Liquidity Risk Management and N-PORT Briefing

5th Dec 2017 from 16:00 - 19:00 , New York, NY

Please join industry-leading experts from Sidley Austin LLP, Global Risk Management Advisors and StatPro as they discuss the essential considerations surrounding the new Liquidity Risk Management Rule and implementing the monthly N-PORT reporting.  A panel of experts from these three firms will share critical issues that will impact SEC registered investment management companies and certain ETFs that must comply with this new rule and reporting requirement.

Key Topics that will be covered by the panel include:

  • What are the important legal and regulatory considerations that funds should be aware of?
  • What are the key processes, controls and governance elements that should be in place?
  • What should the starting point be for complying with the new Rule and N-PORT reporting?
  • How should a fund develop its key assumptions for “stressed markets”, “price impact” and its methodology for determining its liquidity buckets?
  • What are the major operational considerations for doing the N-PORT liquidity risk calculations, risk monitoring and monthly reporting to the SEC?
  • What are the advantages and disadvantages of doing this work internally versus outsourcing this work to a qualified service provider?

Register your interest.