Liquidity Risk Management: Operationalising the LCR and NSFR Masterclass
The LCR and NSFR as working instruments of liquidity risk management — implementation, reporting and the cultural shift Basel III demands of the balance sheet.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Reporting an LCR above 100% is not the same as managing liquidity risk. The Basel Committee designed the LCR and NSFR to hold banks to their short- and long-term obligations through episodes of financial turbulence — but the ratios only serve their purpose when they are embedded in day-to-day balance-sheet management, not run as a quarterly compliance exercise. This masterclass places both ratios within the wider liquidity risk management function: calculation and fulfilment, Alternative Liquidity Approaches, the interplay with the leverage ratio, and the reporting supervisors expect. The cohort works through structured methodologies for embedding the Basel III ratios into funding diversification, contingency funding plans and the institution’s risk tolerances.
What you will do
Who attends
- Liquidity risk managers and Basel III reporting managers
- Risk managers, analysts and controllers
- Quantitative analytics teams
- Treasurers and treasury staff
Programme agenda
Built for the decisions no textbook prepares you for
I.The ratios in context
- The role of the LCR and NSFR within the liquidity risk function
- What the Basel Committee intended each ratio to catch
- Interplay between the LCR, NSFR and leverage ratio
II.Implementing the LCR
- LCR fulfilment and calculation in practice
- Alternative Liquidity Approaches (ALA)
- Common implementation challenges and how banks resolve them
III.Implementing the NSFR
- NSFR: challenges, implications and the way forward
- Funding source diversification
- Practical techniques to optimise strategies, policies and risk tolerances
IV.Embedding the framework
- Liquidity risk measurement, management and reporting
- Embedding the ratios into financial balance-sheet management
- Contingency funding plans
Frequently asked
How is this course different from a standard Basel III overview?
It treats the LCR and NSFR as working instruments of liquidity risk management rather than quarterly compliance returns. The cohort works through calculation and fulfilment, Alternative Liquidity Approaches, the interplay with the leverage ratio, and structured methodologies for embedding both ratios in funding diversification, contingency funding plans and the institution’s risk tolerances.
Who should attend the LCR and NSFR masterclass?
Liquidity risk managers and Basel III reporting managers, risk managers, analysts and controllers, quantitative analytics teams, and treasurers and treasury staff. It suits institutions that already report the ratios and now want them embedded in day-to-day balance-sheet management.
In which languages and formats does BIZENIUS run this programme?
BIZENIUS delivers the masterclass in English and French, with in-house editions tailored to your balance sheet, funding profile and supervisory context. Sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are provided on enquiry.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
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The Capability Arc™
Fix it · Advisory
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.