Training - Risk Management - Liquidity Risk for Banks

How long does the training course last?

8,00 hours(s)

In which language(s) is the training course taught?

When will the next session take place?

Who is organising this training course?

Fondation créée en 2015 par la Chambre de Commerce et l’Association des Banques et Banquiers Luxembourg (ABBL), la House of Training est un organisme agréé de formation professionnelle continue qui s'engage à contribuer activement à la compétitivité et à l'attractivité du Luxembourg en développant les compétences de ceux qui font vivre son économie.

Who is the training course aimed at?

Banking professionals seeking an advanced risk management certification with 5 years + of experience in the financial industry.

What are the aims or the skills being targeted?

Effective liquidity risk management is essential for the stability and resilience of financial institutions. This training provides banking professionals with a clear understanding of how liquidity risk manifests and impacts bank operations, the regulatory landscape, and the main tools and techniques necessary to measure and monitor liquidity risk. Through practical examples and real-world insights, participants will deepen their knowledge of liquidity risk and enhance their capacity to anticipate and respond to funding and market liquidity challenges.

By the end of this course, participants will be able to :

Understand the nature and drivers of liquidity risk in banking
Review key regulatory requirements and supervisory expectations
Explore tools and methodologies for measuring and monitoring liquidity risk

What does the training course cover?

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

What will you receive at the end of the training course?

This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 11 days of training in Risk Management and pass the exam for each course.