Liquidity risk management in volatile markets
View Agenda- Understand interaction with liquidity coverage ratios (LCRs) and net stable funding ratios (NSFRs) within liquidity frameworks
- Explore liquidity transfer pricing and indirect liquidity cost
- Learn strategies to implement and improve liquidity stress-testing
Customised solutions
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About the course
This interactive virtual learning experience will provide strategies to build a robust liquidity framework by exploring the basics of liquidity, including LCR, NSFR and governance, while creating contingency plans for future events.
Led by subject matter experts, this event will enable participants to connect and discuss best practice approaches on how to manage stress events and scenarios when there are more behavioural liabilities than medium long-term assets.
Sessions will explore different relationships related to liquidity management such as the interaction between LCR and NSFR and intraday liquidity risk management. The course will conclude by discussing CFPs and establishing roles and responsibilities to oversee responses to previously identified triggers.
Flexible pricing options:
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Early-bird rate: book in advance and save $200
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3-for-2 group rate: book three delegates for the price of two and save more than $2,000
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Season tickets: book a team of 10 or more and save up to 50%
Learning objectives
- Establish a robust liquidity risk management framework
- Quantify stress-test variables
- Prepare for future liquidity events by learning from the past
- Identify triggers and actions that follow for contingency funding plans (CFPs)
- Transfer liquidity costs and benefits from business units to a centralised pool
- Create and implement stress-testing procedures
Who should attend
Relevant departments may include, but are not limited to:
- Liquidity risk
- Liquidity management
- Risk management
- Stress-testing
- Asset-liability management
- Treasury
Agenda
September 11–13, 2023
Time zones: Emea / Apac
Start time: 7:15 GMT / 16:15 HKT/SGT
Finish time: 9:45 GMT / 18:45 HKT/SGT
Sessions:
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Liquidity risk framework
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The liquidity coverage ratio (LCR) and net stable funding ratio (NSFR)
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Liquidity transfer pricing (LTP)
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Intraday liquidity risk management
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Liquidity stress-testing
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Contingency funding plans (CFPs)
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
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Fragile liquidity puts markets in the ‘danger zone’ - Read article | Risk.net
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The evolution of liquidity risk management - Read article | Risk.net
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Liquidity stress-testing using optimal portfolio liquidation - Read article | Risk.net
To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial
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