Liquidity Risk Management 2014
Time: 12-13 November 2014
Venue: London, United Kingdom
Hear presentations and discussions from more than 20 senior risk professionals and experts in liquidity risk management from institutions including RBS, Lloyds Banking Group, Commerzbank, Nationwide, Mizuho Securities, Generali, Santander, HSBC and Standard Chartered. 3rd Annual Liquidity Risk Management Congress addresses the critical challenges being faced by the industry now, and in the foreseeable future.
- Understand the differences between global liquidity regulations and regulators
- Determining how 'level' is the playing field with the different global approaches and timelines for LCR implementation
- Gain a regulatory insight into the EU liquidity requirements including the Liquidity Delegated Act and risk supervision under the Single Supervisory Mechanism (SSM)
- Implementing, forecasting and calculating the LCR at a UK, EU and global level
- Defining High Quality Liquid Asset (HQLA) classifications and their potential impacts
- Building an effective funding model and effectively encouraging through incentives
- Efficient reporting of liquidity risks
- Effectively implementing a framework for monitoring intraday liquidity and complying with BCBS 248
- Best practices for effectively aggregating and cleaning data for liquidity reporting metrics
For more info http://www.liquidity-risk-management.com/...