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Liquidity Risk Management USA

The Center for Financial Professionals

17 Oct 2017 - 18 Oct 2017

New York

Details: click here

Liquidity Risk Management USA - The Center for Financial Professionals will be examining the liquidity risk landscape and the potential shift in regulatory focus at our upcoming 2nd Annual Liquidity Risk Management summit. The two day summit will bring together a variety of industry experts and nancial institutions to discuss and debate the current and future role of liquidity risk management.

Key highlights to be addressed

REGULATORY LANDSCAPE
Exploring the current regulatory landscape and discussing the impacts of possible de-regulation across the industry

STRESS TESTING LIQUIDITY RISK
Reviewing the CLAR requirements and the ability to incorporate a level of liquidity risk in stress testing

FUNDS TRANSFER PRICING
Exploring approaches and methodologies to funds transfer pricing

NSFR FINAL RULE
Examining the variations in the proposed and final NSFR rule and preparation ahead of full implementation

2052A
Examining 2052A to ensure compliance and strengthen the process

ENHANCED PRUDENTIAL STANDARDS
Reviewing EPS implementation and development and the ability to satisfy the regulators

MODELLING FOR STRESS TESTING
Exploring CCAR and DFAST models within stress testing and the ability to incorporate immediate horizons

INTRADAY LIQUIDITY
Understanding and managing firm specific intraday liquidity and the ability to limit risk


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