Approaches to Liquidity Risk Management London

This two day course will provide delegates with an in-depth insight into pre-crisis behaviours, regulatory challenges, stress testing liquidity, and the management of intraday liquidity.

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Approaches to Liquidity Risk Management

London, 21-22 November 2018

Course Agenda          Pricing & Registration

This training course will offer attendees the opportunity to enhance their knowledge of key topics including principles for sound liquidity risk management and supervision, and banks’ internal risk appetite approaches and metrics. Other sessions will include discussions on the objective of the PRA Pillar 2 Liquidity and best practices for stress testing liquidity.

The course is held under Chatham House Rule to promote an open and discussion based learning environment and the sharing of best practice approaches.

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What Will You Learn?
  • Pre-crisis liquidity regulatory requirements and what went wrong
  • Principles for sound liquidity risk management and supervision
  • The technical standards, recommendations and guidelines contained within CRD IV
  • The importance of stress testing liquidity
  • Measuring intraday liquidity risk and the consequences of not addressing it
  • Can LCR and LR/NSFR interact with unintended consequences for systematic risk
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Who Should Attend

Relevant departments may include but are not limited to:

  • Liquidity Risk
  • Market Risk
  • Treasury
  • Credit Risk
  • Compliance

21 November 2018
2018-11-21 09:00:00 +0000

Amba Hotel

Strand,
Charing Cross,
London, 
WC2N 5HX

Venue information

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