Agenda

Agenda

Stress-Testing against Liquidity Risk | Agenda

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Course Tutor: Dennis Cox, Founder and Chief Executive, Risk Reward

Live virtual course | Below agenda timing is in BST.

Respective time in HKT:
Start: 8:30am BST | 3:30pm HKT
Break (1): 9:30am BST | 4:30pm HKT
Break (2): 10:45am BST | 5:45pm HKT
Break (3): 12:00pm BST | 7.00pm HKT
Finish: 1.15pm BST | 9.15pm HKT

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08:3009:30

Liquidity risk and how it impacts the region

08:00 - 09:00

  • Liquidity risk main concepts and sources
  • Introduction to understanding the expectations of the regulators
  • Examining the current regulations beyond the Global Crisis and its impact in Asia
  • Trends within liquidity management and their impact on the global markets

09:3009:45

Break

10:15 - 11:15

09:4510:45

Regulatory liquidity stress-testing requirements

09:00 - 10:00

  • Regulatory authorities stress-testing methods and models explained
  • Understanding Liquidity Coverage Ratio (LCR) and calculations
  • In-depth examining Net Stable Funding Ratio (NSFR) for banks and NSFR calculations examples
  • The implications of LCR and NSFR- funds transfer pricing, funding mix, liquid assets buffer management and business model choices

10:4511:00

Break

10:15 - 11:15

11:0012:00

Building a practical stress testing framework - governance

10:15 - 11:15

  • Establishing a strong stress testing framework and understanding the principles that underpin the approach
  • Implementing and optimising the stress testing processes
  • Key components of an effective stress testing programme
  • Case studies

12:0012:15

Break

10:15 - 11:15

12:1513:15

Understanding the interest rate risk in the banking book (IRRBB) framework

11:15 - 12:15

  • IRRBB introduction
  • Regulatory requirements

08:3009:30

Implementation for contingency planning and funding

08:00 - 09:00

  • Stress scenarios
  • Planning for the stress scenarios
  • Creating the Contingency Funding Plan
  • Testing the plan

09:3009:45

Break

10:15 - 11:15

09:4510:45

Stress-testing scenario development

09:00 - 10:00

  • Liquidity stress events – real life examples
  • Lessons to be learned
  • Develop stress scenarios
  • Test of the scenarios

10:4511:00

Break

10:15 - 11:15

11:0012:00

Liquidity risk and how it impacts the region

08:00 - 09:00

  • Liquidity risk main concepts and sources
  • Introduction to understanding the expectations of the regulators
  • Examining the current regulations beyond the Global Crisis and its impact in Asia
  • Trends within liquidity management and their impact on the global markets

12:0012:15

Break

10:15 - 11:15

12:1513:15

Embedding stress-testing and liquidity risk into your organisation

11:15 - 12:15

  • Metrics needed to manage Liquidity Risk
  • Understanding roles and responsibilities
  • How to communicate the stress testing results effectively within the organisation