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Audio August 19, 2026

Why Traditional Liquidity Assumptions No Longer Hold in Modern Banking

Oskar Rogg, Head of Treasury

Sarbajit Chakraborty, Head of US Liquidity Policy, HSBC

Chris Brown, MD, SMBCAH Treasurer and Head of Capital Management, SMBCLinkedIn profile for Chris Brown

Charles Richard, Co-Founder

Mark Lewis, Cash & Treasury Product Manager

This panel brings together senior treasury leaders from Crédit Agricole, HSBC, SMBC and Bloomberg to explore how liquidity risk management is evolving amid regulatory change, market volatility, and lessons learned from recent banking failures. The discussion examines the growing intersection of liquidity, capital, stress testing, data management, and operational readiness, while highlighting the challenges of managing risk in a financial system where deposits and funding can move faster.

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The panel argues that while liquidity regulations have become more sophisticated since the Global Financial Crisis, the fundamental challenge remains unchanged: ensuring institutions can withstand unexpected funding shocks. The failure of Silicon Valley Bank reinforced that liquidity crises are rarely caused by a single factor. Instead, they emerge when asset-liability management weaknesses, concentrated funding sources, poor governance, and rapidly changing depositor behaviour collide. As digital banking accelerates the speed at which funds can move, traditional assumptions about deposit stability are increasingly being questioned, forcing firms to rethink liquidity stress testing and contingency funding strategies.

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