Liquidity Risk and Funding Risk

13th – 15th October 2021

(3 x morning sessions online via Zoom from 9am – 12.30pm)

Now online, this course will be offered as three consecutive online afternoon sessions.  The first two sessions  will, together, provide an overview of the basics of bank liquidity risk management and funding risk.  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  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 Asset and Liability Management (CertBALM®) professional qualification.

Cost: £750 + VAT (Members) and
£975 + VAT (non-Members) for all three sessions.
This can also be booked as follows:
Days 1 & 2: £500 + VAT (Members) or
£650 + VAT (non-Members)
Day 3 only: £250 + VAT (Members) or
£325 + VAT (non-Members)

Day 1 – Introduction to Bank Liquidity and Funding Risk Management

  • Introduction to topics of liquidity, funding and maturity transformation
  • Internal liquidity and funding measures
  • Liquid Asset Buffer
  • Funding Strategies
  • Current industry topics

Day 2 –Managing Liquidity Key Regulatory Metrics

 

  • Liquidity and funding regulatory requirements
  • LCR & NSFR
  • Optimisation of liquidity metrics
  • Effective governance frameworks (ALCO)
  • Current industry topics

Day 3 – Internal Liquidity Adequacy Assessment Process (ILAAP)

  • Overview of ILAAP
  • ILAAP Governance and good practice tips
  • Liquidity stress testing
  • Liquidity Contingency Plan and recovery plans
  • Current industry topics

Booking Form - Liquidity and Funding

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Member Prices

All 3 days: £750 + VAT
Day 1 & 2: £500 + VAT
Day 3 only: £250 + VAT

Non-member Prices

All 3 days: £975 + VAT
Day 1 & 2: £650 + VAT
Day 3 only: £325 + VAT
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“A great introduction to Liquidity and Funding; the tutor was knowledgeable and very interactive and the course size was perfect.  This will really help me in my treasury career and help me to implement in my day job.  Thank you.”

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“It was a really good course with plenty of interesting content.  Instructors were very knowledgeable and interactive.”

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“Very informative and great to connect the dots between treasury risks. The course surpassed my expectations; the course tutors and the other attendees made it a very friendly environment. I would definitely recommend this course.”