I WOULD LIKE TO
Liquidity risk is fundamental to the management of every financial operation, whether in banking, investment or corporate business. This ground-breaking course will teach you the best proactive methods for measuring and managing generic ALM issues and liquidity risk in today’s turbulent market environment.
Intermediate
AICB MEMBER
MYR
1,200*
/ PAX
NON-MEMBER
MYR
1,500*
/ PAX
*Subject to 6% Service Tax
Online lecture, including discussion throughout the day
Technical Requirements:
Regulators, analysts, risk and banking professionals who need to better understand the liquidity risk management challenges and strategy within a bank
Dr. Guan Seng Khoo
Dr. Guan Seng Khoo is a risk management specialist with over 20 years’ experience in the education, design and implementation of enterprise-wide risk management models, systems and processes. He was in charge of, and has implemented, enterprise risk management systems at five financial institutions - Temasek Holdings, Singapore; Alberta Investment Management Corporation, Canada; RHB Capital, Malaysia; CAI, Singapore and Standard Chartered Bank, Singapore, where he was Global Head and Managing Director, Group Risk Analytics. There, he headed a team that validated all global risk models for Basel and regulatory compliance and liaised with all financial regulators.
In other previous roles, Dr. Khoo designed and managed an algorithmic hedge fund at Man Investment Products (Man Group plc.) in the 1990s and was Head of Innovation (Strategy and Business Department) at the Singapore Exchange. He was also based in Chicago and Denver in 2001–2002 at American Bourses Corp (a spin off from Man Group plc), providing investment and trading analytics to clients trading on the electronic exchanges in North America and the Asia-Pacific region.
He holds a PhD in Physics from the National University of Singapore and did post-doctorate work in AI-based data mining in drug and materials design at Nagoya University and Molecular Simulations Inc (MSI) research centres at Caltech, Boston and Teijin-MSI in Tokyo. He has also published over 30 journal papers on financial engineering, AI applications in finance, Basel 2 risks and material science.
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