Financial Risk Insights, Issue 31, from June 2017, covered the following topics:
- Current regulatory environment for intraday liquidity risk was presented by senior risk specialist from Bank of Ireland;
- Complementary stress testing presentation was given by Credit Suisse, where process orientated generic framework for reverse stress testing was described;
- Stress testing insights were presented by BNP Pariba: The importance of the risk discipline for more integrated testing approach was pointed out by BNP Paribas presenters and the possible consequences were further separately outlined;
- Governance expectations from Deutsche Bank. The VP, the liquidity risk management addressed the variations in the definitions of Governance across organizations and departments;
- Full-to-end risk assessment framework, from procurement to termination for on-going monitoring: the benefits of incorporating risk appetite into this strategy, was presented by BNY Mellon.