Liquidity stress-testing

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

Key reasons to attend

  • Design effective liquidity stress tests for risk management
  • Apply best practices for liquidity stress-testing models
  • Understand the integration of solvency and liquidity stress-testing

Find out more

Customised solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and’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. 

Find out more

About the course

With poor liquidity risk management contributing to sizable bank failures in 2023, stress-testing is more important than ever. This course focuses on liquidity stress-testing in banking, exploring the value of liquidity stress-testing and capital stress-testing, and examines how to construct robust liquidity stress-testing frameworks that incorporate solvency considerations. 

The effectiveness of the liquidity coverage ratio and the net stable funding ratio will be analysed, along with a session dedicated to ILAAP. Participants will also develop an understanding of how low capital from stress scenarios can trigger funding liquidity problems. 

Attendees will leave the course with the tools to embed a liquidity stress-testing framework and leverage the results from stress-testing analyses in decision-making processes. 

Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
  • Subscriber reward: save 30% off the standard rate if you are a subscriber (use code SUB30)
  • Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)

*The 30% subscriber reward discount is applicable only to current subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

Learning objectives

  • Analyse the value of liquidity stress-testing
  • Address the effect of capital ratios on the balance sheet and revenues
  • Learn how to design a scenario for liquidity stress-testing
  • Implement liquidity-stressing effectively
  • Identify and manage stress-testing metrics
  • Maintain compliance with regulatory requirements such as LCR, NSFR and ILAAP

Who should attend

Relevant departments may include but are not limited to:

  • Stress-testing
  • Liquidity risk management 
  • Regulatory compliance
  • The internal liquidity adequacy assessment process
  • Risk analysis
  • Audit
  • Asset-liability management


November 25–27, 2024

Live online. Timezones: Emea/Apac


  • Introduction and regulatory standards
  • Integrating solvency and liquidity stress-testing 
  • Best practices in model validation for liquidity (stress-testing) models
  • Implementing liquidity stress tests
  • Embedding a liquidity stress-testing framework
  • The internal liquidity adequacy assessment process (ILAAP) and stress-testing

View detailed agenda

Pre-reading materials

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

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


November 25–27, 2024

Online, Emea/Apac



Early-bird Price

Ends October 25
Book now

Enquire about:

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

Contact us

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here