The GFMI 11th Edition Liquidity Management for Financial Institutions conference will provide liquidity professionals with the tools to manage liquidity vulnerabilities in the current environment amid volatility and macro uncertainty. As well as providing insight into the bigger picture of the global liquidity landscape and regulatory priorities, there will be case studies into intraday liquidity and the use of advanced technology to get ahead of the competition. Expert speakers will provide insights into liquidity stress testing, the impact of changing deposits on liquidity and how digital assets are changing the liquidity landscape. Attendees will take away practical strategies for managing the changing risk landscape in liquidity and funding to maintain regulatory compliance and maximise profitability.
Key Topics include:
- U.S. rates and treasury policy in the evolving liquidity landscape
- Reprice cost of funds in a high-rate environment to improve margin stability and liquidity efficiency
- Strengthen liquidity and capital resilience
- Redefine intraday liquidity in the modern payments world
- The stress test squeeze: Bridging capital, liquidity, and rate risk in deposit forecasting
- From LCR to real resilience: Challenge deposit-based liquidity metrics
Best Practices and Case Studies from:
- Ralph Axel, Director, U.S. Rates Strategist, Bank of America
- June Wang, Global Head of Liquidity Risk, RBC
- Aykut Zeren, SVP, Head of Capital and Liquidity Risk Oversight, Keybank
- Michael Knorr, Senior Vice President and Lead Product Manager for CHIPS, The Clearing House
- Jatin Belani, Head of Liquidity Management & Strategy, FTP Methodologies Lead, Sumitomo Mitsui Banking Corporation
- Victoria Xu, Vice President, Head of Independent Liquidity Risk Management, American Express
For more information please contact Ria Kiayia, Digital Media and PR Marketing Manager at riak@marcusevanscy.com or visit: https://bit.ly/44x1jgS
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