Liquidity Risk Management Roundtable Series

26 June 2020 - The Citco Group of Companies will be hosting a liquidity risk management webinar series with the Alternative Investment Management Association to explore the impact of COVID-19 on alternative funds.

Liquidity Risk Management Roundtable Series - Understanding the Impact of COVID-19 on Alternative Funds

The first half of 2020 has seen tremendous volatility across many asset classes. This has affected the liquidity risk for funds in different ways, but one key differentiator has been the types of assets that funds were holding. But for each category of assets, the narrative of the COVID-19 experience will have been different.

We think it is time to start to unpack that narrative. AIMA and Citco are hosting a series of liquidity risk management roundtables to gather members to discuss matters such as:

  • What factors affected asset prices?
  • What were the prevailing market trends that affected those types of assets?
  • What effect did policy/regulatory changes since the 2008-2009 global financial crisis have, if any?
  • How have investors been reacting – redeeming or adding to positions?
  • What other factors were relevant?
  • How should liquidity stress testing be adjusted to address recent events?

Through these discussions we would like to gain an understanding of what has happened and what lessons have been learned from it in order to better inform our advocacy work in the area of liquidity risk management.

Agenda

If you’re an ACC/AIMA member, click below to register your interest in attending one or more of the sessions

Thursday, 2 July 2020 - Credit and Structured Credit

Michael Peterson, Head of Capital Markets, Citco Capital Solutions Inc.

Shiraz Allidina, Director, Citco Capital Solutions Inc.

Register here


Monday, 6 July 2020 - Commodities

Declan Quilligan, European Head of Hedge Funds, Citco Fund Services (Ireland) Ltd

Register here


Tuesday, 7 July 2020 - Equities

Manmeet Thethi, Head of Risk & Transparency Services, Citco UK Ltd

Register here


Wednesday, 8 July 2020 - Rates and Government Debt 

Declan Quilligan, European Head of Hedge Funds, Citco Fund Services (Ireland) Ltd

Register here


Thursday, 9 July 2020 - FX Markets

Manmeet Thethi, Head of Risk & Transparency Services, Citco UK Ltd

Register here

 

Our contacts

Michael Peterson

Michael Peterson

Citco Capital Solutions

T+1 212 401 9600
Empeterson@citco.com
LNew York

Shiraz Allidina

Shiraz Allidina

Citco Capital Solutions

T+1 415 228 0400
Esallidina@citco.com
LSan Francisco

Declan Quilligan

Declan Quilligan

Managing Director, Citco Fund Services (Ireland) Ltd.

T+353 1 636 7359
Edquilligan@citco.com
LDublin