Managing intraday liquidity risk

  • 4 days
  • Treasury & capital markets risk
  • 8 CPD points
View Agenda

Key reasons to attend

  • Explore the intraday liquidity risk indicator 

  • Identify the implications of the current market volatility 

  • Evaluate the relationship of intraday and operational risk

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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

The management of banks’ liquidity positions is proving to be more challenging because of the after-effects of the Covid-19 pandemic and the volatility of interest rates.

Join this learning event in which delegates will expand their knowledge of intraday liquidity risk and its main operational elements, and analyse the qualitative and quantitate tools required to monitor intraday risk. 

Expert tutor will explore the current global impacts and challenges of market volatility, sharing with delegates the implications of the regulatory environment and how to mitigate banks’ liquidity risks. Preparing for the future landscape will also be discussed, where delegates will analyse the relationship between digital currencies and intraday liquidity to understand how these new spaces and technologies are impacting financial institutions.

Learning objectives

  • Manage data and understand its challenges to access it in real-time

  • Differentiate between intraday and longer-term liquidity management

  • Interpret how banks mitigate intraday risks against unexpected events

  • Implement intraday liquidity stress scenarios

  • Measure intraday liquidity risk 

  • Use and combine qualitative and quantitative tools

Who should attend

Relevant departments may include but are not limited to: 

  • Asset-liability management 

  • Market risk 

  • Balance-sheet management 

  • Quantitative analysis 

  • Risk modelling 

  • Risk management 

  • Capital allocation

  • Machine learning

Agenda

November 21–24, 2022

Time zones: Emea / Apac
Start time: 08:30 BST / 15:30 HKT
Finish time: 10:45 BST / 17:45 HKT

  • Introduction to intraday liquidity risk

  • Intraday liquidity risk management 

  • Global impacts on intraday liquidity

  • Challenges of managing intraday liquidity 

  • Monitoring tools for intraday liquidity 

  • Intraday liquidity stress scenarios

  • Manging intraday liquidity data

  • Getting ready for tomorrow

View detailed agenda

Tutors

  • Olaf Ransome, founder of 3C Advisory

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:

  • Fed repo backstop won’t help intraday liquidity stress - Read article

  • Monitoring intraday liquidity risks in a real-time gross settlement system - Read article

  • How to stop stablecoins from hoarding precious collateral - Read article

  • Modeling nonmaturing deposits: a framework for interest and liquidity risk management - Read article

To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial

Enquire about:

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