Intraday Liquidity Risk Conference 2012 - tackling key business and regulatory challenges

Alan Ball, Senior Advisor, Prudential Policy Division, BANK OF ENGLAND drafted the BCBS paper and is delivering the keynote session:

Understanding Regulatory Expectations

• Background to BCBS CP
• Gap in banking supervision regulation
• Summary of metrics
• Issues posed by the CP
  - Sensible
  - Operational
  - Impact on behaviour
• Objectives of metrics

Expert guidance and practical solutions to:
• Re-structuring corporate governance procedures
• Integrating intraday liquidity risk management into existing processes
• Implementation of the new intraday liquidity risk metrics

Access latest developments in:
• Composition and interaction of the intraday liquidity buffer with the Basel III liquidity buffers
• Linking intraday liquidity risk tolerance and the contingency plan
• Stress testing intraday liquidity risk

Drill down on the practicalities of:
• Metrics impact on Bank’s behaviour
• Daily receipts and payments within a risk tolerance framework
• Relationship between payment systems and cash collateral

Banks and payment systems will provide detailed insights to enable delegates to navigate their firm through the current and impending implementation challenges. This is a unique opportunity to hear directly from:

• Royal Bank of Scotland
• BNP Paribas Fortis
• Equens
• Deutsche Bank
• DZ Bank
• Stet
• British Bankers’ Association
• Lloyds Banking Group
• Santander

Plus, don't miss the associated workshop

Successfully Integrating
Intraday Risk Management
into Existing Processes
29 November 2012 - London