Bank Liquidity Funding Risk Management

Bank Liquidity & Funding Risk Management

Target Audience

RISK: Credit & Investment Exposure Management, Enterprise Risk Management. Vendor and IT Risk, Internal Control Management, Market and ALM Risk, Risk Infrastructure & Control

Audience Level

Intermediate & Advanced

Duration

3 Days: 9am – 4pm

Delivery

Online or In-class

The importance of liquidity risk management and the bank’s funding structure was shown by the failure of banks during the crisis.  Regulators have reacted by introducing liquidity and funding ratios and stress tests to try to identify banks’ exposure to liquidity risk.

This programme analyses liquidity risk in banks: how it arises, how it can be assessed and measured and how it can be managed.  It also examines the regulators’ response to bank failures in the crisis and their attempts to prevent future failures from lack of liquidity.

At the end of the course the participants would be able to:

  • Identifying liquidity risk: funding liquidity and market liquidity
  • Sources of liquidity risk
  • Liquidity risk in the context of the bank’s business model
  • Bank failures during the financial crisis
  • Liquidity Coverage Ratio (LCR)
  • Net Stable Funding Ratio (NSFR)
  • Internal Liquidity Adequacy Assessment Process (ILAAP)
  • Pillar 2 Liquidity
  • Liquidity Stress tests and Asset encumbrance
  • Stability, maturity and diversification of funding sources
  • Deposits: deposit segmentation
  • Wholesale market funding: money markets, capital markets and securitization, and refinancing risk
  • Derivatives and repo collateral / margin calls
  • Measures to assess funding risk
  • Categories of liquid and illiquid assets: fair value pricing
  • Collateralised transactions
  • Measures of asset liquidity
  • Liquidity management strategies, policies and practices
  • Liquidity costs and Cash flow projections
  • Liquidity buffer management, counterbalancing capacity

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If you are interested to find out more details about our courses, please fill in your details below and we will contact you.

JBA Training offers:

  • tailored, technical and soft skills training services to banks and finance companies
  • face to face or online training programmes
  • wide geographical spread for delivering courses across Europe, the Middle East, Africa and the Far East

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