Home > Training > Courses >  
   
 
LIQUIDITY RISK
 
     
  Summary Description  
  This workshop provides a comprehensive understanding of key risk factors leading to liquidity risk. The global financial crises experienced numerous examples of how leverage lead to confidence loss and portfolio deterioration and a negative feedback loop and liquidity deterioration.  
     
  Methodology  
  Presentations, case studies, group work and classroom discussion  
     
  Target Audience  
  Mid-office, treasury operations, relationship managers, credit review officers  
     
  Main Topics  
 
Definition of Liquidity Risk
- Transactional vs. Funding liquidity
- Liquidity and market confidence
- Interaction between liquidity risk, and other risk types
Sources of Liquidity Risk
- Roll risk and risk transformation
- Intra-group and intraday liquidity
- Funding concentration
- Cross-currency
- Franchise viability
- Marketable and non-marketable asset
- Off balance sheet
Liquidity governance
- Liquidity risk tolerance and risk appetite
- Governance framework
  Liquidity measurement
- Gap analysis[
- Modeling uncertain cash flows, and other metrics
Liquidity management
- Funding diversification
- Intraday liquidity
- Funds transfer pricing
- Buffer assets
- Stress testing
- Contingency planning ?Key risk indicators and associated triggers
Basel III
- Liquidity coverage ratio (LCR)
- Net Stable Funding Ratio (NSFR)
- Liquidity regulation: unintended consequences
 
       
 
  Duration  
  2 days  
     
   
ABOUT US
Who we Are
Our Team
Vision and Mission
Clients
Global Reach
Partners
SPECIALTY AREAS
Retail and Consumer Banking
Commercial Banking
Corporate and Investment Banking
Wealth Management
Treasury and Transaction Banking
Risk Management
Sales and Relationship Management
Financial Institution Management
Sustainable Finance
Leadership and Management
TRAINING
Overview
Courses
Delivery Formats
Training Methods
Traning Process
Training Values
Performance Approach
Post Training & Evaluation
Download PDF's
RISK CONSULTING
Overview
Consulting FAQs
Success Stories
 
CONTACT US
Work with us
International Offices
Contact Form
 
 
 
HOME
 
SOCIAL MEDIA
Facebook    Linkedin
Media Clorians Comunicação