On the 12th of April, Double Effect presented, in cooperation with Professor Massimo Massa (INSEAD), a strategic vision concerning the forces that will reshape the liquidity risk management function at pension funds, insurance companies and fund managers. Using Double Effect’s translation and implementation expertise, the seminar focused on the strategic and organisational consequences.

As a starting point, Elmo Olieslagers elaborated on the ILAAP Dutch Central Bank regulatory liquidity framework, which is compulsory for banks in The Netherlands. This resulted in the key question: what is required to complete the liquidity risk management function?

Insights gained: 

• Strategic vision how to organise liquidity risk management under current market circumstances
• Lessons learned from the banking environment        
• Top 3 structural flaws that are to be mitigated as per today

Senior risk and investment professionals from APG, PGGM, Syntrus Achmea, BNP Paribas and ING IM participated and shared their valuable insights.

Want to know how to complete the liquidity risk management function at your company? Please contact Elmo Olieslagers or Ad van Doorn.

Ad van Doorn, consultant at Double Effect, recently published an article in Banking & Finance that UCITS IV (Undertakings for Collective Investment in Transferable Securities) has a positive impact on the European Asset Management industry. The publication is the outcome of a European analyses executed by Double Effect in close cooperation with Eurogroup Consulting. Click here for the publication.

The study showed that the original objective of the European directive – further development of the European market for Asset Management Funds – has not clearly revealed yet. Nevertheless UCITS brings more transparency and sales opportunities to the European funds. For more information about the impact of UCITS IV on Asset Managers: please use this link to contact Ad van Doorn.