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.

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

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


Confirmed Speakers:

Garrett Poynton, Head of Treasury - Banking Supervision, Central Bank of Ireland - to deliver the whole first day of the event.

Fitz Drummond, Vice President Treasury, Deutsche

Abhijeet Kulkarni, Senior Manager, Liquidity Risk, Standard Chartered Bank

Muhammad Fazeel ur Rehman, Senior Vice President, Citi

Jeff Webster, Head of ALM Strategy and Treasury CFO, UBS

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