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Liquidity Risk Management Congress 2017
October 17, 2017 - October 18, 2017
The Center for Financial Professionals will be examining the liquidity risk landscape and the potential shift in regulatory focus at our upcoming 2nd Annual Liquidity Risk Management summit. The two day summit will bring together a variety of industry experts and financial institutions to discuss and debate the current and future role of liquidity risk management. Find out more here.
Exploring the current regulatory landscape and discussing the impacts of possible de-regulation across the industry
Reviewing the CLAR requirements and the ability to incorporate a level of liquidity risk in stress testing
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
Examining 2052A to ensure
compliance and strengthen
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
Understanding and managing firm specific intraday liquidity and the ability to limit risk
Identifying approaches to pricing liquidity and the impact on different sized institutions