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MSCI Webinar ESMA Liquidity Stress Test Requirements

Lessons learned and next steps, in discussion with Nordea

Please join us for a webinar on ESMA liquidity strategy, and hear Laszlo Hollo, Vice President, Risk Management and Liquidity Risk Core Research, MSCI and Allan Holm, Head of Middle Office Risk Management, Nordea discuss lessons learned and next steps on ESMA Liquidity Stress Test requirements, with a special focus on Nordea Asset Management’s experience during their implementation of the rules using MSCI LiquidityMetrics.

Agenda Topics

Lessons Learned and Best Practices

  • Liquidation strategies
  • The cost dimension of liquidity risk
  • Historical stress scenarios
  • Model validation

Nordea’s Implementation of the Rules

  • Key challenges and solutions 
  • Highlights of implemented internal procedures and workflows 
  • Experience working with external stakeholders
  • Next steps

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Dec 2, 2020


Time

7:00 a.m. PST San Francisco
10:00 a.m. EST New York
3:00 p.m. GMT London
4:00 p.m. CET Paris
7:00 p.m. GST Dubai
Register for session

Location

Virtual Platform

Event Speakers

Laszlo Hollo

Vice President, Risk Management and Liquidity Risk Core Research | MSCI

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Allan Holm

Head of Middle Office Risk Management | Nordea

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