Liquidity risk management workshop
View AgendaKey reasons to attend
- Create and implement liquidity stress-testing procedures
- Explore liquidity risk tolerance and monitoring tools under Basel IV
- Discuss drivers of liquidity risk and impact of liquidity strain
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About the course
This in-person workshop will provide strategies for building a robust liquidity framework by exploring the basics of liquidity – including LCR, NSFR and governance – while addressing funding and preparing for future events.
Participants will delve into liquidity stress-testing through the exploration of procedural best practices and the quantification of stress-testing variables. Sessions will analyse different facets of liquidity including intraday liquidity risk indicators and quantifying the indirect liquidity cost. Case studies covering ILAAP and funds transfer pricing curve construction will reinforce concepts discussed throughout the course.
By attending this learning event, participants will gain insight into current regulatory expectations, including Basel IV, and equip themselves with the tools to successfully monitor and manage liquidity risks during business-as-usual and stress events.
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Learning objectives
- Establish a robust liquidity risk management framework
- Align with Basel IV’s features
- Identify stress event triggers and the appropriate responses
- Evaluate liquidity coverage ratios (LCRs) and net stable funding ratios (NSFRs) within liquidity frameworks
- Implement asset-liability management (ALM) procedures
- Update contingency funding plans
Who should attend
Relevant departments may include, but are not limited to:
- Liquidity risk
- Liquidity management
- Risk management
- Stress-testing
- ALM
- Treasury
- Funds transfer pricing
- Balance sheet management
- Interest rate risk management
- Interest rate risk in the banking book (IRRBB)
- Compliance
Agenda
August 6, 2025
In-person. Location: Sydney
Sessions:
- Liquidity risk framework
- Managing liquidity risk
- Implications of Basel IV
- Liquidity transfer pricing (LTP)
- Liquidity stress-testing
- Intraday liquidity risk management
- Overview of the internal liquidity adequacy assessment process (ILAAP)
- Contingency funding plans (CFPs)
- Case study
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 news articles a month.
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