Implementing Basel III Ratios:
LCR, NSFR and Leverage Ratio
London, 6-7 June 2018

Risk Training has designed a two day training course in order to offer attendees practical guidance on how to implement the three key liquidity ratios, focusing on LCR, NSFR and leverage ratio implications and calculations.

Course Highlights:

  • A comprehensive understanding of liquidity rules within the overall regulatory framework 
  • Optimising your high quality liquid assets 
  • Interplay between LCR, NSFR & leverage ratio 
  • Assessing LCR implementation and NSFR guidelines 
  • NSFR practical application 
  • Developing appropriate liquidity reporting requirements

Learning Outcomes:

  • A clear update on how liquidity rules are impacting your overall framework 
  • Examine the LCR implementation and the differences between full and modified LCR
  • Evaluate how you can optimise your HQLAs including discussion on net cash flows 
  • Understand the reporting requirements that are expected from you and your company
  • Review the NSFR guidelines and their practical application
  • Analyse the leverage ratio, its effect and the compliance burdens that go with it


Event Tutors:

  • Nadir Pirani, Vice President, Liquidity Risk Management, Deutsche Bank

Who Should Attend

This course is primarily aimed at those working in liquidity and funding however Risk Training welcomes anyone who would benefit from this training. Specific job titles may include but are not limited to:

  • Liquidity Risk Manager
  • Risk Manager
  • Treasurer
  • Basel III Reporting Manager
  • Risk Modelling
  • ALM
  • Regulator
  • Compliance Manager
  • Balance Sheet Manager
  • Liquidity Analyst 
  • Internal Auditor
  • Capital Risk Manager
  • Capital Advisor
  • Head of Market Risk
  • Head of Credit Risk
  • Head of Funding
Q2 2018 Calendar
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