Transfer Pricing of Liquidity Risk

This webinar will cover:

What do we mean: illiquidity or insolvency, illiquidity risk or liquidity induced value risk?

(Funds) Transfer Pricing Methods and Processes

How does Basel III fit into these concept?

The Total Net Cash Outflows as a simplified FLE

The Stock of Highly Liquid Assets as a simplified CBC

The 75%-rule as a simplified measure of uncertainty

Differences between the regulatory risk and the bank’s economic view on liquidity

The cost effects of Basel III for the

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