2012/11/28-29, London: Conference "Intraday Liquidity Risk 2012"

Robert Fiedler speaks on 
„Measurement of Intra-day Liquidity risk and the mitigation with the Liquidity Buffers"

- Where is the dividing line between intraday, end-of-day and short term liquidity risk?

- Value liquidity risks and the risk of illiquidity

- Different types of intraday liquidity risk

- The CounterBalancing Capacity as a buffer for longer term liquidity risk

- The missing time dimension in the liquidity coverage ratio of Basel III

- Mitigation of liquidity risk and the multiple use of liquidity buffers

- The cost of intraday liquidity risk