Liquidity risk management in volatile markets

  • Treasury and capital markets risk, Regulation, governance and compliance
View Agenda

Key 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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Customised solutions

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Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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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

View detailed agenda


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

View detailed agenda


Liquidity risk management for EU financial institutions
October 15–17, 2024

Live online. Timezones: Emea

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

View detailed agenda

Tutors

Beata Lubinska Risk Learning Faculty

Treasurer

Allica Bank

View bio

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.

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month 

Registration

September 9–11, 2024

Online, Emea/Apac

Price

$2,999

Early-bird Price

$2,199
Ends August 9

September 24–26, 2024

Online, Americas

Price

$2,999

Early-bird Price

$2,199
Ends August 23

October 15–17, 2024

Online, Europe

Price

$2,999

Early-bird Price

$2,199
Ends September 13
Book now

Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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