Liquidity stress-testing
About the course
Stress-testing has become more important than ever due to the impact of inadequate liquidity risk management in recent bank failures. This course offers an in-depth exploration of the design and implementation of liquidity stress tests for banks, focusing on intentional scenario design and clearly defined policies and procedures to maintain compliance and mitigate risks.
Participants will examine tools for implementation and adhere to best practices for data collection, as well as interpret the outcomes to inform strategic decision making.
Sessions will explore the regulatory expectations, including ILAAP, and best practices for the management of stress events based on the severity. Participants will also analyse case studies that illustrate how to integrate climate risk into the liquidity stress-testing measurement framework, covering counterbalancing capacity and outflows.
This course will provide participants with the tools to confidently align liquidity stress-testing with their organisations risk appetite to manage market volatility and remain resilient.
What participants say:
“I found this course being of great relevance to industry practitioners.”
“A must-attend for risk professionals. The hands-on approach and regulatory insights made it incredibly relevant to today’s challenges.”
“This course provided a comprehensive and practical approach to liquidity stress-testing with actionable insights that I can apply directly in my role.”
Learning objectives
- Design forward-looking scenarios that integrate market practices
- Learn about key liquidity metrics including, the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR)
- Explore how stress-testing results are used to set risk appetite and limits
- Identify controls and aresa of weakness
- Analyse the role of the internal liquidity adequacy assessment process (ILAAP)
- Keep pace with the evolving landscape of liquidity requirements
Who should attend
Relevant departments may include but are not limited to:
- Liquidity risk management
- Stress-testing
- Asset-liability management
- Compliance
- Risk analysis
- Audit
- Treasury
- Balance sheet management
- Funding risk
- ILAAP
Agenda
Download agenda
Tutors
Oivind Andresen
BDO
Principal
Oivind is an experienced finance and prudential risk leader with extensive expertise in capital, liquidity, and regulatory frameworks such as Basel 3.1 and the IFPR for banks and investment firms. Currently a Principal at BDO, he has led multiple s166 skilled person reviews on capital and liquidity for tier 1 banks, including regulatory reporting, and has supported challenger banks in securing banking licenses.
With a deep technical proficiency in drafting, reviewing, and developing ICAAPs, ILAAPs, and recovery plans, Oivind has worked with a wide range of financial institutions. He has also advised CFOs, CROs, and boards in optimizing capital and liquidity management, while contributing to the development of risk strategies.
An experienced public speaker, Oivind collaborates closely with UK Finance, AFB, and ICAEW, delivering presentations on critical topics such as Basel 3.1, stress testing, and capital/liquidity management.
Svetlana Kardan
Challenger Bank
Head of balance sheet management/Head of ALM
Svetlana Kardan is a seasoned finance executive with a wealth of expertise in treasury management and risk assessment. With an impressive background as the former HSBC Group Head of IRRBB and Stress Testing, Svetlana brings over two decades of experience to the table.
Throughout her career, Svetlana has demonstrated a deep understanding of treasury risks, balance sheet management, modeling, governance, and controls. Her acute financial acumen and meticulous attention to detail have allowed her to navigate complex financial landscapes and drive successful outcomes for her organizations.
Currently serving as the Head of Balance Sheet Management at Challenger Bank, Svetlana oversees critical areas such as liquidity, interest rate risk, and foreign exchange risk. Her strategic leadership ensures the optimization of these key factors, supporting the bank’s stability and growth in a dynamic market environment.
Beyond her current role, Svetlana also serves as a respected senior treasury consultant and trainer. Leveraging her extensive knowledge and practical experience, she advises organizations on best practices in treasury management and imparts her expertise to fellow finance professionals.
Matteo Formenti
Mediobanca
Senior ALM expert
Dr Formenti was previously Head of the Fund Transfer Pricing team atUniCredit. He used to be a banking book trader for IRR management, and an expert of behavioural models used in ALM in Group Finance. He has also five years of experience modelling market (VaR, SVaR), counterparty credit risk (back-testing, stress testing and general Wrong Way Risk), liquidity risk (ALM behavioural models) and credit VaR (structural Merton model for ICAAP).
He is currently an external professor of asset management (Master and PhD) at Liuc University, Castellanza and of market risk at MPI (Politecnico, Milano). He has previous teaching experience at HEC, Paris and Tor Vergata, Rome. He is a frequent speaker for Risk Learning on the topic of behavioural modelling.
Courses:
Registration
November 17–19, 2026
Online
13:30 GMT
$2,499
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- Agenda and registration process
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Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.