Liquidity risk management in volatile markets
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
Customised solutions
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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.
Only until December 31, 2023:
- Locked rate: $1,999.
Book by December 31, 2023 and save $1000 (quote LOCK23 code)
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
March 19–21, 2024
Timezones: Emea/Americas
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
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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