About the Course

About

About the Course

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.

Day one of the course will focus on the pre-crisis behaviour of banks and liquidity regulations, the response of the Basel Committee on Banking Supervision, the Capital Requirements Directive IV, and the EBA Guidelines on ILAAP and SREP methodologies.

Day two will address the PRA Pillar 2 Liquidity, stress testing liquidity, Intraday liquidity risk and its challenges, and the interplay of LCR, NSFR & Leverage Ratio.