Annual Liquidity Risk Management 2015

Post 2007/8 financial crisis, liquidity risk management has been the focus of strong regulatory scrutiny, with evidence to support the argument of the systemic importance of a strong liquidity programme for effective management, banks are moving towards implementing the vast influx of regulations to ensure better financial stability. CFP’s 4th Annual Liquidity Risk Management Initiative is the latest in a series of successful forums. Its main areas of focus will be on the Post LCR implementation and understanding of new reporting templates. With a look at the upcoming requirements and the necessary changes in systems and processes for the future implementations of ILAAP and NSFR. Key highlights for Liquidity Risk Management 2015 include: • Post LCR Implementation Case studies post implementation, reporting templates and LCR interaction with other regulations • ILAAP Assessing the challenges and differences between ILAA and ILAAP, effective implementation strategies • NSFR Requirements Reviewing the necessary requirements needed for NSFR • Data Management Internal systems, reporting requirements and BCBS 239 • Intraday Liquidity Regulatory expectations and reporting, executing stress tests and additional buffers