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Liquidity Risk Management USA

October 17, 2017 - October 18, 2017

https://www.cefpro.com/forthcoming-events/liquidity-risk-management-usa1/

Join over 150 risk professionals for the Liquidity Risk Management Congress in NYC, October 17-18, secure the Super Early Bird Rate before it ends this week, Friday 28! Don’t miss out on the chance to hear from the Federal Reserve Bank of New York, Barclays, Credit Suisse, Citi and many more as they discuss the liquidity risk landscape and potential shifts in regulatory focus. Find out more about the agenda and register here, https://www.cefpro.com/lrmusa/

Twitter –

@cefpro Super Early Bird Rate ends July 28, for the #LRMUSA Congress in NYC, October 17-18. Register now, save $900, https://www.cefpro.com/lrmusa

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