Managing Liquidity Risk

Reference:

Technical training

Risk Management

Webinar

Incompany

1 day

The Subprime Crisis of 2008 has often been described as a “liquidity crisis”. Since 2008, liquidity risk has become a major area of focus in risk management. The challenge for banks is how to manage their liquidity and protect themselves against liquidity risk. The purpose of this course is to provide participants with a good understanding of liquidity risk and how to manage it.

Course content

Introduction
Asset liquidity risk:
Collateral management
Tightness
Depth
Resilience
Funding liquidity risk
Liquidity risk measurement:
LVaR
Ratio approach
Monitoring tools
Stress testing
Liquidity gaps
Contingency funding plan
Fund transfer pricing (FTP)
Future trends

Target audience

Risk managers and other financial service professionals with at least 1 year experience in financial services who want to understand liquidity risk