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Liquidity Risk Management Congress 2017

October 17, 2017 - October 18, 2017

lrmusa - gfmag

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.

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

Details

Start:
October 17, 2017
End:
October 18, 2017
Event Category:
Website:
https://www.cefpro.com/forthcoming-events/liquidity-risk-management-usa1/

Venue

New York City, NY
NY United States + Google Map