5th Annual Liquidity and Funding Risk Management

This GFMI conference will help banks strengthen their liquidity management strategies in an evolving regulatory landscape and changing rate environment. Attendees will learn methods to best prepare for NSFR reporting requirements despite the moving goalpost of the 2018 deadline. They will discuss treatment of deposits under the LCR and methods to effectively capture deposit betas to reflect rising interest rates. Firms will better understand how AI can accelerate intraday liquidity and LCR reporting. Finally, holistic balance sheet management and stress test scenarios will be discussed.  

-Gain more clarification about best preparation for NSFR deadline

-Develop most effective methods to analyze depositbehavior under LCR

-Examine effective strategies for depositmodeling under LCR

-Optimize use of AI and machine learning to automate liquidity reporting

-Discuss price of funding and composition of liquidity in a rising rate market