RISK MANAGEMENT THOUGHT LEADERSHIP

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18th Annual Liquidity Management conference by Marcus Evans

Optimise liquidity metrics such as LCR, NSFR and intraday liquidity to balance regulations alongside commercial demands at group and entity level

 

Prometeia sponsors the 18th edition of the Annual Liquidity Management conference, hosted by Marcus Evans in London, 14-15 June 2019.

Prometeia's team joins a qualified panel of speakers, leveraging its expertise to address the regulatory challenges for European banks as far as operational deposits are concerned.

Here are some highlights of Prometeia's speech:

Operational deposits: a model for the estimation of excess balance

  1. Definition of excess balance in current BCBS and EU regulation, and evolutions ahead
  2. Methodological approach for the estimation of excess balance
  3. Real-life case study
  4. Potential application of the model for managerial and stress testing analysis
 
 
 

Prometeia's speaker

 

Massimo Pedroni, Senior Partner Prometeia
A senior partner at Prometeia since 2018. He has been the Head of International Business since 2014 and coordinates the activities of the overseas branches of the Group based in London, Istanbul, Moscow, Cairo and Lagos. A graduate with honours in Banking Economics from the University of Modena in 2000, he completed a Master’s in Finance at University College London (UCL). Before returning to Prometeia, he worked for KPMG and Lloyds TSB in London as head of the Model Governance & Validation department. His many years of experience as a Risk Management consultant have seen him work in over fifteen countries, managing major projects in Austria, Germany, Russia, Turkey, Central-Eastern Europe and the Middle East.