Transforming the Intraday Liquidity Management to Address Market

Under the current regulatory environment, how to effectively manage or even anticipate the liquidity demands and banks’ balance throughout the day, has become an essential subject that is not only about ensuring the banks’ capital wellbeing.

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With the pandemic still hovering and the interest rate expected to rise, the markets have seen increasing challenges for banks to manage their cash and liquidity positions. Under the current regulatory environment, how to effectively manage or even anticipate the liquidity demands and banks’ balance throughout the day, has become an essential subject that is not only about ensuring the banks’ capital wellbeing, but also the needs to build resilience against unexpected events.

In this roundtable, we will discuss and exchange ideas on:

  • Economic impacts and regulations requirements on intraday liquidity management
  • How do banks optimise their day-to-day liquidity managements and stress testing process?
  • Real time/faster payments and how do they affect cash and liquidity landscape
  • The availability of cloud, AI, and ML: case study of real-time visibility on liquidity and balance sheet
  • Maximising the value from data in predicting liquidity demands and responding to anomalies
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Register for this interactive roundtable

This interactive roundtable is reserved for senior level executives. You will be notified if your registration is successful. The event is held under Chatham House Rule (off the record) to allow for an open discussion.