Are banks and credit unions too comfortable with their liquidity positions?

Amid very positive economic conditions nationwide, many financial institutions have excess cash and liquidity. At the same time, while economists can only speculate when we might start to see signs of the next recession, banking regulator expectations about liquidity risk management are at an all-time high.

With this in mind, MountainView Financial Solutions, a Situs company, is presenting Measuring and Managing Liquidity Risk, a webinar on Wednesday, Oct. 3. MountainView’s objective is to show best practices for modern-day liquidity risk management at institutions of all sizes.

In structuring the information she’ll be presenting in the webinar, Chris Mills, Managing Director and Head of Model Validations at MountainView, highlighted key liquidity risk management challenges that exist at institutions nationwide: a silo approach to risk management, appropriate liquidity measures and metrics, dynamic modeling assumption issues, liquidity buffers, the availability of contingent sources of liquidity, and data limitations.

Mills will be presenting a five-part framework for addressing these challenges and will also give her underlying thoughts on how risk management staff need to understand what could break their specific institution. She will also discuss regulator expectations about stress testing and illustrate the preferred assumptions for use in liquidity modeling.

Register for the Webinar