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April 2015

This webinar looks at the need for data quality when managing volatile ratios in a short period of time, improving performance in a low interest rate environment and fulfilling the detailed reports required by supervisors.

Related Insights

Aligning Liquidity Compliance and the Business – A Three Step Approach

In this webinar, experts from Moody’s Analytics will demonstrate the three steps to managing liquidity, compliance and the business.

January 2016 WebPage Nicolas KunghehianPierre Mesnard

Building a Comprehensive FTP Framework for Stress Testing, Risk Appetite, and Forecasting P&L

Funds transfer pricing (FTP) is of growing concern to banks and regulators. But what does FTP have to do with stress testing? A comprehensive FTP framework can help organizations use the results of stress tests to forecast their P&L across departments.

May 2015 WebPage Nicolas Kunghehian

Leveraging ERM as Part of an Effective Integrated Risk Management Framework

This article compares the similar concepts of enterprise risk management and integrated risk management, and considers what risk practitioners can learn from an analysis of the best practices of each in order to strengthen businesses.

November 2014 WebPage Nicolas Kunghehian

Integrated Risk Management: Overcoming Bank Silos to Optimize Stress Testing

Integrating different risks in a single framework greatly benefits all financial institutions – leading to better communication, risk assessment, and long-term performance.

November 2013 WebPage Nicolas Kunghehian

Breaking the Silos in Stress Testing

This article illustrates that a crisis can occur, or be exacerbated, when risks are managed in different silos in banks. It first defines the different types of risks that can be correlated and provides examples that illustrate how banks should model the different risks together.

September 2013 WebPage Nicolas Kunghehian

Managing Liquidity Risk Under Regulatory Pressure

The presentation looks at what is the impact of the new Basel III regulation on the liquidity framework, what are the best practices for Asset & Liability Management, Economic scenario generation and calculation techniques, Managing the Basel III ratios

January 2012 Pdf Nicolas Kunghehian

Optimizing Performance and Profitability in the Basel III Environment

This presentation gives examples of how stricter rules on higher capital requirements will impact on the Liquidity coverage ratio (LCR) and capital allocations. It finds there will be more constraints for banks, and touches on the importance of liquidity buffers; but it also champions shared ownership, better risk management and better performance management as the necessary response to Basel III.

June 2011 Pdf Nicolas Kunghehian

Improve Liquidity Management Under a Regulatory Framework

New regulations under Basel III tightened the regulatory framework and led to a greater focus on liquidity risk management. This presentation looks at how Basel III achieves this. It also offers a breakdown of the results of the QIS liquidity ratios, all of which point to a need for better and more comprehensive performance management.

May 2011 Pdf Nicolas Kunghehian