Liquidity risk management
View AgendaKey reasons to attend
- Understand how liquidity risk frameworks fit within an institution’s risk appetite and balance sheet
- Recognise and prepare for emerging liquidity considerations
- Gain tools to evaluate governance structures and maintain compliance
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About the course
In today’s volatile market, liquidity risk management is a constraint that can define an institution’s resilience, profitability and regulatory standing. Participants will gain insight on best practices for liquidity risk identification, measurement, governance, management and compliance with Basel standards.
This course examines core components of effective liquidity risk frameworks, such as high-quality liquid assets, liquidity coverage ratio and net stable funding ratio, by assessing their impact on risk appetite and balance sheet strategy. In addition to designing stress-testing scenarios, participants will delve into liquidity transfer pricing, exploring how liquidity costs and benefits are measured.
Going beyond the basics of liquidity risk management, this course provides participants with the tools to Integrate liquidity monitoring tools, mitigate the impact of stress events and strength governance frameworks.
Note: region-specific versions of this course are offered for the US and EU. Please refer to the agenda section for details.
What participants say:
- ‘The speaker was highly knowledgeable, very engaging and clear in her explanations. It was very enjoyable to listen and the slides were very informative as well’
Learning objectives
- Apply key liquidity metrics and assess their impact and interaction
- Understand regulatory expectations and evaluate governance structures
- Identify key liquidity risk drivers
- Apply liquidity transfer pricing principles to allocated funding costs
- Design liquidity stress-testing scenarios
- Develop effective contingency funding plans
Who should attend
Relevant departments may include, but are not limited to:
- Risk management
- Treasury
- ALM
- Compliance
- Regulatory reporting
- Internal audit
- Finance
Tutors
Dr 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.
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