Optimising Liquidity Risk Management and Real-Time Stress Testing in Commodities Markets

Developing strategies and exploring best practice in your approach to intraday liquidity and market risk in the face of extreme volatility.

Ongoing market volatility and unexpected spikes in market risk have been emblematic of the last 3 years – the “new normal.”

In the face of such ongoing disruption and levels of risk, in order to thrive and indeed just survive, it is critical that firms develop new processes, and exploit new tools to provide the visibility required to ensure a robust risk management programme.

This highly practical webinar brought together a range of commodity traders and thought leaders to explore how to best navigate extreme market conditions via real time visibility and management of liquidity risk and approaches to intraday stress testing.

Subjects discussed include:

• Navigating extreme market volatility through digitisation of risk
• Liquidity – do you have enough in the right place? How do you ensure complete visibility in real time?
• Stress testing of portfolios in real time
• Guarding against interest rate increases and other developing risks
• How technology controls and a holistic risk management system can optimise capital efficiency and improve hedging during times of volatility

Our expert speaker panel includes:

• Cenk Tosun – Head of Credit Risk – EWE Trading GmbH
• Vanessa Lieberg – Risk Manager – Targray
• Alex Whittaker – General Manager – Bonroy Petchem
• Malcolm Warne – Head of Product – Nasdaq Risk Platform – Nasdaq
• Stephen Weston – Partner, Traded and Quantitative Risk – Deloitte UK, Visiting Professor, Imperial College
• Ben Hillary – Managing Director – Commodities People