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"Risk and regulatory hot topics" series :
Practical Liquidity Risk Management

Date : This event took place on 17th June 2010

event summary

“Risk and regulatory hot topics” webinar series is a series of monthly webinars that provide expert comment on the most relevant topical issues in the industry.

This webinar focused on the Basel Committee on Banking Supervision (BCBS) consultative document released for comment December 2009, ‘International framework for liquidity risk measurement, standards and monitoring’.

See comment piece here

PART ONE

Speaker: Mike Henroid, Regional Solutions Manager, FRSGlobal

  1. The webinar surveyed a complete liquidity risk management practice appropriate for the current regulatory landscape and emerging best practices from the BCBS.
  2. The webinar focused on the modelling and reporting recommended for decision-based support of a bank’s market liquidity risk and funding liquidity risk, focusing on both the stock and flow approaches to balance sheet measurement and management.
  3. Finally, the webinar discussed a detailed approach to liquidity risk models and reporting, including the following points:
    • a. Liquidity ratios
    • b. Cash flow gap reports
    • c. Funding
    • d. Concentration reports
    • e. Stress tests, and
    • f. Contingency funding plans

PART TWO:

Speaker: Selwyn Blair-Ford, Head of Global Regulatory Policy

FRSGlobal went on to draw on lessons learnt from implementing liquidity solutions in banks and other institutions particularly in the UK, where many of the new standards would be live in June of this year. FRSGlobal shared some of the practical problems firms encountered and gave an “on the ground view” of what the implementation and transformation process looked like. There were a variety of approaches used to tackle the challenges brought about by the new liquidity regime, which this webinar explored to give the audience an insight into which were the most successful and why.

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2010 event schedule

schedule

FRSGlobal presents a full schedule of webinars and events relating to risk and regulatory issues throughout the year.

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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.

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