Liquidity stress-testing
View AgendaKey reasons to attend
- Explore the regulatory framework and guidelines for liquidity stress-testing
- Gain expertise in designing and implementing effective liquidity stress tests
- Learn to interpret liquidity stress-testing results to identify vulnerabilities within a bank
Customised solutions
Does your team require a tailored learning solution on this or any other topic?
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.
About the course
Stress-testing has become more important than ever due to the impact of inadequate liquidity risk management in recent bank failures. This course offers an in-depth exploration of the design and implementation of liquidity stress tests for banks. Participants will learn how to design stress scenarios, examine tools for implementation and adhere to best practices for data collection, as well as interpret the outcomes.
Industry experts will discuss the expectations for ILAAP and best practices for implementation and managing stress events based on the severity.
Attendees will also explore case studies that illustrate how to integrate climate risk into the liquidity stress-testing measurement framework, covering counterbalancing capacity and outflows.
What participants say:
“I found this course being of great relevance to industry practitioners.”
“A must-attend for risk professionals. The hands-on approach and regulatory insights made it incredibly relevant to today’s challenges.”
“This course provided a comprehensive and practical approach to liquidity stress-testing with actionable insights that I can apply directly in my role.”
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 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
- Review examples of reserve stress-testing designs
- Learn about the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR)
- Understand how climate risk can be incorporated into the liquidity stress-testing framework
- Explore how stress-testing results are used to set risk appetite and limits
- Analyse the role of the internal liquidity adequacy assessment process (ILAAP)
Who should attend
Relevant departments may include but are not limited to:
- Liquidity risk management
- Stress-testing
- Asset-liability management
- Compliance
- Risk analysis
- Audit
- Treasury
Agenda
June 17–19, 2025
Live online. Timezones: Emea/Americas
Sessions:
- Introduction and regulatory standards
- Implementing liquidity stress tests
- Embedding a liquidity stress-testing framework
- Integration of climate risk into liquidity stress-testing measurement frameworks
- ILAAP and stress-testing
November 11–13, 2025
Live online. Timezones: Emea
Sessions:
- Introduction and regulatory standards
- Implementing liquidity stress tests
- Embedding a liquidity stress-testing framework
- Integration of climate risk into liquidity stress-testing measurement frameworks
- ILAAP and stress-testing
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Bank-level liquidity stress-testing
- ALM banking after the crisis: stress-testing for more robust liquidity management practices
- One year on, regulators still want a cure for bank runs
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two articles.
Expand your learning
Events
The premier meeting place for the risk community. Providing clarity and guidance on the fast-changing regulatory landscape of capital, credit and market risk, liquidity and derivates use.
Journals
Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Books
Risk Books are authored by leading professionals and academics. With over 150 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Glossary
Regularly updated by our team analysts, journalists and producers, our glossary demystifies the terminology and acronyms used in risk management, risk transfer, policy, technology and innovation.