Managing Intraday Liquidity Risk

In this 4-day learning event where delegates will expand their knowledge about intraday liquidity risk; its main operational elements and analyse the qualitative and quantitate tools required to monitor intraday risk. Expert tutor will explore the current global impacts and challenges of market volatility; providing delegates the implications of the regulatory environment and how to mitigate banks’ liquidity risks. Preparing for the future landscape will also be discussed; where delegates will be able to analyse the relationship between digital currencies and intraday to understand how these new spaces and technologies are impacting financial institutions.