Liquidity Risk Masterclass

This 3-day course on advanced risk management for banking institutions focuses on the best practices in modeling liquidity risk undertaken by leading financial institutions after the lessons learned from the global financial crisis. The course tackles liquidity risk in conjunction with other risk categories (traditionally seen as disjoint risk classes) such as market and credit risk. The course leads the attendees through all relevant liquidity risk measures that are being adapted to reflect the newly created complexities of modern financial markets such as analytics, forecasting, measurement and risk indicators & metrics. In addition, the course will cover the key areas of funds transfer pricing, stress testing, contingency planning and the new regulatory requirements under Basel III.

Top Learning Objectives

  • Effectively define and articulate a comprehensive liquidity risk appetite and operationalize it into the day to day risk taking activities
  • Redefine Liquidity stress testing scenarios and assumptions to the extent required, such as in a Black swan event scenario
  • Develop an effective and plausible contingency plan to ensure continuity, viability and effectiveness
  • Design and Build an allocation framework for liquidity that is acceptable to various business units
  • Understand and learn about all relevant liquidity risk measures that are being adapted to reflect the newly created complexities of modern financial markets
  • Gain in-depth knowledge on key areas of fund transfer pricing, stress testing, contingent planning and the new regulatory requirements under Basel III

Who Should Attend?

Risk and banking professionals who need to better understand the liquidity risk management challenges and strategy within a bank. More analytically the following professionals should attend this event:

  • CFOs, CROs, Risk Analysts
  • Treasurers
  • Liquidity Risk Managers
  • Market Risk Managers
  • Balance Sheet Managers
  • Traders
  • Finance / Capital Planning executives
  • Auditors (internal & external)
  • Regulators
  • Asset & Liability Managers

Event Details

17th – 19th February 2020
Singapore