FRSGlobal

Take the stress out of stress testing

Part of the Wolters Kluwer Financial Services Stress Testing webinar series in partnership with FRSGlobal

An in-depth look at the stress testing of interest rate risk in asset liability management (ALM) and liquidity analytics. This advanced-level webinar covered:

• Current ALM and liquidity risk analysis and metrics
• Categorizing ALM attributes and corresponding risk factors
• Current inter-agency guidance in place by regulators
• Stressing funding and behavioral cash flows
• Likely liquidity buffers and analytics in the future

What the regulators will be looking for — and using the data to manage your bottom line.