Liquidity risk management
About the course
In today’s volatile market, liquidity risk management is a constraint that can define an institution’s resilience, profitability and regulatory standing. Participants will gain insight on best practices for liquidity risk identification, measurement, governance, management and compliance with Basel standards.
This course examines core components of effective liquidity risk frameworks, such as high-quality liquid assets, liquidity coverage ratio and net stable funding ratio, by assessing their impact on risk appetite and balance sheet strategy. In addition to designing stress-testing scenarios, participants will delve into liquidity transfer pricing, exploring how liquidity costs and benefits are measured.
Going beyond the basics of liquidity risk management, this course provides participants with the tools to Integrate liquidity monitoring tools, mitigate the impact of stress events and strength governance frameworks.
Note: region-specific versions of this course are offered for the US and EU. Please refer to the agenda section for details.
What participants say:
- ‘The speaker was highly knowledgeable, very engaging and clear in her explanations. It was very enjoyable to listen and the slides were very informative as well’
Learning objectives
- Apply key liquidity metrics and assess their impact and interaction
- Understand regulatory expectations and evaluate governance structures
- Identify key liquidity risk drivers
- Apply liquidity transfer pricing principles to allocated funding costs
- Design liquidity stress-testing scenarios
- Develop effective contingency funding plans
Who should attend
Relevant departments may include, but are not limited to:
- Risk management
- Treasury
- ALM
- Compliance
- Regulatory reporting
- Internal audit
- Finance
Enquire about:
- Agenda and registration process
- Group booking rates
- Customisation of this programme
- Season tickets options
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.