ILAAP Stress Testing and Liquidity Risk Management Masterclass
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
Over time supervisory expectation regarding the ICAAP and ILAAP have evolved. The latest guidance papers on the conduct of the ICAAP and ILAAP seek to enhance the thoroughness of the processes. Whereas the initial focus of the supervisors was on building resilience the emphasis now is on how “internal” the processes are – that is, ensuring that the processes are fully embedded within a bank’s operations and business decision-making and integrated with the supervisory and risk management framework, and “strategic steering”. Banks are being challenged to move beyond a pure compliance mindset and invest resources to enhance strategy and risk are jointly managed.
This masterclass is designed to familiarize the participants with the current regulatory issues in liquidity risk, including Liquidity Risk Management , Asset-Liability Management, Internal Liquidity Adequacy Assessment Process (ILAAP) and the Supervisory Review and Evaluation Process (SREP) for ILAAP. This workshop will provide an understanding of liquidity risk management practices and the application of the new ILAAP framework.
BENEFITS OF ATTENDING
- Process for constructing an ILAAP
- Implementing and understanding ILAAP requirements and reporting
- LCR (Liquidity Coverage Ratios) requirements
- NSFR (Net Stable Funding Ratios) requirements
- Ensuring an understanding of LCR and NSFR internal interaction for better management of risk
- Assets, Liabilities and the Balance Sheet (ALM: Asset-Liability Management)
- The Problems of Funds Transfer Pricing (FTP)
- Liquidity Risk – Approach and Calculations
- Stress testing and Contingency Funding Plan
- Managing liquidity from both strategic and policy bases
- Accounting for liquidity risk
- Intraday Liquidity Risk Management
- Liquidity Risk Rules – Introduction
- Liquidity Risk – Approach and Calculations
- Monitoring and managing Stress Testing within Liquidity Risk
- Case studies and practical exercises
WHO SHOULD ATTEND
- Chief Risk Officer/Head & Managers Risk
- Head & Managers of Liquidity Risk
- Head & Managers of Treasury
- Head & Managers Balance Sheet Management
- Head & Managers of Asset-Liability Management
- Head & Managers of Market Risk
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
