Managing Liquidity Risk in Turbulent Waters
Following a period of pronounced market rate increases, ongoing economic uncertainty and bank failures, examiner concerns over liquidity risk management practices – both operationally and strategically – are expectedly elevated.
Join DCG Managing Director Mark Haberland as he discusses the rapidly evolving landscape for liquidity risk monitoring and stress testing, including heightened regulatory expectations for advanced scenario design, assumption development and support, model performance backtesting, contingency planning, and operational and contingency readiness. Don’t confuse strong liquidity with a sound liquidity risk management process – be ready for heightened expectations by taking action today!
Attendees of this timely session will gain strategic perspective on:
- Current regulatory concerns and criticisms
- Leading approaches to stress testing scenario design, assumption development/support, and liquidity risk monitoring practices
- Effective model performance and backtesting techniques
- Operational and contingency planning best practices