ESMA Liquidity Stress Test Requirements

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

Click here to access the recording