Implementing Basel III Ratios: LCR, NSFR and Leverage Ratio

New York, 22nd - 23rd March 2017

Risk has designed a two day course in order to offer attendees practical guidance on how to implement the three ratios, focusing on the U.S. 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 US LCR implementation and NSFR guidelines 
  • NSFR practical application 
  • Developing appropriate liquidity reporting requirements 

Who Should Attend

This course is primarily aimed at those working in liquidity and funding management within investment and retail banks, investment managers, financial consultancies, rating agencies and regulators. However, Risk welcomes anyone to whom the training would be of benefit. 

  • Liquidity Risk Manager
  • Risk Manager
  • Risk analyst/controller
  • Quantitative Analytics
  • Treasurer
  • Basel III Reporting Manager
  • Financial Reporting
  • Risk Modelling
  • ALM
  • Liquidity consultant
  • Regulator/ Regulatory Developer
  • Compliance Manager
  • Balance Sheet Manager
  • Liquidity Analyst 
  • Internal Auditor
  • Risk Officer
  • Capital Risk Manager
  • Capital Advisor
  • Head of Market Risk
  • Head of Credit Risk
  • Head of Funding


Learning Outcomes:

  • A clear update on how liquidity rules are impacting your overall framework and getting ready for full implementation
  • Examine the US LCR implementation and the differences between full and modified LCR
  • Evaluate how you can optimise your HQLAs including discussion on net cash flows and haircuts
  • 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

See earlybird prices 

See the agenda

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