Liquidity stress-testing
View AgendaKey reasons to attend
- Explore the regulatory framework and guidelines for liquidity stress-testing
- Gain expertise in designing and implementing effective liquidity stress tests
- Learn to interpret liquidity stress-testing results to identify vulnerabilities within a bank
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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. Participants will learn how to design stress scenarios, examine tools for implementation and adhere to best practices for data collection, as well as interpret the outcomes.
Industry experts will discuss the expectations for ILAAP and best practices for implementation and managing stress events based on the severity.
Attendees will also explore case studies that illustrate how to integrate climate risk into the liquidity stress-testing measurement framework, covering counterbalancing capacity and outflows.
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.”
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: cost-effective option for groups of 10 or more. Learn more
*T&Cs apply
Learning objectives
- Review examples of reserve stress-testing designs
- Learn about the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR)
- Understand how climate risk can be incorporated into the liquidity stress-testing framework
- Explore how stress-testing results are used to set risk appetite and limits
- Analyse the role of the internal liquidity adequacy assessment process (ILAAP)
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
Agenda
June 16–18, 2026
Live online. Timezones: Emea/Americas
November 17–19, 2026
Live online. Timezones: Emea/APAC
Tutors
Oivind Andresen
Principal
BDO
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
Head of ALM
Monzo
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 Monzo 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 role at Monzo, 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.
Giovanni Campo Risk Learning Faculty
Head of asset-liability management and liquidity risk competence line international markets
Prometeia
Giovanni is associate partner and head of asset liability management (ALM) and liquidity risk competence line for international markets at Prometeia.
He has over ten years of experience in advisory and implementation of ALM and treasury risk methodologies, supporting banks in aligning processes with their level of sophistication, regulatory requirements, and market environment. He also has a proven track record in leading business development initiatives and successfully delivering projects across multiple countries, driving and coaching teams of functional and technical consultants.
With a strategic perspective on ALM risks, Giovanni brings strong expertise in ALM, helping financial institutions strengthen their risk frameworks and decision-making processes.
He also has experience working with Central Banks.
Thomas Ribarits
Director of the group financial risk department
European Investment Bank (EIB)
Thomas joined the European Investment Bank (EIB) in 2005, dealing i.e. with market risk, loan and funds transfer pricing and Asset and Liability Management. In 2011 Thomas was advising the EFSF (European Financial Stability Facility), predecessor of the ESM, and implemented a pricing model for programme loans. Thomas then headed the Pricing Unit in the Credit Risk Department, setting up a new Economic Capital framework. Between 2013 and 2018 he was heading the Financial Engineering and Advisory Services Division in the Treasury Department before he was appointed Director for Financial Risk Management in 2018. Since 2021, he is also dealing with financial risk matters at Group level.
Thomas holds a PhD degree in system theory and time series analysis. He worked for 5 years in Academia at University of Technology Vienna and as post-doc at several European universities. At EIB he has led research co-operations with universities and he regularly acts as expert speaker at professional risk and finance conferences.
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