Advanced Liquidity Risk Management and Regulation in a Post-Crisis Financial World

Time: 13-14 November 2012
Venue: London, United Kingdom

A structured approach to the analysis of liquidity challenges, incorporating both lessons learned from the crisis and Basel guidelines for sound liquidity management, including stress testing, liquidity coverage and net stable funding ratios. The Forum will give an overview of the challenges and recommendations for liquidity risk management going forward.

Key Topics:

• Effective governance and tolerance to liquidity risk
• Liquidity adjusted Value at Risk (LV@R)
• The incorporation of credit in the liquidity risk framework
• Understanding stress liquidity needs and requirements
• Oversight and regulatory treatment of liquidity risk
• Implications and developments with liquidity coverage ratio
• Liquidity black holes and their relationship to change in asset values
• Internal funds transfer pricing and setting the yield curve
• Liquidity and portfolio choice

Who Should Attend:

All Financial Institutions on both the buy and sell side including Banks, Financial Inspection Authorities, Rating Agencies and others monitoring and/or controlling liquidity and funding risks and stress tests. CEOs, CFOs, CROs, and Heads, Directors and Managers of:
Risk

• Liquidity
• Financial Stability
• Capital Management
• Treasury