The conference will enlighten banks on the latest information related to the NSFR and the business implications of the Basel liquidity ratios. Banks will also gain insight into the best practices of managing liquidity under current market changes, as well as the impact that other regulations such as IRRBB will have on liquidity management.
The conference sessions will explore managing, measuring and monitoring LCR, enhancing ILAAP stress testing, driving long-term funding under the NSFR, holistic management of balance sheet and business implications of the liquidity regime.
On the first day of the conference, 15 March, MORS Software Partner Peter Serlachius and Head of Sales Niklas Fellman will hold a presentation entitled, ‘Liquidity Risk management as part of integrated Treasury ALM’. The presentation will look at Interconnectivity as a trend, Risk as a Service (including system aspects) as well as Stress Testing and Scenario Selection from the point of view of Regulation.