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E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Liquidity Management: Governance, Scenarios, Cash Flows, Liquidity Gap, Funding Plans, Transfer Pools, & Ratios

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Liquidity Management: Governance, Scenarios, Cash Flows, Liquidity Gap, Funding Plans, Transfer Pools, & Ratios

Conform to liquidity ratios and reporting mandates while managing balance sheet inherent cash inflows and outflows and determining the optimal asset, liability, and off-balance sheet composition needed under Basel III, Dodd-Frank and everyday business strategy and needs

21-22 Feb 2019
New York City, United States of America

Why You Should Attend

Liquidity Management: Governance, Scenarios, Cash Flows, Liquidity Gap, Funding Plans, Transfer Pools, & Ratios

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we have therefore limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.


About the course:

Liquidity is a focus area for banks around the globe, in the Americas, and particularly on the leading edge in the United States. Banks are all heavily investing in advanced technology and infrastructure to manage liquidity in response to the Basel III, the upcoming Basel IV, and evolving country supervisor capital adequacy guidelines and rules like those of Dodd-Frank CCAR/DFAST. Banks face universal and country specific challenges arising from the implementation of these new regulations under multiple macroeconomic scenarios while supporting proper balance sheet, capital, and coverage ratios levels under normal and stressed conditions. A Bankís modern liquidity management framework must encompass advanced modelling methods and techniques that are now critical for the optimization of decisions and processes that account for the full availability of data while considering the rules, product mixes, haircuts and underlying business performance and profitability models.

Banks want to effectively manage their liquidity needs and risks while continuously improving and balancing the integration of their immediate funding, contingency, and resolution plans. At the same time, Banks must carve out competitive advantage by aggressively managing the optimization of current and evolving ratios including the liquidity coverage ratio (LCR), net stable funds ratio (NSFR), total loss-absorbing capacity (TLAC) ratio, and long-term debt (LTD) ratio. With increase size and complexity of holding companies (BHC and IHC), banks now need to include views and consideration of multifaceted effects on liquidity and credit of qualified financial contracts (QFC) and cross-default problems.

About your expert trainer:

Don is the Founder and Chief Executive Officer of Risk Officer Incorporated, a boutique management consulting, strategy, and advisory firm offering professional services to the Universal Bank, Capital Markets, and Treasury sectors. His practice covers the subject areas of capital adequacy, planning and forecasting, finance, risk, model management, operations, and technology solutions, and includes performing reviews, assessments, and internal audits. With 35 years of experience in the financial services industry, Don has a unique hands-on career acquiring capabilities that span governance, financial-risk management, regulatory compliance, operations, technology, information, and data. Over his career, he homed in on Basel, Dodd-Frank, Prudential Regulators (FRB, OCC, FDIC, FCA, FHFA), CFTC, and SEC compliance specializing in capital planning and stress testing using his ability to assess quantitative and qualitative models, and analysis solutions. Don holds a MS Accounting and a BS Finance /Accounting from the CW Post Center of the Long Island University, and is an active licensed Certified Public Accountant. Don is a steering committee member of the Professional Risk Managers International Associationís (PRMIA) New York City Steering Committee. and former Chair of the Financial Executive Network Group (FENG) Risk Special Interest Group.

Pre-course questionnaire:


A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

From Financial Institutions:

Senior Managers

Risk Managers


Asset-Liability Manager

Liquidity Managers

Financial Controllers

Internal Auditors

Model Risk Managers

Business Analysts

Why Choose GFMI marcus evans?

marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

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Event Contact

For all enquiries regarding speaking, sponsoring and attending this conference contact:

Safak Egemen Pippen

11 Connaught Place
W2 2ET

+1 212 953 6870
Fax: +61 (2)8088 6090
Email: safake@global-fmi.com