22nd Annual Liquidity Management for Financial Institutions

21 Apr, 2026

22 Apr, 2026

Venue London Marriott Hotel Canary Wharf, London, UK

Website https://bit.ly/4ds6DHU

Master liquidity management by taking strategies beyond regulatory requirements and mastering intraday liquidity practices

Liquidity management remains a core, ongoing priority for banks and sits at the heart of the treasury function, alongside balance sheet management, asset-liability management (ALM), and funds transfer pricing (FTP). Together, these disciplines ensure that a bank optimises how it funds its operations, allocates capital, and manages the assets and liabilities on its balance sheet.

In recent months, attention has shifted more toward evolving macroeconomic conditions—such as interest rate volatility, inflationary pressures, geopolitical uncertainty, and market liquidity fragmentation. Banks are increasingly focused on the interconnected nature of risks across the organisation, including credit, market, operational, and liquidity risk. This has led to a greater emphasis on integrated stress testing, scenario analysis, and contingency funding planning to assess resilience under severe but plausible conditions.

The Marcus Evans 22nd Annual Liquidity Management for Financial Institutions conference will provide liquidity and funding professionals the opportunity to benchmark best practices in today’s dynamic financial environment. It will feature case studies from leading European institutions on optimising HQLA returns and improving integration with capital management. Core discussions will explore the growing use of digital assets, managing associated liquidity risks, and advancing intraday liquidity strategies through AI and ML to ensure adequate funding. The event will also highlight how top institutions are going beyond regulatory compliance by fostering a more holistic approach between liquidity, risk, and deposit teams to gain deeper insights into customer behaviour.

Attending This Premier Marcus Evans Conference Will Enable You to:

Improve the relationship between liquidity and capital management through a joint governance framework
Implement AI and automation for more accurate liquidity strategies through deposit volume forecasts
Advance regulatory reporting in liquidity management for ongoing compliance
Optimise liquidity management and reduce funding costs whilst ensuring compliance with LCR and NSFR regulations
Consider the value of more adverse scenarios for liquidity: Create idiosyncratic scenarios for an organisation’s risk profile
Create a collaborative approach between deposit teams to gain a better understanding into customer segments and their differing behaviours

Best Practices and Case Studies from:

Andreas Blöchlinger, Head of Treasury, Bank Avera
Dr. Christian Dembowski, Executive Director, Head of Group Treasury Data Analytics, DZ Bank AG
Steven Chisholm, Executive Director, Financial Resource Management, Standard Chartered Bank
Jacob Ramskov, SVP, Head of Liquidity Risk Management, Danske Bank
Tomas Panyr, Head of Market and Liquidity Risk Management, Ceska Sporitelna
Uwe Jurkschat, Head of Treasury, Deutsche Kreditbank AG

Special discounts available to Financial IT members! For more information please contact Ria Kiayia, Digital Media and PR Marketing Manager at riak@marcusevanscy.com or visit: https://bit.ly/41eK6XH