Treasury and Liquidity Risk Roundtable
List Price
$9,999
Member Price
$1,000
Event Id:
700827490
Product code:
019097-26
Format:
Roundtable: In-Person
Date:
5/12/2026 - 5/13/2026
Registration Fees
| Members | $1,000 |
|---|---|
| Nonmembers | $9,999 |
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Item Details
Event Date & Time:
May 12, 2026: 6:00 p.m - 8:00 p.m. ET Dinner
May 13, 2026: 8:00 a.m. - 1:00 p.m. ET Meeting
Location:
Daiwa
1251 Avenue of the Americas
New York, NY 10020
The Treasury and Liquidity Risk Roundtable brings together first- and second-line professionals responsible for funding and liquidity risk, interest rate risk, and broader asset-liability management. This roundtable provides an opportunity for practitioners to exchange insights on evolving market dynamics, risk-management expectations, and emerging industry themes shaping the treasury function. Core discussion areas will include: Economics and markets developments, Regulatory expectations heading into 2026, Interest-rate-risk-in-the-banking-book (IRRBB) trends, and Digital-asset readiness and implications for liquidity and treasury operations.
Participants benefit from peer perspectives on leading practices that strengthen liquidity resiliency, balance-sheet performance, and treasury risk governance.
Who will benefit?
For first- and second-line risk professionals responsible for funding and liquidity risk management. Topics covered include bank funding, asset-liability management, liquidity management, quantitative modeling, model-risk management and related regulatory compliance.