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
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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 16–18, 2026
Live online. Timezones: Emea/Americas
Agenda coming soon
November 17–19, 2026
Live online. Timezones: Emea/APAC
Agenda coming soon
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