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May 26, 2022
Reviewing the latest trends and challenges surrounding LIBOR transition and the adoption of alternative reference rates
By Shannon Harris, Senior Research Executive, CeFPro
May 26, 2022
Liquidity assumptions: Qualitative approaches
By Joe Peedikayil, SVP, Liquidity/Credit/Capital-Qualitative Model Validation, Wells Fargo
May 26, 2022
Interest rates: How firms can sufficiently plan and prepare for multiple outcomes
By Yuhong Liu, Director, BNP Paribas
May 26, 2022
Liquidity risk: Maintaining balance sheet stability and risk appetite
By Armel R. Kouassi, Head of Balance Sheet Modeling, Northern Trust
May 25, 2022
Liquidity Risk: Regulatory landscape and current industry trends
By Andres Oranges, Chief Operating Officer, Treasury, Société Générale
May 25, 2022
Progressing with LIBOR transition in an uncertain environment
By Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale
May 25, 2022
Assessing the impacts and consequences of LIBOR transition including timelines, reference rates and the path forward
By Shannon Harris, Senior Research Executive, CeFPro
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