"International regulatory reporting" series :
Balancing Liquidity Analysis:
When to Combine and Separate Funding Liquidity from Market Liquidity
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Date : Time : Venue : |
Wednesday 16th March 2011 11:00 am (EST) Online - Webex |
A mismanagement of funding and market liquidity could lead to liquidity spirals, which severely affect the bank’s financial stability. Therefore, financial institutions need to tactically and proactively administer their funding and market liquidity strategies to avoid detrimental consequences.
In this webinar, FRSGlobal senior financial risk expert Andrew Liegel – demonstrated FRSGlobal’s liquidity module:
- How different amortization structures can cause faulty cash flow forecasts
- What behavior patterns need to be stressed in the assets of commercial lending and trading books
- How equity and fixed income shocks (indexes and volatility term structures) are modeled to banking books
Note
Attendees automatically receive a summary of the webinar, complete with results of on-line polls and questions submitted during the Q&A session, the PowerPoint slides used during the presentation, and a link to a recording of the webinar.
