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About This Webinar
Liquidity risk management has once again come to the fore, as investment managers have found themselves balancing the competing demands for liquidity and return in uncertain market environments and policy responses. This session will discuss lessons from the Corona crisis to date with respect to best practice liquidity risk management.
Agenda
  • How can organisations balance the need to maintain sufficient liquid holdings with the ultimate aim of generating returns?
  • To what extent is it reasonable to expect firms to be prepared for eventualities such as early withdrawals considering the performance cost of having high levels of liquid assets on available at all times?
  • What’s the impact of liquidity requirements on the quality of the remaining portfolio and what tolerance do you allow for?
  • Is there a case for ignoring SAAs in a period of extreme stress?
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