Feb.25th - PRMIA Event on Liquidity Risk Management

PRMIA Munich is proud to invite you to our first chapter meeting in 2014 with a presentation by Dr. Carlo Acerbi on:

Liquidity Risk Management - New trends, challenges and instruments for the financial industry
Abstract:

This presentation provides a theoretical overview of an innovative approach recently developed by MSCI for the measurement of asset liquidity - LiquidityMetrics. Driven by recent market events and a subsequent tightening of regulatory requirements (UCITS, AIFMD, Basel III, Prudent Valuation) affecting all parts of the asset management and banking industry, the measurement of asset liquidity is a new and challenging discipline. As well as reviewing the methodology, the presentation looks at the practical implications of implementing such a solution to meet regulatory guidelines across all industries. The final part of the presentation covers a short overview the MSCIs response to the current consultation paper on the Fundamental Review of the Trading Book.

Details:


http://www.prmia.org/civicrm/event/info?reset=1&id=6260