Liquidity risk management
View AgendaKey reasons to attend
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Understand the approaches to modelling and calibration
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Explore liquidity transfer pricing and indirect liquidity cost
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Learn strategies to implement and improve liquidity stress-testing
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About the course
This virtual learning experience will provide participants with 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 gain an in-depth understanding on liquidity stress-testing through the exploration of procedural best practices and the quantification of stress-testing variables.
Expert tutors will provide insight on current regulatory expectations, including Basel IV, and equip participants with the tools to successfully monitor and manage liquidity risks while adhering to changes in regulations. Through discussion and Q&A, participants will enhance their overall knowledge of liquidity risk management and all of its different aspects.
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
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Establish a robust liquidity risk management framework
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Quantify stress-test variables
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Align with Basel IV’s features
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Identify stress event triggers and appropriate responses
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Transfer liquidity costs and benefits from business units to a centralised pool
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Evaluate liquidity coverage ratios (LCRs) and net stable funding ratios (NSFRs) within liquidity frameworks
Who should attend
Relevant departments may include, but are not limited to:
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Liquidity risk
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Liquidity management
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Risk management
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Stress-testing
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Asset-liability management (ALM)
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Treasury
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Funds transfer pricing (FTP)
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Balance sheet management
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Compliance
Agenda
Liquidity risk management for US financial institutions
September 26–28, 2023
Live online. Timezones: Americas
Recent events and the current financial climate has made regulators become more diligent about maintaining proper funding and liquidity, directly impacting how US based financial institutions function.
This course will focus on liquidity requirements and frameworks for US based financial institutions while learning from and making comparisons with banks abroad. Sessions will address challenges faced by global banks located in the US and regional banks and the associated differing requirements.
There will be an emphasis on the exploration and understanding of liquidity stress-testing and the related regulations, being that US requirements are stricter than other regions. Discussions of changes and case studies will provide participants with tools to improve their understanding of building a strong liquidity risk framework.
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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Implications of Basel IV
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Liquidity stress-testing
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Liquidity transfer pricing (LTP)
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Funding and preparing for future events
Tutors:
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Judah Kaplan, Director-independent liquidity risk, BNY Mellon
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Shahab Khan, Head of liquidity policy, HSBC
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Alexander Daminoff, Managing director, Citi
Tutors
Beata Lubinska Risk Learning Faculty
Treasurer
Allica Bank
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.
AP), regulatory engagement as well as running training programs for new joiners to the treasury teams
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
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