Which are the new metrics for intra-day liquidity?

By: Fleming Europe, s.r.o.
 
Sept. 20, 2013 - PRLog -- Earlier this year, the Basel Committee for Banking Supervision published the final document on supervisory monitoring tools for intra-day liquidity management. Complementing the Basel Committee's overall liquidity risk management framework, the Intra-day Liquidity Document sets forth a new set of metrics.

The benefactors of these tools will be the payment and settlement system oversight authorities and national supervisors, who will be able to monitor banks' intra-day liquidity risk and their ability to meet settlement and payment obligations. These tools include Daily maximum intra-day liquidity usage, Available intra-day liquidity at the start of the business day, Total payments and Time-specific obligations, plus several tools applicable to only a limited range of reporting banks. For further details, download the paper here (http://www.bis.org/publ/bcbs248.pdf).

Yet how is intra-day liquidity risk perceived by banks? We will have a detailed look at banks' strategies, asset liquidity and funding needs at the 8th Annual Liquidity Management Conference & Workshop (http://finance.flemingeurope.com/liquidity-management?utm...), which will take place in Vienna, November 6 – 8, 2013. With best practice, details on Basel III guidelines and insights into liquidity risk management processes and many other topics also in the spotlight.

BNP Paribas Fortis' Werner D'Haese will address intra-day liquidity risk from a stress-testing perspective, Banca Monte dei Paschi di Siena's Adele De Rose will focus on techniques in intra-day payment operations and building real-time integrated intra-day liquidity and collateral management. Are you interested in regulatory changes and their effect on transaction banking products? Deutsche Bank's Klaus-Bernd Schalkowski will elaborate on the topic.

For your convenience we'll also feature a special discussion panel featuring treasury perspective(s) on liquidity management and funding, as well as presentation of an award for the best conference question. Plus, you'll still have over 6 hours left for mingling and discussion!

DOWNLOAD PROGRAM. (http://finance.flemingeurope.com/liquidity-management/req...)
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Source:Fleming Europe, s.r.o.
Email:***@flemingeurope.com
Tags:Risk Management, Liquidity, Conference, Workshop, Vienna
Industry:Financial, Business
Location:Austria
Subject:Events
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