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Advanced Bank Liquidity Management: Stress-Testing, Contingency Planning and FTP

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 programme, participants will develop a complete liquidity stress testing framework. Particular emphasis is placed on stressed modelling of behavioural elements of the on- and off-balance sheet, namely non-maturity liabilities, prepayment risks and liquidity/credit facilities. Derivatives collateral posting requirements are also modelled 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.

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  • Date:
  • Please contact us
  • Venue:
  • Cliftons Singapore - The Finexis Building
  • Fee:

This course is also available in London and New York

This course is FTS-Eligible* and also eligible for CPD hours. GARP & CFA Institute members are eligible for CE/CPD credits. See details

Who The Course is For

  • Liquidity risk analysts and liquidity risk modellers
  • 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 behavioural 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

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*FTS Eligible
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met. Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants' business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.