Liquidity risk management in volatile markets
View AgendaKey reasons to attend
- Create and implement liquidity stress-testing procedures
- Explore liquidity risk tolerance and monitoring tools under Basel IV
- Discuss drivers of liquidity risk and impact of liquidity strain
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About the course
This virtual learning experience will provide strategies to build 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 exploration of procedural best practices and the quantification of stress-testing variables. Expert tutors will guide participants in their understanding of liquidity tools and creating metrics related to balance sheet management.
By attending this learning event, participants will gain insight into current regulatory expectations, including Basel IV, and get equipped 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 provide specifics of liquidity risk management for various regions, including the EU, the US, the Apac and other global regions. Please refer to the ‘Agenda’ section below for details on 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 $2,000 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
Learning objectives
- Establish a robust liquidity risk management framework
- Compare roles and implementations in the UK, EU, US and other regions
- Align with Basel IV’s features
- Identify stress events triggers and appropriate responses
- Evaluate liquidity coverage ratios (LCRs) and net stable funding ratios (NSFRs) within liquidity frameworks
- Implement asset-liability management (ALM) procedures
Who should attend
Relevant departments may include, but are not limited to:
- Liquidity risk
- Liquidity management
- Risk management
- Stress-testing
- ALM
- Treasury
- Funds transfer pricing
- Balance sheet management
- Compliance
Agenda
Liquidity risk management in volatile markets
September 9–11, 2024
Live online. Timezones: Emea/Apac
In this learning experience, participants will engage alongside their peers and the expert tutor, in interactive discussions and case studies regarding FTP curve construction, funding strategies and developing a holistic approach for balance sheet management.
Participants will equip themselves with the tools to successfully monitor and manage liquidity risks.
Sessions:
- Liquidity risk framework
- Managing liquidity risk
- Implications of Basel IV
- Liquidity transfer pricing (LTP)
- Liquidity stress-testing
- Intraday liquidity risk management
- Overview of the internal liquidity adequacy assessment process (ILAAP)
- Contingency funding plans (CFPs)
- Case study
Tutor:
- Beata Lubinska, Treasurer, Allica Bank
Liquidity risk management for US financial institutions
September 24–26, 2024
Live online. Timezones: Americas
In this region-specific course, guided by US speakers, participants will discuss challenges related to liquidity risk management faced by US-based financial institutions. Sessions will focus on new Basel IV regulations, such as maintaining higher liquidity requirements, increased stress-testing and the impact of daily reporting on business as usual.
Sessions:
- Liquidity risk framework
- The liquidity coverage ratio (LCR) and net stable funding ratio (NSFR)
- Implications of Basel IV
- Liquidity stress-testing
- Liquidity transfer pricing (LTP)
- Funding and preparing for future events
Led by:
- Christopher Dunn, risk management consultant
- Helmut Mannhardt, senior treasury and risk executive
- Mukesh Punjabi, risk consultant
- Alexander Daminoff, managing director, Citi
Liquidity risk management for EU financial institutions
October 15–17, 2024
Live online. Timezones: Emea
Enhance your knowledge on different facets of liquidity risk management in EU banks, including stress-testing and prepare for future liquidity events. This programme 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.
Sessions:
- Liquidity risk framework with implications of Basel IV
- The liquidity coverage ratio (LCR) and net stable funding ratio (NSFR)
- Implications of Basel IV
- Intraday liquidity risk management
- Liquidity risk and balance sheet management
- Liquidity stress-testing
Tutor:
- Beata Lubinska, Treasurer, Allica Bank
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:
- Why tougher liquidity rules may not reduce the risk of bank runs - Read article | Risk.net
- HQLAs slide to multi-year lows at largest US regionals - Read article | Risk.net
- Don’t count on repo to monetise liquidity books, say experts - Read article | Risk.net
- New trends in interest rate and liquidity risk management - Read article | Risk.net
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month
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