Approaches to Liquidity Risk Management London
Our approaches to liquidity risk management course is designed to give delegates fundamental sessions on liquidity risk, governance, stress testing and regulatory standards post crisis.
Learn about the fundamentals of liquidity risk by covering essential topics such as stress testing, regulation, governance, ratios and balance sheet optimisation. Hear from Patricia White, author, mentor and tutor for ALMA’s certificate in bank ALM and four more industry experts.
What Will You Learn?
- The fundamentals of liquidity risk
- The regulatory response for liquidity management
- Creating contingency plans for funding
- How to stress test liquidity and what the obligations and best practices are
- How to optimise your balance sheet
- What LCR, NSFR and the leverage ratio are and how they are calculated
Who Should Attend
Relevant departments may include but are not limited to:
- Stress testing
- Intraday liquidity
- Recovery and resolution
- Risk management
- What is Liquidity Risk?
- Regulatory Standards Post-Crisis
- Risk Management & Governance
- Recovery & Resolution
- PRA Pillar 2 Liquidity
- Strategic Balance Sheet Management – Optimising the Balance Sheet
- Liquidity Stress Testing
- Interplay of LCR, NSFR & Leverage Ratio
Independent Consultant and author, mentor and tutor for ALMA's Certificate in Bank ALM (CertBALM) qualification
Patricia is a senior banking risk professional who now leverages her experience to design and deliver training for practitioners on Treasury risks.
From 2009-15 she headed the global risk team responsible for liquidity and IRRBB at Standard Chartered Bank. Prior to that she spent eight years at Santander UK, where she steered interest-rate and liquidity risks through the integration into the Santander Group risk framework and the Global Financial Crisis. She began her career at the Bank of England, firstly as an economist and later working on the development of prudential policy.
Patricia was a member of the Committee of the UK Asset & Liability Management Association (ALMA) from 2007-14 and enjoys tutoring the Capital Management unit of ALMA's new CertBALM® qualification
Head of Group Balance Sheet Management
Bank of Ireland Group
Tony is currently the Head of Group Balance Sheet Management and is responsible for strategic oversight of the Bank of Ireland Group balance sheet from a funding and liquidity perspective. He has responsibility for funding and liquidity strategy, wholesale funding execution, funds transfer pricing, collateral management and management of structural risk positions as well as the ILAAP and Recovery plan. Tony is a member of the Bank of Ireland Group Asset and Liability Management Committee. Prior to his current role, Tony held other senior positions in Bank of Ireland as well as senior customer facing roles external to the Bank. He holds a first class honours MBA from Ireland’s leading Business school as well as a first class honours Msc. in Investment and Treasury.
Senior Liquidity Manager
Mr. Camacho, has over 13 years of experience in the financial sector. He is a qualified accountant, trained at Big four firms currently working at Santander UK plc as a Senior Liquidity Manager, where he is responsible for the delivery of liquidity risk review, management and expertise for the CFO division with specific remit for delivery of the Santander UK Liquidity Adequacy Assessment process (ILAAP). He also has previous experience in stress testing and the preparation of Santander UK’s Recovery Plan.