Approaches to Liquidity Risk Management Thailand

This training course is designed to give delegates fundamental sessions on liquidity risk, governance, stress testing and regulatory standards post crisis.


Approaches to Liquidity Risk Management

5-6 September 2019
Bangkok, Thailand



Learn about the fundamentals of liquidity risk by covering essential topics such as stress testing, regulation, governance and NSFR, LCR and leverage ratios. 

About the Course

Day one of the course will have sessions 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 sessions will include funding obligations, systemic risk and early warning signals, buffers and best practices. 

Group Discussion
What Will You Learn?
  • The fundamentals of liquidity risk
  • The regulatory response for liquidity management
  • Creating contingency plans for funding
  • How to stress test liquidity and what the obligations and best practices are
  • How to optimise your balance sheet
  • What LCR, NSFR and the leverage ratio are and how they are calculated
Who Should Attend

Relevant departments may include but are not limited to:

  • Liquidity
  • Stress testing
  • Intraday liquidity
  • Recovery and resolution
  • Risk management
  • Regulation
  • Funding
Sessions Include
  • What is Liquidity Risk?
  • Regulatory Standards Post-Crisis
  • Risk Management & Governance  
  • Recovery & Resolution 
  • PRA Pillar 2 Liquidity 
  • Strategic Balance Sheet Management – Optimising the Balance Sheet
  • Liquidity Stress Testing  
  • Interplay of LCR, NSFR & Leverage Ratio