Addressing Liquidity Risk challenges
Asia Risk, in association with Wolters Kluwer Financial Services, is delighted to present the Liquidity Risk Executive Forum.
Wednesday, 26 June
9.00 - 12.00
REGISTER NOW and join leading risk professionals, who will meet on the morning of 26th June to discuss the major liquidity issues and challenges facing Asia's banking industry.
The Basel III directive sets a new focus on the liquidity component of risk management. The global adoption of the regulation has created a need for banks to have a robust liquidity risk management framework. The HKMA guideline on Liquidity Coverage Ratio highlighted a number of changes, implying that liquidity risk management regulation will be subjected to continued development over the next few years. Given this volatile regulatory context, financial institutions will have to carefully consider the infrastructure they use to manage liquidity risk. This infrastructure needs to be flexible enough to meet the changing requirements from regulatory bodies and the increased management oversight mandated by the new rules.
Key topics to be discussed include:
- A comprehensive overview of the Basel III liquidity regulation
- Details of what liquid assets will be allowed by the supervisor and what the impact will be for banks
- Insightful analysis of the new HKMA guidelines on Liquidity Coverage Ratio
- Examination of existing liquidity risk regulation applied to the different authorized institutions
- In - depth assessment of liquidity challenges facing Asian and European banks
- Discussion on the flexibility of the rules during times of stress, and how far below minimum requirement LCR and NSFR ratios can fall
- Case study outlining the challenges facing banks in implementation of liquidity requirements
For more information contact us at firstname.lastname@example.org or +852 3411 4844.