Description
Introduction
Since the Financial Crisis of 2008 which has often been described as a “liquidity crisis”, liquidity risk has become a major area of focus in risk management. Many of the changes in Basel III target liquidity risk and how banks can protect themselves against it. The purpose of this course is to provide participants with a good understanding of liquidity risk and how to manage it.
Objectives
- Understand the various forms of liquidity risk and their sources
- Analyse funding and asset liquidity risk
- Judge the impact of governance and organisational structure on liquidity risk
- Apply the most common methods for measuring liquidity risk
- Develop a contingency funding plan
- Evaluate the regulatory environment for liquidity risk in banks
Programme
- Introduction
- Asset liquidity risk
- Collateral management
- Tightness
- Depth
- Resilience
- Immediacy
- Funding liquidity risk
- Diversification
- Cliff effects
- Deposits
- Intraday Liquidity Risk Management
- Liquidity Risk measurement
- LVaR
- Balance sheet analysis
- Ratio approach
- Monitoring tools
- Stress testing
- Liquidity gaps
- Contingency funding plan
- Fund Transfer Pricing (FTP) Systems
- Future trends
Target Audience
Professionals from banks (commercial and central), financial institutions or supervision authorities, who already have good knowledge of risk management fundamentals and who wish to acquire a practical understanding of liquidity risk.
Remark
Please note that :
- upon request this course can be complemented with the course "ILAAP - Internal Liquidity Adequacy Assessment Process"
- the duration of the online format would be 4*4 hours.
Modalities
Course Material
Please note that for environmental reasons no paper version of the training material will be provided for your training. The course material can be downloaded free of charge via your portal before the start of the course (download the Client Portal User’s Guide here ). You will be able to view it on the screen of your mobile device or print it if necessary. If your registration has been made by a training manager of your company please contact him/her so that he/she can give you access to it or send it to you.
Exam
No exam is available for this course.
Contact
For further questions please contact our partner in your country