Liquidity risk management

About the course

This virtual learning experience will provide strategies for building a robust liquidity framework by exploring the basics of liquidity – including LCR, NSFR and governance – while addressing funding and preparing for future events. 

Participants will delve into liquidity stress-testing through the exploration of procedural best practices and the quantification of stress-testing variables. Sessions will analyse different facets of liquidity including intraday liquidity risk indicators and quantifying the indirect liquidity cost. Case studies covering ILAAP and funds transfer pricing curve construction will reinforce concepts discussed throughout the course. 

By attending this learning event, participants will gain insight into current regulatory expectations, including Basel IV, and equip themselves with the tools to successfully monitor and manage liquidity risks during business-as-usual and stress events
 

Note: this course is offered in instalments that cover the specifics of liquidity risk management across various regions, including:

• EU, Emea, US, Americas, Apac, Middle East and other global regions

Please refer to the ‘Agenda’ section below for details on the scheduled regional components of this course. 

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

Tutors

Dr Beata Lubinska Risk Learning Faculty

Treasurer

Allica Bank

View bio

Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP  for a number of financial institutions.

Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.

Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners. Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”. In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.

Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

• Fed’s new liquidity rule spells more pain for regional banks
• ECB official leaves door open to liquidity aid for non-banks
• EU banks fear loss of NSFR relief for repo trades

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two articles.