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.
WHAT YOU WILL LEARN
- 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
CROs, CFOs, COOs, Presidents/VPs/EVPs/FVPs/SVPs, Global Heads, Department Heads, Managing Directors, Directors, International/Senior Managers of:
- Asset/Liability Management
- Balance Sheet Management
- Bank & Country Risk
- Capital Management
- Capital Modeling
- Counterparty Credit Risk
- Credit Portfolio Management
- Credit Research
- FI Risk Management
- Funds Transfer Pricing
- Heads of business units
- Head & Managers Compliance/Regulation
- Programme Directors
- Project Managers for ILAAP
- Senior/Executive Management
- Head & Managers Audit
- Basel Managers and heads
- Stress Testing
- Supervision/Regulation
- Interest Rate Risk
“I learned a lot of information on reporting and implementation of ICAAP and ILAAP. It was indeed a time well spent and a memorable experience.”
“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”
“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.”
Our Upcoming Trainings
