ALMM – additional metrics for liquidity reporting
Rome - 16th May 2016 and Milan - 17th May 2016
ALMM, LCR, NSFR, … many acronyms underlying specific concepts, referring both to the regulatory and management area. These concepts identify and lead the intermediary to become aware of the 'Liquidity Risk' meant, but not limited to, as the governance of inflows and outflows in particularly unfavourable periods. Therefore, the meeting aims at:
- Involving corporate bodies in the identification of management policies for such risk, appropriate for the operational complexity and the structures of the bank concerned
- Identify the relevant measurement, control and management systems for 'Liquidity Risk' (including the recent Implementing Regulation (EU) 2016/313)
- Presenting scenarios and identifying contingency plans protecting the institutions from downturn periods
Save Consulting is willing to provide a clear framework and identify the key criteria (reporting and non-) to understand correctly this phenomenon, also from an ILAAP (Internal Liquidity Adequacy Assessment Process) perspective.
The meeting is addressed to Risk, Administration and Organisation operators, as well as to the staff of any other corporate area having an operative impact in the management of such information.