Advanced Liquidity Management – Stress Testing, Contingency Planning & FTP
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
Liquidity stress testing forms the backbone of measuring liquidity risk. In this programme, participants will develop a complete liquidity stress testing framework. Particular emphasis is placed on stressed modelling of behavioural elements of the on- and off-balance sheet, namely non-maturity liabilities, prepayment risks and liquidity/credit facilities. Derivatives collateral posting requirements are also modelled under stressed conditions.
The liquidity risk measurement through stress testing is then related to the bank’s liquidity buffer to give a survival horizon, which is in turn linked to the contingency funding plan. Finally, liquidity funds transfer pricing techniques for the full range of banking activities are explained as a means to instil the correct pricing of liquidity risk throughout the bank.
BENEFITS OF ATTENDING
- Learn how to implement a state-of-the-art liquidity stress-testing model, capturing the most challenging to model stressed behavioural drivers, including non-maturity liabilities, prepayments, liquidity/credit facilities and derivatives collateral posting requirements
- Use a structured approach to assess liquidity risk management, asset and liability management and funding strategy
- Learn how to manage liquidity through a crisis – recognizing crisis onset early on through key risk indicators and activating a well-designed contingency funding plan
- Understand how banks forecast, control and stress-test their liquidity sources and uses (on and off balance sheet) and build a contingency funding plan to address stress cash outflows
- Identify banks with weak liquidity and contingency planning within the context of the bank’s role within the financial system
- Review and implement a best-practice liquidity funds transfer pricing framework spanning the full range of banking activities
- Assess changing regulations and supervisory guidance on the management of bank liquidity
WHO SHOULD ATTEND
- Risk managers
- Bank regulators
- Liquidity risk analysts and liquidity risk modellers
- Liquidity risk managers
- ALCO and risk committee members
- Treasurers and treasury staff members
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.