could Have Heard the Bubble Bursting? and a short film clip which brings together the many facets of the issues at hand.

Webinar Info

Topic: What if... you could spot the next Lehman Brothers falling?

Date: June 4, 2009
Time: 10:00 - 11:00am, Central Daylight Time
Cost: FREE