13th Annual Liquidity Management 2018 North America

Topics

• The Liquidity Coverage Ratio (LCR) under Basel III to manage liquidity during the 30 day shock period
• The resilience of liquidity risk models to create a more robust banking system
• Measures that allow for the categorization of High Quality Liquid Assets (HQLA) to determine the proper liquidity buffer
• Agile methods for effectively calculating liquidity ratios while implementing regulatory standards
• Wieghting methodologies to achieve an efficient Net Stable Funding Ratio

Who should Attend

Senior attendees from banks and other financial institutions.