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Our London team are ready to answer questions, provide information & choices to help make your public seminar booking in a prompt, professional & friendly manner.
Location: UK EU MENA WAT GCC Time Zones
Duration: 2 days
Programme Director: Dr Howard Haughton PhD Oxon
Experience the highly-interactive expert-led social learning through Virtual Classroom via Cisco WebEx from Risk Reward.
All our 2024 Live and Virtual Classroom events feature shared (or discrete) live chat between delegates and the expert, participate in topical surveys, polling questions, group exercises and case studies for a tried -and- true engaging and gratifying learning experience.
Need to bring this course in house or face-to-face? Simply contact us for significant cost savings and dates to best suit your needs.
"Excellent. Never expected the level of the lecturer provided. Well done!"Risk analyst, Commercial Bank, Caribbean
Session 1: Liquidity Risk and How it Impacts the Region·
Session 2: Regulatory Liquidity Stress Testing Requirements
Session 3: Building a Practical Stress Testing Framework- Governance
Session 4: Understanding the Interest Rate Risk in the Banking Book (IRRBB) Framework
Session 5: Implementation for Contingency Planning and Funding
Session 6: Stress-Testing Scenario Development
Session 7: Liquidity Stress Testing and Balance Sheet Optimisation
Session 8: Embedding Stress Testing and Liquidity Risk into Your Organisation
"Very well presented seminar! Have already recommended this course to others as he presented the material in a clear and accessible way with a pleasant manner and was able to easily keep participants' attention."Risk Manager, Commercial Bank, Singapore
This course builds a strong foundation in liquidity risk and stress testing by examining its theory, technical approaches and solutions. The sessions will explore stress testing scenarios, liquidity and stress testing practical application, implementation for contingency planning and funding, as well as early warning signals, buffers and balance sheet optimisation.
The content will provide delegates with the best capabilities and depth of knowledge that will allow them to grasp the latest regulatory requirements, fundamental principles, and understand the direction of leading organisations in this field.
"Very interactive. Models and exercises were excellent."Credit Risk manager, Brunei Investment Authority
Designed primarily for those whose roles may include
Liquidity Risk and How it Impacts the Region
Trends within liquidity management and their impact on the global markets
Regulatory Liquidity Stress Testing Requirements
The implications of LCR and NSFR- funds transfer pricing, funding mix, liquid assets buffer management and business model choices
Building a Practical Stress Testing Framework- Governance
Case studies
Understanding the Interest Rate Risk in the Banking Book (IRRBB) Framework
Regulatory requirements
Implementation for Contingency Planning and Funding
Testing the plan
Stress-Testing Scenario Development
Test of the scenarios
Liquidity Stress Testing and Balance Sheet Optimisation
Balance sheet management and optimization techniques
Embedding Stress Testing and Liquidity Risk into Your Organisation
How to communicate the stress testing results effectively within the organisation
All delegates who complete the course will receive a Certificate in Stress Testing against Liquidity Risk and for those who require a demonstration of competency via an assessment a 20-question and multiple choice answer quiz, remotely invigilated, with 1 resit and results report is available at no additional charge when requested at time of booking.
Highly interactive expert-led intensive presentation, Q&A, group real-time in-depth case studies, regulation and discussion supported by key principles and theory. The virtual learning platform uses safe, industry preferred encrypted live face-to-face visual interaction, discrete chat, for polling and quizzes.
(An invitation via email with access link is included for all participants.)
Course Fee (per person):
GBP £1,995.00 (+ UK VAT when applicable)