Helen Davies
Helen Davies
BlackRock (Luxembourg) S.A.
Director and Conducting Officer

Helen is a Conducting Officer for BlackRock (Luxembourg) S.A., covering Distribution & Marketing as well as Information & Cloud Technology. She is Co-Chair of the ALFI swing pricing working group and is a longstanding member of the BLK EMEA Swing Pricing Committee, covering anti-dilution processes across all BLK EMEA mutual fund vehicles.

Helen has over 25 years of experience in the Luxembourg fund industry, particularly in the oversight of outsourced activities, and is an active member of ALFI. 

She is a qualified solicitor in England and Wales and, prior to joining BlackRock in 1998, worked as a solicitor in private practice in the south of England.

Speaking at

Luxembourg-Kirchberg
Thursday, 12 June 2025
14.15 - 15.00
Capturing price impact - Modelling, governance and proportionality

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.

John Hosie
John Hosie
Franklin Templeton International Services S.à r.l.

Conducting Officer

Helen Davies
Helen Davies
BlackRock (Luxembourg) S.A.

Director and Conducting Officer

Benoit Philippe
Benoit Philippe
T. Rowe Price (Luxembourg) Management S.à r.l.

Director

Christophe Wadeleux
Christophe Wadeleux
Nordea Investment Funds S.A.

Conducting Officer - Risk Management