Approaches to Liquidity Risk Management

London, 6 & 7 December 2017

Risk has designed a two day course that offers attendees practical guidance on how to manage liquidity and an insight into the application of LCR, NSFR, and intraday liquidity. The first day of the course will be delivered by Garrett Poynton, Head of Treasury at the Central Bank of Ireland; his sessions will focus on the pre-crisis and current regulatory frameworks affecting liquidity management and the EU implementation of the liquidity rules.

The second day will be delivered by top industry practitioners and will focus on key liquidity management areas such as stress testing liquidity, intraday liquidity, the interplay between LCR, NSFR and leverage ratio, and Brexit implications.

Who Should Attend:

The course is ideal for professionals within the financial industry who have knowledge of the liquidity market and would like to further explore ways in which they can harness their skillset.

The course will help nurture understanding, implementation and management of sound policies.

  • Liquidity Risk
  • Stress Testing
  • Asset & Liability Management
  • Balance Sheet Risk
  • Capital Management
  • Treasury

Course Highlights:

This is a multi-tutor course format giving delegates an in-depth training seminar consisting of the key liquidity challenges buy side firms are currently facing. Highlights will include:

  • Carefully chosen experts and practitioners make up a multi speaker format
  • Understand the pre-crisis behaviours towards liquidity management and the BCBS response
  • Find out about the EU implementation of CRD IV and CRR as it pertains to liquidity
  • Discussion of best practices for stress testing liquidity 
  • Learn about managing intraday liquidity and its key challenges
  • Understand the interplay between LCR, NSFR and leverage ratio 
  • Discussion of the impact of Brexit on liquidity and future considerations

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Learning Outcomes:

By the end of the course, delegates will have new or improved knowledge of:

  • The challenges and impacts of the Basel III liquidity rules on financial markets
  • EU implementation of LCR 
  • Best practices for stress testing liquidity 
  • Managing intraday liquidity 
  • Interplay of LCR, NSFR and leverage ratio
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