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 · Live 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
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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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.
Open the dossier →
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
Related programmes
Basel III Implementation Masterclass
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View programmeLiquidity Risk Management (including Basel III Liquidity Standards) Masterclass
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View programmeAdvanced Liquidity Management: Stress Testing, Contingency Planning & FTP
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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.