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2nd Annual Liquidity Risk Management

October 17th - 18th, New York City

 

2ND ANNUAL

Liquidity Risk Management USA

Examining the liquidity risk landscape and potential shifts in regulatory focus. 
Taking place October 17-18 at the DoubleTree by Hilton Metropolitan, 569 Lexington Ave, New York, NY 10022, USA

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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

PRICING LIQUIDITY
Identifying approaches to pricing liquidity and the impact on different sized institutions