Thursday 13th May, 11am – 2pm, Zoom

Banks and their regulators are requiring risks to be managed near real time; this includes the management and monitoring of liquidity flows and appropriate action in near real-time.  A bank’s intraday position is its first line of defence in its overall liquidity risk management (LRM). Integrating intraday seamlessly, as part of this wider LRM framework, can be a challenge; intraday is often treated as a “silo” on its own, away from wider LRM.  However data, activities, modelling, scenarios and planning need to be incorporated into the full framework to comprehensively manage risk, control liquidity and support liquidity needs in BAU and any stress periods or events.

This Masterclass will explore industry LRM best practices, demonstrating how intraday can be integrated to form a holistic view. What drives intraday risk? How should intraday risk support the overall LRM?  Learn how visualisation tools can support the process to analyse, explain and understand risk in a wider context and support the scenario build, simulation and planning activities including mitigating actions.

This Masterclass will be led by Intraday Practitioner, Simon Gray, from Baringa Partners and Liquidity technology expert, Peter Serlachius, from MORS Software.

This is a three hour session, from 11am – 2pm

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Now online, this course will be offered as three consecutive online afternoon sessions on April 27th, 28th and 29th.  The first two sessions on April 27th and 28th will, together, provide an overview of the basics of liquidity and funding.  They will explain how these areas are typically managed and controlled covering both internal and regulatory liquidity and funding ratios.  Current industry practitioners provide examples and lead discussions to bring key topics to life and explain current areas of industry focus.

Session 3 on April 29th, which can also be booked as a stand-alone session, will focus on the Internal Liquidity Adequacy Assessment Process (ILAAP).  As well as providing a useful outline of the ILAAP, examples of topics covered in more detail are liquidity stress testing and how to manage the ILAAP process.  Industry practitioners provide case study examples and lead discussions to illustrate some areas of current best practice.

This course continues to be aimed at those relatively new to these topics and is of potential interest to those working in Treasury, ALM, Risk and Audit functions as well as those in other areas interested in increasing their understanding of these key topics.  This course introduces a range of key concepts and practices that can then be further developed by studying the Certificate in Bank ALM(CertBALM®) qualification.

Click here for a course guide

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Module 1 – Fundamentals of IRRBB

Module 2 – Principal Measures of IRRBB

Module 3 – Behavioural Risks and Structural Hedging of IRRBB

Module 4 – IRRBB Regulatory Requirements and Governance

Days can be booked separately.

Fees:

Members
1 Module:  £250+VAT
2 Modules: £500+VAT
3 Modules: £750+VAT
4 Modules: £950+VAT

(non members £325+VAT per module or £1250+VAT all 4 modules)

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This three-day, classroom-based ALMA course introduces the key concepts of capital, liquidity and interest-rate risk management. It is led by practitioners and intended for practitioners. The course is ideally suited to people early in their Treasury career who wish to broaden their understanding of ALM concepts and grasp the “bigger picture”. It forms the perfect springboard for those wishing to go on to take the Certificate in Bank ALM (CertBALM®) course.

Click here for Course Guide

Wednesday 6th – Friday 8th November 2019

Fees for all three days:

£1,500 + VAT (£1,800)

Non-Members: £1,900 + VAT (£2,280)

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