ILAAP Stress Testing and Liquidity Risk Management 2018

Topics

• Bank-specific and market-wide scenario selection from the perspectives of large and challenger banks
• ILAAP stress tests with particular focus on validation of stress assumptions, systems, and data
• Granular recovery plans at an entity level recognising the interaction between ILAAP and ICAAP
• Forward looking and holistic liquidity plans in light of knowledge attained on risk appetite through ILAAP

Who should Attend

Senior attendees involved in:

• Liquidity Risk
• ILAAP Stress Testing
• Treasury Risk
• Market Risk