User Login

Error
Home Courses eLearning Calendar Insights Faculty Us Resources Contact
Close

We are back in the London classroom and on LFS Live LFS Live Icon globally. You choose!

  • Enjoy the personal connection of small-group learning in our London classrooms again
  • If you don't want to travel, LFS Live LFS Live Icon brings the interactive classroom to you
  • Either way, the teaching is still world-class

Please contact us for more information at info@londonfs.com.


Book any course 2 months ahead and enjoy 10% off.
Contact Dina Marto at dina.marto@londonfs.com to get this saving.
Course Calendar Course Calendar

Advanced Bank Liquidity Management

This 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 Colleague
  • Date:
  • Venue:
  • This course is only available via LFS LiveLFS Live
  • Fee:
  • US$1890 per day
    US$5670 total

This course is also available in London Time Zone and Singapore Time Zone

Who The Course is For
  • 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
Learning Objectives
  • 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
Prior Knowledge
  • Basic understanding of financial risks
  • Familiarity with liquidity risk is recommended
  • Microsoft Excel

Keep me updated about this course
Submit