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12th Annual Liquidity Management
Keep pace with best practice in constructing liquidity buffers, intraday liquidity management, and liquidity transfer pricing at a time when funding and balance sheet strategies are in flux
6-8 Mar 2013
Hilton London Canary Wharf Hotel, United Kingdom
- Conference Workshop
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Workshop Title: Banque de France look at the role of central banks in liquidity management
ING and JP Morgan debate the future of the funding market
Workshop Moderator: Bank of England discuss the LCR and NSFR
Company: Reserve Bank of New Zealand offer the Australasian perspective on liquidity management
- Why You Should Attend
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12th Annual Liquidity Management
Going into 2013, liquidity managers within banks find themselves under considerable regulatory pressure. In particular, they are subject to changes surrounding the LCR, complicated by the lack of clear definitions, the potentially evolving provisional demands and varying requests from different regulatory bodies. Moreover, central bank interventions, increased collateral demands and the stressed funding environment are putting further pressure on liquidity management. As the regulatory demands dictate industry movement, banks must prepare for the potential consequences of an evolving market and the impact on their balance sheet.
This marcus evans conference gives banks practical examples of how banks are aiming to get ahead of the curve with their liquidity management strategy. The agenda includes in-depth case studies held by speakers from leading firms, regulators and associations on key topics such as intraday liquidity, creating your LCR buffer mix and funds transfer pricing.
To view last year`s event highlights and to listen to attendee feedback, please click on the video below.