Basel III Ratios: LCR, NSFR and Leverage Ratio London

Risk Training has designed this 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.

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

View the Agenda

Risk Training has designed this 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.

Event Tutors:

  • Nadir Pirani, Vice President, Liquidity Risk Management, Deutsche Bank
  • Dr Lawrence Haar, Senior Lecturer, Lincoln International Business School
  • Enrique Benito, Senior Manager, Deloitte
  • Oscar McCarthy, Associate Partner, Avantage Reply and Board of Member of PRMIA. 
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
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
  • ALM
  • Regulator
  • Compliance Manager
  • Balance Sheet Manager
  • Liquidity Analyst 
  • Capital Risk Manager
  • Capital Advisor
  • Head of Market/Credit Risk

Radisson Blu Portman Hotel

22 Portman Square 
W1H 7BG 
London 
United Kingdom 
Tel: +44 207 2086000

Venue information

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