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CPEs:
18
Instructor:
Risk Reward Faculty
Level:
Intermediate
Tuition:
£1,995.00
Updated Liquidity Risk and Balance Sheet Management in the Light of Current Events BSL014
Location: UK Europe EMEA GCC Time Zones
First Date: Jun 2 – 3 2025
Duration: 2 days
Programme Director: Risk Reward Faculty
All Dates & Locations
Venue Details
Experience the highly-interactive expert-led social learning through Virtual Classroom via Cisco WebEx from Risk Reward.
All our 2024 Live, on-site and Live 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, train your team or 1:1? Simply contact us for significant cost savings and dates best suited to meet your specific needs.
Agenda Highlights
Session 1: Balance Sheet Management
Session 2: How to model the balance sheet
Session 3: The Impact of Current events on Liquidity
Session 4: Stress Testing, Optimisation, Management and Impacts
Session 5: Raising Finance
Session 6: Additional Issues and Impacts
Session 7: The Future – Challenges and Opportunities
Session 8: Summary, discussion and Q&A
Overview
This course considers the challenges faced by financial institutions and their Boards as a consequence of the changing economic conditions and the recent organisations failures. Commencing with consideration of balance sheet management and liquidity in the current environment, the course considers the issues that delegates are likely to face in practice in part driven by changing regulation and also due to the changing economic environment.
Practical options will be presented with the pros and cons of each being considered as well as other important subjects including both capital and liquidity optimisation.
Who Should Attend
Designed primarily for senior management, risk management, treasury and treasury control staff and management.
Additional Course Information
What Does It Cover?
Session 1: Balance Sheet Management
- What is balance sheet management?
- What is balance sheet optimisation?
- The current issues facing banks
- The issues faced by Silicon Valley Bank and Credit Suisse
- Lessons to be learnt from these cases
Session 2: How to model the balance sheet
- The challenges for future funding
- The opportunities available to banks in terms of balance sheet management
Case Study/Exercise
Session 3: The Impact of Current events on Liquidity
- The current liquidity risk challenges
- The balance of liquidity vs. balance sheet management
- The impacts on capital
- Which liquidity risks need to be modelled?
- Liquidity sound practices
- Behavioural data for products including loans and deposits in the current environment
Session 4: Stress Testing, Optimisation, Management and Impacts
- Stress testing and the Liquidity coverage ratio (LCR)
- Stress testing and the Net stable funding ratio (NSFR)
- Intraday day liquidity management – challenges and opportunities
- Optimisation of LCR and NSFR
- Contingency funding plans
- Alternative liquidity approaches that will be effective in an interest rising environment
- The impact of collateral margining on liquidity including encumbered assets rules
Session 5: Raising Finance
- The role of governance
- IRRBB and ALCO
- The impact on capital raising
- The opportunities that are available
- Proactively managing the balance sheet
Session 6: Additional Issues and Impacts
- What this is likely to mean in practice?
- Solutions for ALM and liquidity risk management
- Buying or synthetic management
- Brokerage markets and custody
- Changing market liquidity
- Stress testing and scenario modelling – the role of governance
- The impact on bank strategy
Session 7: The Future – Challenges and Opportunities
Session 8: Summary, discussion and Q&A
Learning Objectives
By the conclusion of the course delegates will have gained a thorough understanding of the impact of current events on balance sheet management. Specifically, they will have addressed the following:
- Balance sheet management and its relationship with Asset and liability management (ALM)
- Options available for balance sheet management in the current environment
- Liquidity risk management and the impact of recent events
- Stress testing and the Net stable funding ration (NSFR) and liquidity coverage ratio (LCR)
- The impact of current events on Capital optimisation
- The impact of current events on liquidity optimisation and planning
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 Cisco WebEx to optimize 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
Updated Liquidity Risk and Balance Sheet Management in the Light of Current Events
Course Fee
Apply 10% discount code RISK10 by December 15, 2024 at check-out
Course Fee (per person):
GBP £1,995.00 (+ UK VAT when applicable)
Get in touch and see how Risk Reward can help you
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