Liquidity Risk: LCR, NSFR and Leverage Ratio

New York, 15-16 November 2017

The first day of the course will provide an introduction to the liquidity framework before delving into LCR implementation, optimizing high quality liquid assets and the reporting requirements, specifically focusing on FRB 2052 reporting. On day two, the focus of the course will switch to NSFR guidelines and their practical application before going on to discuss the leverage ratio. 

Course Highlights

  • A comprehensive understanding of liquidity rules within the overall regulatory framework 
  • Optimising your high quality liquid assets 
  • Interplay between LCR, NSFR & leverage ratio 
  • Assessing US LCR implementation and NSFR guidelines 
  • NSFR practical application 
  • Developing appropriate liquidity reporting requirements 

Who Should Attend

This course is primarily aimed at those working in liquidity and funding management within investment and retail banks, investment managers, financial consultancies, rating agencies and regulators. However, Risk welcomes anyone to whom the training would be of benefit. 

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Learning Outcomes:

  • A clear update on how liquidity rules are impacting your overall framework and getting ready for full implementation
  • Examine the US LCR implementation and the differences between full and modified LCR
  • Evaluate how you can optimise your HQLAs including discussion on net cash flows and haircuts
  • Understand the reporting requirements that are expected from you and your company
  • Review the NSFR guidelines and their practical application
  • Analyse the leverage ratio - its effect and the compliance burdens that go with it

Confirmed Speakers:

  • Ahmad Bilal, Capital & Leverage Balance Sheet Management, Barclays
  • Donna Howe, CEO, Windbeam Risk 
  • Lourenzo Cupido, Group Vice President, Prudential Financial
  • Shahab Khan, Vice President, Deutsche Bank
  • John Vanyo, VP, Finance Manager, US Bank
  • Steve Hageman, Liquidity Risk Officer, Societe Generale Corporate and Investment Banking
  • Jonathan Greenman, Lead Officer, J Greenman Consulting, LLC

Early Bird Pricing >>
Full Agenda >>

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