Risk Management - Liquidity Risk for Banks

Formation inter-entreprise

À qui s'adresse la formation?

This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.

Durée

8,00 heure(s)

Langues(s) de prestation

EN

Prochaine session

25.04.2024
Lieu
Luxembourg

Prix

350,00€

Objectifs

Since the Financial Crisis of 2008, which has often been described as a "liquidity crisis", liquidity risk has become a major area of focus in risk management. Many of the changes in Basel III target liquidity risk and how banks can protect themselves against it. The purpose of this course is to provide participants with a good understanding of liquidity risk and how to manage it.

  • Understand the various forms of liquidity risk and their sources
  • Analyse funding and asset liquidity risk
  • Judge the impact of governance and organisational structure on liquidity risk
  • Apply the most common methods for measuring liquidity risk
  • Develop a contingency funding plan
  • Evaluate the regulatory environment for liquidity risk in banks

Contenu

  • Introduction
  • Asset liquidity risk
    • Collateral management
    • Tightness
    • Depth
    • Resilience
    • Immediacy
  • Funding liquidity risk
    • Diversification
    • Cliff effects
    • Deposits
  • Intraday Liquidity Risk Management
  • Liquidity Risk measurement
    • LVaR
    • Balance sheet analysis
    • Ratio approach
    • Monitoring tools
    • Stress testing
    • Liquidity gaps
  • Contingency funding plan
  • Fund Transfer Pricing (FTP) Systems
  • Future trends

Certificat, diplôme

This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course.

Prochaine session

Date
Ville
Language & prix
25.04.2024
Luxembourg
EN 350,00€
07.11.2024
Luxembourg
EN 350,00€

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