Approaches to Liquidity Risk Management

London, 2 & 3 November 2016

About the Course

Risk has designed a two day course in order to offer attendees practical guidance on how to manage liquidity but also an insight into the application of LCR, NSFR and intraday liquidity.

Learning Outcomes

  • An overview of the impact of Basel III Liquidity Rules on financial markets and banks business models
  • Understand the pre-crisis behaviours towards liquidity management and the BCBS response
  • Knowledge of how to implement the LCR ratio and an understanding of its main implementation challenges
  • Ability to identify the risks and challenges for LCR/NSFR risk driver methodologies
  • In depth comprehension of how to manage intraday liquidity and how to perform its stress testing
  • Understand the inter-relationship between the LCR, NSFR and monitoring tools in the liquidity risk framework

Course Highlights

  • Assessment of the challenges and impacts of Basel III Liquidity Rules on the financial markets
  • EU implementation of LCR
  • Risks and challenges for LCR/NSFR risk driver methodologies
  • Best practices for stress testing liquidity
  • Managing intraday liquidity

Speakers:

Garrett Poynton, Head of Treasury - Banking Supervision, Central Bank of Ireland