Managing liquidity risk under new regulatory development
21-22 March 2012 - Sydney
Liquidity risk is getting increasingly important after the financial crisis. In particular, under the current economic climate with the Eurozone crisis, liquidity risk will provide significant impact in the Asia Pacific region. Hence, regulators from this region are imposing tighter controls from branch level to country-to-country stress testing.
In addition, recent reform by the Basel Committee on Banking Supervision aimed at improving the capital and liquidity positions of financial institutions, which will be largely adopted by many Asian countries and many banks are needed to adapt their practices under the new regulations. In November 2011, Australian Prudential Regulation Authority (Apra) published a discussion paper on Basel III to address the liquidity shortage under new regulatory requirement.
With these challenges in mind, Asia Risk is delighted to present a two-day focused seminar aimed at anyone involved in liquidity risk management in Asian markets. The programme will review the proposed new developments from a regulatory perspective and address key methods and tools that can be utilised to measure and manage liquidity risk.