Liquidity risk management
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 virtual learning experience will provide strategies to build 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 exploration of procedural best practices and the quantification of stress-testing variables. Expert tutors will guide participants in their understanding of liquidity tools and creating metrics related to balance sheet management.
By attending this learning event, participants will gain insight into current regulatory expectations, including Basel IV, and get equipped with the tools to successfully monitor and manage liquidity risks during business as usual and stress events.
Note: this course is offered in instalments that cover the specifics of liquidity risk management across various regions, including:
- EU, Emea, US, Americas, Apac, Middle East and other global regions
Please refer to the ‘Agenda’ section below for details on the scheduled regional components of this course.
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Learning objectives
- Establish a robust liquidity risk management framework
- Compare roles and implementations in the UK, EU, US and other regions
- Align with Basel IV’s features
- Identify stress events triggers and appropriate responses
- Evaluate liquidity coverage ratios (LCRs) and net stable funding ratios (NSFRs) within liquidity frameworks
- Implement asset-liability management (ALM) procedures
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
- Compliance
Agenda
February 25–27, 2025
Live online. Timezones: Emea/Ameracas
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
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Why tougher liquidity rules may not reduce the risk of bank runs
- HQLAs slide to multi-year lows at largest US regionals
- Don’t count on repo to monetise liquidity books, say experts
- New trends in interest rate and liquidity risk management
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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