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Risk Management - Liquidity Risk for Banks

8 heure(s)

Objectifs

Since the Financial Crisis of 2008, which has often been described as a "iquidity 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

Public cible

A 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.

Evaluation

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. More details: Professional Risk Management Certification.

Informations supplémentaires

Evaluation:

For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.

The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.

Voir les coordonnées de l'organisme


Le contenu de ce descriptif de formation est de la seule responsabilité de son auteur, l'organisme de formation House of Training.

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Caractéristiques
Organisation Formation inter-entreprise
Supports

The training material will be handed out at the beginning of the course.

Langues de prestation
Partenariat

In collaboration with: ALRiM - Risk Management Professionals in Luxembourg

Prochaines sessions
Du/Au Lieu Prix
04/03/20
  Centre de formation   320.00 €
Voir détails
09/06/20
  Centre de formation   320.00 €
Voir détails
18/11/20
  Centre de formation   320.00 €
Voir détails
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