An event hosted by:

Learn about the fundamentals of liquidity risk including essential topics such as stress testing, regulation, governance, ratios and balance sheet optimisation.

The course will be held under Chatham House Rule to promote an open, discussion-based environment.

Day one of the course will begin with a session covering the current regulatory landscape with a focus on liquidity-related supervision such as LCR, ILAAP, and the ECB Liquidity Stress Test. Other sessions will include risk management & governance, and recovery and resolution. The day will end with an insight into the management of intraday liquidity and the consequences of not addressing it.

Day two will include four sessions from industry experts on topics such as liquidity stress testing, balance sheet optimisation, and Pillar 2 Liquidity. The final session will look at the interplay of LCR, NSFR & Leverage Ratio.

What will you learn?

The current regulatory landscape including LCR, ILAAP and the ECB Stress Test
Managing and measuring intraday liquidity
How to stress test liquidity including the obligations and best practices
Optimising the balance sheet
Interaction of regulatory requirements and internal risk appetite
Can LCR and LR/NSFR interact with unintended consequences for systematic risk?

Who Should Attend

Relevant departments may include but are not limited to:

Liquidity
Stress testing
Intraday liquidity
Recovery and resolution
Risk management
Regulation
Funding