Examining the latest trends, developments and regulatory requirements within liquidity risk management to build a robust framework for the future.


Banking as an important industry in financial system plays significant part in development of a country's economy. Hence, governments across the globe and their respective central banks created necessary risk management policies and procedures to insulate their respective banking system from risk. However, certain unforeseeable risks inherent in banking business have shaken the economies in the past. Recent failure of banks and financial institutions in several parts of the globe is a telling evidence of these facts. Current global initiatives for strengthening risk management practices in banks and financial institutions requires banks to raise the amount of common equity to 4.5% of assets by January 2019 from 2% requirement under Basel II. Government and the regulators are in consultations over the liquidity squeeze that has gripped Non - Banking Finance Companies (NBFC) over worries that could cause the credit markets to collapse, putting the broader economy at risk.

Considering current financial situation the need for robust liquidity risk management arises. The two-day Liquidity Risk Management Summit 2019 will not only bring experts and stalwarts from the industry under one roof to discuss the evolving regulations, but also share experiences and what to expect from future.



  • Exploring the current regulatory landscape
  • Examining the variations in the proposed and final NSFR rule
  • Understanding and managing firm specific intraday liquidity
  • Identifying approaches to pricing liquidity and the impact on different sized institutions
  • Approaches and methodologies to funds transfer pricing
  • Modelling for Stress Testing
  • Examining the regulatory requirements for mid-sized institutions aiming to develop their balance sheet and business


Since the financial crisis, the need for robust liquidity risk management has been paramount and is an area of focus which all financial institutions should dedicate sufficient time and resources.

The Summit will focus on Liquidity Risk Management topics which includes
  • Regulatory Landscape
  • Market Dislocation
  • Intraday Liquidity
  • Stress Testing
  • Market Dislocation
  • Monitoring & Controls
  • Recovery & Resolution
  • Planning Optimising the Balance Sheet
  • Impacts of Political & Economic Volatility


Functional heads from Banking, Financial Services & Insurance as well as corporations:
  • Treasury
  • Risk Management
  • Strategic Planning
  • Basel III program office
  • Operations
  • Legal, Regulatory & Compliance
  • Market & Liquidity Risk Management


The programme will enable the participant to effectively:
  • Navigate liquidity risk in today's regulatory environment
  • Implement Liquidity Risk Management Framework
  • Manage Basel-III Liquidity Ratios
  • Support the Bank's Asset Liability Management from Liquidity Perspective
  • Carry out Internal and External Audit of the Bank's Liquidity and Basel-III Liquidity Framework
  • Understand the latest updates within funds transfer pricing and how firms can improve efficiency
  • Explore the future predictions of the liquidity risk management function and how the industry might evolve

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