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Course Calendar Course CalendarThis is a three-day in-depth course on best practice liquidity management for banks.
Liquidity stress testing forms the backbone of measuring liquidity risk. In this program, participants will develop a complete liquidity stress testing framework. Particular emphasis is placed on stressed modeling of behavioral elements of the on- and off-balance sheet, namely non-maturity liabilities, prepayment risks, and liquidity/credit facilities. Derivatives collateral posting requirements are also modeled under stressed conditions.
The liquidity risk measurement through stress testing is then related to the bank’s liquidity buffer to give a survival horizon, which is in turn linked to the contingency funding plan. Finally, liquidity funds transfer pricing techniques for the full range of banking activities are explained as a means to instil the correct pricing of liquidity risk throughout the bank.
Detailed case studies and workshops are provided throughout, drawing on the experiences of a range of US and European banking groups.
Recommend to a ColleagueThis course is also available in London Time Zone and Singapore Time Zone
- Liquidity risk analysts and liquidity risk modelers
- Liquidity risk managers
- ALCO and risk committee members
- Treasurers and treasury staff members
- FTP managers and staff members
- Internal audit or risk control
- External auditors and regulators
- Learn how to implement a state-of-the-art liquidity stress-testing model, capturing the most challenging to model stressed behavioral drivers, including non-maturity liabilities, prepayments, liquidity/credit facilities, and derivatives collateral posting requirements
- Review and implement a best-practice liquidity funds transfer pricing framework spanning the full range of banking activities
- Learn how to manage liquidity through a crisis - recognizing crisis onset early on through key risk indicators and activating a well-designed contingency funding plan
- Basic understanding of financial risks
- Familiarity with liquidity risk is recommended
- Microsoft Excel
Course Details
This course is also available in London Time Zone and Singapore Time Zone
Call now for more information on this course or to book:
Americas +1 212 710 1343
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London Financial Studies is registered with GARP as an Approved Provider of Continuing Professional Development (CPD) credits.