Preparing for Basel III Compliance: The Challenge of Understanding and Meeting the Liquidity Coverage Ratio (LCR) Calculation and Liquidity Reporting Requirements
Overview:
Bank regulators worldwide will be implementing the Basel III requirements from 2015 onwards. This includes an enhanced liquidity risk reporting regime, spearheaded by the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) liquidity risk metrics. Meeting LCR is not simply a question of calculating the ratios, it also presents challenges in understanding the nature of the bank's liability structure, confirming a rationale behind stress test outflow assumptions at individual product level and integrating LCR-related liquidity risk appetite with customer liability strategy. In this Knowledge Group LIVE webcast, a distinguished professional and recognised expert on bank liquidity risk management will help you understand the most critical issues which will include:- Overview of the fundamentals
- Understanding liabilities behaviour
- The liquidity risk appetite and determining an "optimum" LCR
- Integrating liquidity risk and customer liability strategy
- Addressing NSFR and the bank's long-term funding challenge
- Strategic ALM: best-practice integrated asset-liability approach to liquidity risk
- Live interactive Q&A session
This live webcast will provide banking professionals including bank Treasury, Risk and Finance practitioners with a comprehensive overview of Basel III liquidity regime compliance. Attending this course will give you the understanding to address your bank's needs with respect to LCR. Advanced registration is recommended as space is limited.
Agenda:
Segment 1:
Prof. Moorad Choudhry, Professor, Department of Mathematical Sciences
Brunel University
44 20 7672 3209
- Preparing for Basel III compliance: understanding LCR and its underlying assumptions, and challenges in calculating the metric
- LCR and liquidity risk appetite: combining LCR, NSFR and a suite of liquidity metrics into an explicit statement of liquidity risk appetite
- Addressing NSFR and the bank’s long-term funding challenge
Segment 2:
Andrew R. Gladin, Partner
Sullivan & Cromwell LLP
(212) 558-4000
- U.S. Perspective on LCR Implementation
- “Super-equivalence” above and beyond Basel LCR
- Important Differences Between U.S. LCR Proposal and Basel
- Challenges for Multinational Banking Organizations Operating in the U.S.
Segment 3:
Charles Morris, Senior Attorney
Norton Rose Fulbright LLP
charles.morris@nortonrosefulbright.com
44 20 7444 2148
- The EU perspective
- Liquidity and Sharia-compliant Banks (UK/EU developments)
- Tensions between collateral and liquidity requirements
Segment 4:
Silvano Stagni, Group Head of Marketing & Research
Hatstand
44 20 7423
- Subsidiaries have exposure in both the US and EU – conflict in satisfying both timetables
Who Should Attend:
- Bank asset-liability management (ALM) practitioners including Treasury, Liquidity and FTP professionals
- Bank Finance department and liquidity regulatory reporting
- Bank CRO staff
- Heads of Asset & Liability Management
- Heads of Liquidity
- Heads of Treasury
- Heads of Balance Sheet Management
- Heads of Regulatory Risk
- Heads of Market Risk
- Heads of Balance Sheet Optimization
- Risk and Portfolio Analysts
- Liquidity Regulatory Policy Experts
Professor Moorad Choudhry is at the Department of Mathematical Sciences, Brunel University. He has over 25 years experience in banking …
Andrew Gladin is a partner in Sullivan & Cromwell's Financial Institutions and Corporate and Finance Groups. His practice focuses on …
Charles joined the Norton Rose Fulbright financial services group as a senior associate in 2013. Charles qualified as a solicitor …
After a long career as Change Director and Strategist for major financial institutions Silvano Stagni decided it was time to …
Course Level:
Intermediate
Advance Preparation:
Print and review course materials
Method of Presentation:
On-demand Webcast (CLE)
Prerequisite:
NONE
Course Code:
144603
NASBA Field of Study:
Specialized Knowledge and Applications
NY Category of CLE credit:
Areas of Professional Practice
Total Credits:
2.0 CLE
2.0 CPE (Not eligible for QAS (On-demand) CPE credits)
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SPEAKERS' FIRMS:
Brunel University
Sullivan & Cromwell LLP
About Brunel University
About Sullivan & Cromwell LLP
Sullivan & Cromwell LLP is a global law firm with a preeminent financial institutions practice focusing on M&A, finance and capital raising, complex regulatory issues, corporate governance, legislative developments, significant litigation and enforcement matters, corporate investigations and tax matters. Founded in 1879, Sullivan & Cromwell LLP has approximately 800 lawyers in four continents.
About Norton Rose Fulbright LLP
Norton Rose Fulbright is a global legal practice, providing the world’s pre-eminent corporations and financial institutions with a full business law service. Norton Rose Fulbright has more than 3800 lawyers based in over 50 cities across Europe, the United States, Canada, Latin America, Asia, Australia, Africa, the Middle East and Central Asia.
Recognized for its industry focus, Norton Rose Fulbright is strong across all the key industry sectors: financial institutions; energy; infrastructure, mining and commodities; transport; technology and innovation; and life sciences and healthcare.
Norton Rose Fulbright operates in accordance with its global business principles of quality, unity and integrity. Norton Rose Fulbright aims to provide the highest possible standard of legal service in each of its offices and to maintain that level of quality at every point of contact.
Norton Rose Fulbright LLP, Norton Rose Fulbright Australia, Norton Rose Fulbright Canada LLP, Norton Rose Fulbright South Africa (incorporated as Deneys Reitz Inc) and Fulbright & Jaworski LLP, each of which is a separate legal entity, are members (‘the Norton Rose Fulbright members’) of Norton Rose Fulbright Verein, a Swiss Verein. Norton Rose Fulbright Verein helps coordinate the activities of the Norton Rose Fulbright members but does not itself provide legal services to clients.
Website: https://www.nortonrosefulbright.com/
About Hatstand
Hatstand is a Global Financial IT Consultancy delivering Projects, Managed Services, and People. We enable our clients to make the best use of technology via flexible solutions to address the diverse challenges of the dynamic financial technology environment.
Hatstand concentrates on a discrete number of functional areas in order to truly understand your business and achieve deep, best-in-class expertise. We deliver our consultancy services on a global scale but retain a local flavour where it matters.
We actively research issues in data management and in the impact of regulatory change for our clients, global investment banks, capital markets and asset management companies based in the major financial centres. Alongside our consultancy services, we run a talent management programme (Hatstand Green Berets) that enables us to attract top technical talent transform them into the best financial IT professionals in the field.
Website: https://www.hatstand.com/