Approaches to Liquidity Risk Management 2018

Topics

• Principles for sound liquidity risk management and supervision
• Pre-crisis liquidity regulatory requirements and what went wrong
• The importance of stress testing liquidity
• The technical standards, recommendations and guidelines contained within CRD IV
• Can LCR and LR/NSFR interact with unintended consequences for systematic risk
• Measuring intraday liquidity risk and the consequences of not addressing it

Who should Attend

• Market Risk
• Liquidity Risk
• Credit Risk
• Treasury
• Compliance