Basel III Liquidity Rules - LCR and NSFR 2016

Topics

• Pre-crisis behaviours towards liquidity management and the BCBS response
• The impact of Basel III Liquidity Rules on financial markets and banks business models
• Risks and challenges for LCR/NSFR risk driver methodologies
• How to implement the LCR ratio and an understanding of its main implementation challenges
• The inter-relationship between the LCR, NSFR and monitoring tools in the liquidity risk framework
• How to manage intraday liquidity and how to perform its stress testing