Date: 16th & 17th December 2026 | Time: 8.00 am – 12:00 pm (IST) | Location: Online

Committee Submit Abstract Register Sample Abstract

Phone: 8977760443 Email: support@onegrasp.com

Dr. Rudrarup Gupta

Role: Research
Department: Business & Economics
Country: India

Dr. Rohan Singh

Role: Associate Professor
Department: Management (HR, OB)
University: Chandigarh University
Country: India

Dr. Pradip Das

Role: Associate Professor (Retd.), H.O.D.
Department: Commerce Unit
University: Jagannath Kishore College
Country: India

Dr. Nalanda Roy

Role: Full Professor / Coordinator, Asian Studies Program / Inclusive Excellence Faculty Fellow
Department: Political Science and International Studies
University: Georgia Southern University
Country: United States of America

Dr. G. Vikram

Role: Associate Professor
Department: School of Management
University: Karunya Institute of Technology and Sciences
Country: India

Dr. Ganesh Adhikari

Role: Associate Professor
Department: Electronics & Communication Engineering
University: Nepal Engineering College
Country: Nepal

Dr. Rahmatullah Pashtoon

Role: Assistant Professor
Department: Department of National Economics
University: Kandahar University
Country: Afghanistan

Dr. Jamiu adetola Odugbesan

Role: Lecturer / Module Leader / Academic Advisor
Department: Business, Entrepreneurship, and Finance
University: Royal Docks School of Business and Law
Country: United Kingdom

Dr. Tareq Nael Hashem

Dr. Nazrul Islam

Role: Professor / Former Pro-Vice Chancellor
Department: School of Business and Entrepreneurship
University: Independent University, Bangladesh / Northern University Bangladesh
Country: Bangladesh

Dr. Maatouk Khoukhi

Role: Associate Professor
Department: Architectural Engineering Department, College of Engineering (Building F1 – Room 1149)
University: United Arab Emirates University (UAEU), Al Ain
Country: United Arab Emirates

Overview:
This conference brings together banking executives, risk managers, regulators, economists, and researchers to discuss strategies and challenges in managing liquidity stress, deposit flight, and capital adequacy amidst a high interest rate environment. Emphasis is placed on understanding the impacts of monetary policy tightening, shifts in deposit behavior, regulatory capital requirements, and maintaining financial stability under tight liquidity conditions. The program covers stress testing, risk mitigation, liquidity coverage ratios, depositor confidence, and balance sheet optimization.

Structure and Sessions (Who Does What):

• Organizing Committee: Designs the program, manages abstract peer review, coordinates keynote invitations, and oversees logistics.
• Keynote Speakers: Experts from central banks, financial institutions, and academia provide insights on liquidity management, regulatory expectations, and capital planning in a high-rate scenario.
• Session Chairs: Facilitate discussions, moderate panels, and manage Q&A sessions.
• Presenters: Share research, practical frameworks, and case studies on liquidity and capital adequacy management.
• Participants: Engage in workshops, interactive sessions, and networking focused on risk management and regulatory compliance.
• Technical Review Committee: Ensures academic and professional quality of submissions via double-blind review.

Participate and Contribute (Who Benefits):

• Bank Treasury and Risk Officers: Gain approaches for managing liquidity risk, depositor behavior, and funding costs in a tightening cycle.
• Regulators and Supervisors: Understand supervisory practices and policy tools for ensuring capital adequacy and financial stability.
• Economists and Analysts: Present research on macroeconomic influences on bank liquidity and capital markets.
• Corporate Treasurers and Finance Professionals: Learn strategies to optimize capital and manage funding pressures.
• Students and Early-Career Professionals: Build understanding of risk frameworks and regulatory expectations in volatile rate environments.

Benefits:

• Certificate of Participation upon feedback submission.
• Commemorative momento for presenters and contributors.
• Digital publication of accepted abstracts.
• CPD (Continuing Professional Development) credits certificate.

Abstract Topics / CFP (Call for Papers) Tracks:

• Liquidity Stress Testing and Scenario Analysis
• Deposit Flight Dynamics and Management Strategies
• Capital Adequacy and Buffer Management
• Monetary Policy Impact on Bank Funding and Margins
• Liquidity Coverage Ratio (LCR) Compliance and Reporting
• Risk Mitigation Techniques and Contingency Planning
• Behavioral Finance of Depositors in High Rate Regimes
• Regulatory Frameworks for Liquidity and Capital Management
• Balance Sheet Optimization under Stress Conditions
• Financial Stability and Systemic Risk Assessment
• Case Studies on Crisis Management and Liquidity Preservation
• Innovations in Liquidity Risk Analytics and Forecasting

Detailed Program Grid (2 Half Days – 8 AM to 12 PM IST)

Submit Abstract & Registration

Abstract Guidelines:

• 300–350 words including Title, Author(s), Affiliation, Email, and 5 Keywords.
• Font: Times New Roman, 12 pt, 1.5 spacing.
• File Format: .doc or .docx only.
• Double-blind peer review.

Conclusion:
The International Conference on The Liquidity Tightrope provides a timely platform to address the challenges and strategies for effective liquidity and capital management in high-rate environments, fostering knowledge sharing to support financial stability and risk mitigation in volatile markets.