Basel III Liquidity Rules: Implications and Calculations

The first day of the course will focus on the LCR, aiming to provide a theoretical and practical framework of the ratio's implementation covering liquid assets classifications, data management and reporting, and calculation methodology.

The morning of the second day will deliver an in-depth analysis of the implementation and challenges of NSFR. The afternoon will cover each of the monitoring tools focusing on their objectives, practical application and metric utilisation. The course will finish with a discussion panel in which industry experts will provide their valuable experience about the ratios' implementation, but also discuss the key challenges and concerns that the industry is facing.

Speakers: Arno Kratky, Bill Rickard, Brendan Handley, Evgueni Ivantsov, Martin Harrison, Martyn Hoccom, Rajib Chakravorty, Ruth Wandhofer, Simon Davis, Sreekar Periketi