Liquidity managers are right between the roll out of the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR). The LCR has already had a heavy impact across the financial industry, but now ‘it’s time to think about NSFR’. This was a key takeaway from Cef Pro’s conference on Liquidity and Risk Management, held late September 2016. The article below is an adapted version of a presentation given by one of authors at the conference.
Written by Kyle Hadley and Frederik Vitting Hermann
