When: September 27, 2016
Where: London, United Kingdom
AxiomSL will be speaking at a BBA half-day conference taking place in London, and will outline key data challenges as well as implementation best practice when approaching LCR, NSFR and ALMM requirements.
Liquidity regulations may be settling, but there is still uncertainty with regards to the final Liquidity Coverage Ratio (LCR) template, Additional Liquidity Monitoring Metrics (ALMM), and the implementation of the new liquidity reporting regime in the UK. Serious consideration must also be given to managing interest rate risk in a low rate environment, how final liquidity and capital requirements will work together, and the potential impact of ring-fencing on the liquidity management.
The conference will explore these issues in depth, and we expect to see the following points raised in our discussions:
- Progress with the new regulatory framework for liquidity and funding
- Update on additional monitoring metrics and the new LCR templates
- The Net Stable Funding Ratio (NSFR) and its impact on UK banks
- The future of bank balance sheet management
- Managing the balance sheet of your bank holistically
AxiomSL to present on LCR, NSFR and ALMM
Janet Walton (Senior Liquidity Consultant, AxiomSL) and Wissam El Zeenni (Liquidity Product Owner, AxiomSL) will discuss in depth the implementation requirements and data challenges associated with LCR, NSFR and ALMM requirements. They will also explore best practice when approaching these requirements to minimise data gaps, improve process controls and maximise transparency for effective regulatory reporting.
Come and visit our booth