About the Course
About the Event
Day one of the course will delivered by Patricia White the author, mentor and tutor for the ALMA’s Certificate in Bank ALM. She will deliver session on what liquidity risk is, the metrics and what went wrong during the financial crisis. This will lead in to a session on the regulatory standards post crisis and the ECB 2019 stress test. The afternoon will consist of sessions on risk management, governance and recovery and resolution.
Day two will include four sessions from industry experts on topics such as PRA Pillar 2 liquidity, liquidity stress testing and balance sheet optimisation. The stress testing session will include funding obligations, buffers and best practices.