ALFI European Risk Management Conference
A multifaceted perspective
Christophe has 20 years of experience in Asset Management. Since 2018, he’s acting as Conducting Officer for Nordea Investment Funds SA, in charge of Risk Management and Valuation Oversight. Prior to Nordea, Christophe worked 15 years at PwC in the Asset Management Assurance department.
Speaking at
Liquidity risk has been on the agenda of this conference for several years, and remains a pivotal topic in risk management and beyond. The 2024-2025 ESMA and IOSCO consultations highlight the continued importance of this topic. In this context, one particular aspect of liquidity is under the radar: price impact. Expectations around price impact are emerging and tightening. This session will delve into this very specific aspect of liquidity that has broad implications across the IFM organisation: liquidity risk management, swing pricing and information disclosure. During this session, the panellists will examine price impact from various angles and its integration in the liquidity risk management toolbox, with particular focus on swing pricing determination and asset-class specificities.
Conducting Officer
Director and Conducting Officer
Director
Conducting Officer - Risk Management