In the recent years, banks around the world have faced significant challenges when implementing the new regulatory liquidity and capital adequacy measures. The continuous change and lack of supervisory guidance meant that regulatory compliance has become a significant driver in lowering profitability. In addition to this, the evolution from Basel II to Basel III has meant a higher level of scrutiny on a banks’ decision making at an operational level. Consequently, banks in North America, with their unique balance sheet dynamics must pay special attention to the implementation of Basel III in order to achieve the required targets.
This intensive 2-day course will provide banks with practical tools and sound advice to tackle to changing regulatory requirements in addition to meeting crucial strategic and business objectives. Attendees will focus on determining optimal balance sheet composition that will satisfy regulatory concerns in addition to retaining profitability. They will also learn how to integrate liquidity risk management into the organisation’s risk management framework to ensure that liquidity tools are being used to their full capacity.
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