Liquidity / Treasury Risk Insights

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 
May 25, 2022

Reviewing the regulatory agenda for liquidity risk and aligning changes to implement into BAU systems

By Amit Kalyanaraman, Head of Liquidity Risk (UK), Credit Suisse
May 25, 2022

The future of LIBOR: Reviewing suggested changes and impact on portfolios

By Armel Romeo Kouassi, Head of Balance Sheet and Treasury Portfolio Modeling, Northern Trust
May 25, 2022

Aligning risk management and strategic planning

By Fabrice Fiol, MD, Deputy Head of ERM, Societe Generale
May 25, 2022

Integrating fund transfer pricing with liquidity and interest rate risk management

By Hadrien Van Der Vaeren, Senior Manager, Avantage Reply
May 25, 2022

Integration in balance sheet optimization

By Thomas Steiner, Partner, BearingPoint
May 25, 2022

Reviewing the impact of Brexit on liquidity risk and potential changes to business strategy to stay ahead

By Phil Headley, Managing Director, Regulatory Reporting, Mizuho