OVERVIEW
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.
WHAT YOU WILL LEARN
- Understanding the basics: Risk & Liquidity
- Banking Risk and the place of liquidity in Risk Management
- Managing Liquidity from both Strategic and Policy bases
- Accounting for Liquidity Risk
- Assets, Liabilities, and the Balance Sheet
- The Problems of Funds Transfer Pricing
- Intraday Liquidity Risk Management
- Liquidity Risk Rules – Introduction
- Liquidity Risk – Approach and Calculations
- Monitoring and Managing Stress Testing within Liquidity Risk
- Process for constructing an ILAAP
- Contents of ILAAP
- ILAAP – Practical Approach to Report
WHO SHOULD ATTEND
- Chief Risk Officer/Head of Risk
- Head of Liquidity Risk
- Head of Treasury/Balance Sheet Management/
- Asset-Liability Management
- Head of Market Risk
- Head of Finance
- Head of Compliance/Regulation
- Liquidity Managers
- Program Directors/Project Managers for ICAAP
- Program Directors/Project Managers for ILAAP
- Risk Managers
- Capital Management Managers
- Heads of Audit
- Basel III Project Managers
- Business Heads
- Regulators
“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 in Risk , BASEL , ICAAP , ILAAP.”
“It was an extraordinary training methodology and a multidisciplinary approach, as well as a clear and strong content structure that focused on core Retail banking. The training methodology helped participants to realize a deeper knowledge of Stress Testing and Liquidity Management”
“A very informative masterclass which provides a pool of information to select from in line with the specific organisational requirements.”
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