Surviving the surge: Navigating liquidity risks post-SVB

Video

Aug 20, 2024

Brian Brown, Head of Liquidity Risk Management for UKI/Investment Banking, Deutsche Bank

Recent liquidity crises, including those at Silicon Valley Bank and Credit Suisse, reveal persistent vulnerabilities in banking systems despite improvements since the 2008 financial crisis.
Technological advancements and social media have significantly accelerated the spread of negative perceptions about banks, intensifying liquidity stress and requiring new strategies for managing rapid information flow.
Effective liquidity risk management requires not only ample liquidity but also a robust framework of upstream measures, including strong risk appetite, internal stress testing, and well-rehearsed contingency plans.
Banks must regularly update their risk assessments and contingency plans to account for evolving market dynamics and technological changes, ensuring preparedness for both predictable and unforeseen liquidity events.

Brian Brown Bio

Prior to joining Deutsche Bank in 2018, was Head of Group Liquidity Risk Management at Nordea Bank (2016-2018) in Copenhagen, and prior to that spent over 22 years at Merrill Lynch/Bank of America holding various Treasury roles in New York and London. Bachelors degree from Georgetown University and MBA from Columbia Business School.

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