Reshaping the Balance Sheet of Canadian Banks - How have different regulatory developments changed it?

Overview: 

Following the global financial crisis 10 years ago there has been a concerted effort by global regulatory bodies to reduce the level of systemic risk in the banking system. Following the addition of a few notable changes in recent years related to market risk, liquidity measures (Net Stable Funding Ratio) and other Basel 3 reforms banks have continued to increase the resiliency of their balance sheets. This year the financial markets have seen a heavy level of volatility driven by the COVID-19 crisis as well as general economic anxiety. We have assembled a panel of experts who can help answer – How did the new safeguards work, and what are the implications for future balance sheet structure?

Whether you are a seasoned banking professional or you are in early stages of your career, this event will help you to understand how the regulatory capital and liquidity frameworks are reshaping the way Canadian banks approach the market.