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Description
Introduction
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.
Objectives
As part of the global certification program of the House of Training in Risk Management in Banking, this course aims at:
Understanding the nature and drivers of liquidity risk in banking
Reviewing key regulatory requirements and supervisory expectations
Exploring tools and methodologies for measuring and monitoring liquidity risk
Programme
- 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
Target Audience
Banking professionals seeking an advanced risk management certification with 5 years + of experience in the financial industry.
Conditions
Course Material
Please note that for environmental reasons no paper version of the training material will be provided for your training. The course material can be downloaded free of charge via your portal before the start of the course (download the Client Portal User’s Guide here). You will be able to view it on the screen of your mobile device or print it if necessary. If your registration has been made by a training manager of your company please contact him/her so that he/she can give you access to it or send it to you.
Certificate
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.
More details here: Professional Risk Management Certification.
Location
L-1615 Luxembourg
Luxembourg
Sessions and schedules
Duration 1H
Location Chambre de Commerce Luxembourg
- Tue 08.07.2025 08:45 to 11:45
- Thu 10.07.2025 08:45 to 11:45
- Tue 15.07.2025 08:45 to 11:45
- Tue 16.09.2025 08:45 to 11:45
- Tue 23.09.2025 08:45 to 11:45
- Thu 25.09.2025 08:45 to 11:45
- Tue 30.09.2025 08:45 to 11:45
- Tue 07.10.2025 08:45 to 11:45
- Tue 14.10.2025 08:45 to 11:45
- Tue 21.10.2025 08:45 to 11:45
- Tue 28.10.2025 08:45 to 11:45
- Thu 30.10.2025 08:45 to 11:45
- Tue 11.11.2025 08:45 to 11:45
- Tue 25.11.2025 08:45 to 11:45
- Thu 27.11.2025 08:45 to 11:45
- Tue 02.12.2025 08:45 to 11:45
- Thu 04.12.2025 08:45 to 11:45
- Tue 09.12.2025 08:45 to 11:45
- Thu 11.12.2025 08:45 to 11:45
- Tue 16.12.2025 08:45 to 11:45
- Thu 18.12.2025 08:45 to 11:45
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