Chris is a Partner at PwC and advises firms in the financial services industry on issues impacting their treasury and financial risk management organizations. He specializes in balance sheet management, funding and liquidity risk, interest rate risk, and financial performance. Chris has helped institutions including banking organizations, fintechs, asset managers and other financial services providers transform their finance and risk management capabilities, navigate market challenges related to liquidity and interest rates, and satisfy regulatory expectations.
Chris earned an MBA from the Wharton School at the University of Pennsylvania with concentrations in Finance and Management and has a BS in Business Administration from the University of
All Sessions by Chris Tsingos
INTRADAY LIQUIDITY
Implementing effective controls to capture intraday in real time
- Managing intraday impact to liquidity
- Managing intraday liquidity peaks actively rather than relying on fixed buffers
- Showing regulators more visibility from real time activity
- Reviewing how fast data can be sourced
- Having agile and controlled intraday data to fit the requirements
- Predicting cash outflows on an intraday basis
- Streamlining and centralizing intraday payments
- Adapting the operating model
- Mitigating new risks when entering centralized clearing
- Investing in automation infrastructure to help update intraday
- Implementing an intraday buffer to withstand a stressed event