Stress Testing against Liquidity Risk

  • 2 days
  • Treasury & capital markets risk
View Agenda

Key reasons to attend:

  • Understand key requirements for developing stress-testing scenarios

  • Focus on liquidity stress testing and balance sheet optimisation techniques

  • Review and embed stress testing and liquidity risk successfully into business as usual

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About the course

This 2-day training course will build a strong foundation in liquidity risk and stress testing by examining its theory, technical approaches, and solutions. The sessions will explore stress-testing scenarios, liquidity and stress-testing practical application, implementation for contingency planning and funding, as well as early warning signals, buffers, and balance sheet optimisation.

This course will provide delegates with the capabilities and depth of knowledge that will allow them to grasp the latest regulatory requirements, fundamental principles, and understand the direction of leading organisations in this field. 

Learning objectives

  • Gain a comprehensive introduction to stress-testing and liquidity risk

  • Understand how the global financial crisis and regulations shapes their approach in Asia

  • Have the ability to build a stress-testing framework based on the underlining principles to maximise the process

  • Build an understanding of contingency planning and funding to identify and deal with interaction between liquidity and other risks 

  • Explore liquidity and stress-testing practical application & balance sheet optimisation

Who should attend

Relevant departments may include but are not limited to:

  • Senior and executive management

  • Risk management

  • Business unit management and risk champions

  • Operations and control functions 

  • Financial control

  • Treasury and asset and liability management

  • Internal audit

Agenda

  • Liquidity risk and how it impacts the region

  • Regulatory liquidity stress-testing requirements

  • Building a practical stress testing framework - governance

  • Understanding the interest rate risk in the banking book (IRRBB) framework

  • Implementation for contingency planning and funding

  • Stress-testing scenario development

  • Liquidity risk and how it impacts the region

  • Embedding stress-testing and liquidity risk into your organisation

Enquire about:

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