Liquidity risk management
View AgendaKey reasons to attend
- Design and implement a robust liquidity risk management framework
- Explore liquidity stress-testing techniques
- Apply Basel IV liquidity requirements
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About the course
This virtual learning experience provides practical strategies for building a liquidity risk management framework aligned with Basel IV. Through case studies and group discussions, participants will reinforce key concepts.
Attendees will explore best practices for liquidity stress-testing, from designing scenarios to quantifying key variables and assessing intraday liquidity risk indicators. The course also covers tools for effective liquidity risk monitoring and management, ensuring alignment with the firm’s risk tolerance and supporting informed decision-making under both normal and stressed conditions.
Note: region-specific versions of this course are offered for the US and EU. Please refer to the agenda section for details.
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
- Strengthen balance sheet resilience
- Establish robust monitoring systems
- Optimise asset-liability management (ALM)
- Explore reverse stress-testing
- Identify key liquidity risk drivers and triggers for stress events
- Apply liquidity pricing tools
Who should attend
Relevant departments may include, but are not limited to:
- Risk management
- Treasury
- ALM
- Compliance
- Regulatory reporting
- Internal audit
- Finance
Agenda
Liquidity risk management for US financial institutions
August 12–14, 2025
Live online. Timezones: Americas
In this region-specific course, guided by US speakers, participants will discuss challenges related to liquidity risk management faced by US-based financial institutions. Sessions will focus on new Basel IV regulations, such as maintaining higher liquidity requirements, increased stress-testing and the impact of daily reporting on business as usual.
Sessions:
- Liquidity risk framework
- The liquidity coverage ratio (LCR) and net stable funding ratio (NSFR)
- Implications of Basel IV
- Liquidity stress-testing
- Liquidity transfer pricing (LTP)
- Funding and preparing for future events
Liquidity risk management for EU financial institutions
September 9–11, 2025
Live online. Timezones: Emea
In this region-specific course, guided by a European banking expert, participants will discuss challenges related to liquidity risk management faced by EU-based financial institutions. Highlights include discussions of the EU regulatory framework, the ECB liquidity stress testing and calculating liquidity metrics for European banks.
Sessions:
- Liquidity risk framework with implications of Basel IV
- The liquidity coverage ratio (LCR) and net stable funding ratio (NSFR)
- Implications of Basel IV
- Intraday liquidity risk management
- Liquidity risk and balance sheet management
- Liquidity stress-testing
Tutor:
- Dr Beata Lubinska, Treasurer, Allica Bank
Tutors
Dr Beata Lubinska Risk Learning Faculty
Treasurer
Allica Bank
Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP for a number of financial institutions.
Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.
Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners. Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”. In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.
Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Fed’s new liquidity rule spells more pain for regional banks
- ECB official leaves door open to liquidity aid for non-banks
- EU banks fear loss of NSFR relief for repo trades
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two articles.
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