Liquidity risk management: Managing the challenges of stress-testing

ramakrishnan



Recent regulations introduced by Basel, the UK Financial Services Authority and the US regulators have all focused on the importance of establishing a robust liquidity risk management framework. Firms are now required to set liquidity risk tolerance levels; maintain adequate levels of liquidity through a cushion of liquid assets; identify and measure a range of liquidity risks; as well as stress-testing scenarios and the framework itself. This webinar, hosted by Operational Risk & Regulation magazine, explores the challenges facing banks to comply with this new regime and asks how firms can ensure the process provides some business benefit rather than remain a compliance exercise.

The panel discussed the main challenges facing financial institutions in meeting the new liquidity regulations, including the extra data requirements placed on firms, but the bulk of the webinar discussed best practice in stress-testing a liquidity risk framework.

Speakers:
Moderator: Victoria Tozer-Pennington, Editor, Operational Risk & Regulation
Bill Rickard, Head of Strategy and Policy, Group Treasury, Royal Bank of Scotland Plc
Subramanian Ramakrishnan, Group Vice President & General Manager, Financial Services Analytical Applications, Oracle

 

 

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