Liquidity / Treasury Risk Insights

14th October 2019

CeFPro Webinar – LIBOR Transition – How real is it?

27th September 2019

Understanding how firms can develop internal transition plans, systems and modelling to ensure they are operationally ready

By Sandeep Bhorkar, Director, IBOR Transition, Société Générale Disclaimer: All of the views, opinions and interpretations presented herein are solely those of the speaker and should […]
12th September 2019

Investigating the pace of adoption and characteristics of risk-free rates and how the industry is being impacted by the transformation

By Sebastien Cross, UK Rates Strategist, Bank of America
29th August 2019
Top 3 Investment Priorities

Top 3 investment priorities according to FinTech Leaders 2019 Report

20th August 2019

Reviewing the latest trends and challenges surrounding LIBOR transition and the adoption of alternative reference rates

By Shannon Harris, Senior Research Executive, CeFPro
29th July 2019

Liquidity assumptions: Qualitative approaches

By Joe Peedikayil, SVP, Liquidity/Credit/Capital-Qualitative Model Validation, Wells Fargo
24th July 2019

Interest rates: How firms can sufficiently plan and prepare for multiple outcomes

By Yuhong Liu, Director, BNP Paribas
19th July 2019

Liquidity risk: Maintaining balance sheet stability and risk appetite

By Armel R. Kouassi, Head of Balance Sheet Modeling, Northern Trust
11th July 2019

Liquidity Risk: Regulatory landscape and current industry trends

By Andres Oranges, Chief Operating Officer, Treasury, Société Générale
9th July 2019

Progressing with LIBOR transition in an uncertain environment

By Gary Levin, Director, Head of Fixed Income Market Risk for Americas, Société Générale
31st May 2019

Assessing the impacts and consequences of LIBOR transition including timelines, reference rates and the path forward

By Shannon Harris, Senior Research Executive, CeFPro 
16th May 2019

Reviewing current industry understanding and approach to FTP