Shop

Trending
London, Europe, Middle East & Asia Time Zones
CPEs: 9
Instructor: Dennis Cox
Level: Intermediate
Tuition: £0.00
Register Now

NEW Stress Testing on Liquidity Risk RTA23921DC

Location: London, Europe, Middle East & Asia Time Zones

First Date: Sep 23 - 24 2021

Duration: 2 days/4 hours per day

Programme Director: Dennis Cox

All Dates & Locations
Venue Details

Experience the highly-interactive expert-led social learning through Virtual Classroom  from Risk Training Asia.

All our 2021 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.

"Excellent. Never expected the level of the lecturer provided. Well done!"
Risk analyst, Commercial Bank, Cyprus
Agenda Highlights

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 Mr. Cox 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, Cyprus
Overview

This two-day training course will build 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 course 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.

 

Who Should Attend

This course is primarily  designed for

  • Risk managers
  • Liquidity management staff
  • Teams involved with stress testing
  • Internal auditors

Additional Course Information

What Does It Cover?
07:45 BST

Day 1 – Thursday, September 23, 2021

Registration

08:00 Liquidity Risk and How it Impacts the Region

  • Liquidity risk main concepts and sources
  • Introduction to understanding the expectations of the regulators
  • Examining the current regulations beyond the Global Crisis and its impact in Asia
  • Trends within liquidity management and their impact on the global markets
09:00 Regulatory Liquidity Stress Testing Requirements

  • Regulatory authorities stress-testing methods and models explained
  • Understanding Liquidity Coverage Ratio (LCR) and calculations
  • In-depth examining Net Stable Funding Ratio (NSFR) for banks and NSFR calculations examples
  • The implications of LCR and NSFR- funds transfer pricing, funding mix, liquid assets buffer management and business model choices
10:00 Break
10:15 Building a Practical Stress Testing Framework- Governance

  • Establishing a strong stress testing framework and understanding the principles that underpin the approach
  • Implementing and optimising the stress testing processes
  • Key components of an effective stress testing programme
  • Case studies
11:15 Understanding the Interest Rate Risk in the Banking Book (IRRBB) Framework

  • IRRBB introduction
  • Regulatory requirements
12:15 End of Day 1

 

07:45 BST

Day 2 – Friday, September 24, 2021

Registration

08:00 Implementation for Contingency Planning and Funding

  • Stress scenarios
  • Planning for the stress scenarios
  • Creating the Contingency Funding Plan
  • Testing the plan
09:00 Stress-Testing Scenario Development

  • Liquidity stress events – real life examples
  • Lessons to be learned
  • Develop stress scenarios
  • Test of the scenarios
10:00 Break
10:15 Liquidity Stress Testing and Balance Sheet Optimisation

  • Liquidity risk pricing and funds transfer pricing. Examples of FTP calculation and implementation
  • Liquidity/credit facilities, derivatives collateral posting
  • Case studies to demonstrate the practical application of liquidity and stress testing processes for financial organisations
  • Balance sheet management and optimization techniques
11:15 Embedding Stress Testing and Liquidity Risk into Your Organisation

  • Metrics needed to manage Liquidity Risk
  • Understanding roles and responsibilities
  • How to communicate the stress testing results effectively within the organisation
12:15 End of course

 

 

 

Learning Objectives

By the conclusion of this course delegates will have gained a thorough appreciation of:

  • The role that liquidity risk plays and how it impacts an organisation
  • Key trends within liquidity risk management
  • The sound practices that apply to stress testing and their application to liquidity risk
  • The issues relating to IRRBB
  • The role of contingency funding plans and their relationship to stress testing
  • Embedding liquidity risk management into an organisation and balance sheet optimization.

 

Social Learning & Methods

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.)

Registration

NEW Stress Testing on Liquidity Risk

Course Fee

Early Bird discounts available Aug 9-13, 2021

Course Fee (per person):
GBP £0.00 (+ UK VAT when applicable)

Number of delegates:

Data Privacy & Update of Contact Details Risk Reward Limited is fully compliant with the Data Protection Act. The information you provide will be safeguarded by Risk Reward Ltd. We do not rent, sell or exchange your details to anyone without your consent. Your details are never given to third parties. If you wish to update your details, please email: info@riskrewardlimited.com with your OLD and NEW details. Please allow 10 days to see the changes take effect. Thank you.

Terms and Conditions: You can cancel at any time. Due to the on-going COVID 19 environment cancellations may be made at any time for either a full refund or a credit towards another event occurring within the following 6 month period. Simply email or telephone the London Client Services team at training@riskrewardlimited.com to advise your preference and we will do our best to accommodate your circumstances. Risk Reward Ltd receives the right to a final decision in the event of a dispute.

All Risk Reward public courses are guaranteed to run although those offered by affiliates are subject to demand
SKU: TEMPLATE-5 Categories: , ,

Quick Contact

    Get in touch and see how Risk Reward can help you

    Our London team are ready to answer questions, provide information & choices to help make your public seminar booking in a prompt, professional & friendly manner.

    Get in touch and see how Risk Reward can help you

    Our London team is ready to listen carefully to your needs, take the brief, explore options, offer suggestions and help you in a professional and friendly manner.