Advanced Liquidity Risk Management

This virtual course will take you through the risks and solutions available to treasury functions with regard to advanced liquidity and capital management

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Advanced Liquidity Risk Management

June 29−30, 2020

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This live, virtual training course takes delegates through the risks and solutions available to treasury functions with regard to liquidity and capital management.  

Commencing with consideration of governance and the role of ALCO the course systematically takes delegates through the issues that they 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 funds transfer pricing and both capital and liquidity optimisation.

The interactive presentations will feature in-depth, technical content compressed into 60-minute sessions and spread out over two days to keep the content at the most engaging level and to facilitate communication between the course leader and participants.

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What will you learn?
  • A thorough understanding of the Basel III impacts on ALCO 

  • The implications of Net stable funding ration (NSFR) and liquidity coverage ratio (LCR)

  • How to model and optimise the balance sheet for liquidity purposes

  • Monitoring and controlling liquidity risks including hedging policies, stress testing and crisis management

  • The challenges and opportunities of intraday day liquidity management

  • Highly interactive classroom discussions, practical case studies and examples supported by presentations

Who should attend?

This course is designed for all treasury staff from intermediate to senior level. Other relevant departments may include but are not limited to: 

  • Asset-liability management 

  • Market risk

  • Balance sheet management

  • Quantitative analysis

  • Risk modelling 

  • Risk management 

  • Capital allocation 

Online training

Our live, virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants
Not the course for you?

Risk Training offers a great selection of courses in finance, risk management, regulation and derivatives across North America, Asia and Europe for you to choose from.

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