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Description
Introduction
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.
Objectives
- 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
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
This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.
Conditions
Training 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.
Exam
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.
Certificate
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 here: Professional Risk Management Certification
Location
L-1615 Luxembourg
Luxembourg
Sessions and schedules
Durée 1H
Lieu Chambre de Commerce Luxembourg
- Tue 21.02.2023 08:45 à 11:45
- Thu 23.02.2023 08:45 à 11:45
- Tue 28.02.2023 08:45 à 11:45
- Tue 07.03.2023 08:45 à 11:45
- Tue 14.03.2023 08:45 à 11:45
- Tue 21.03.2023 08:45 à 11:45
- Tue 28.03.2023 08:45 à 11:45
- Thu 30.03.2023 08:45 à 11:45
- Tue 18.04.2023 08:45 à 11:45
- Tue 25.04.2023 08:45 à 11:45
- Thu 27.04.2023 08:45 à 11:45
- Tue 02.05.2023 08:45 à 11:45
- Tue 16.05.2023 08:45 à 11:45
- Tue 23.05.2023 08:45 à 11:45
- Thu 25.05.2023 08:45 à 11:45
- Tue 06.06.2023 08:45 à 11:45
- Tue 13.06.2023 08:45 à 11:45
- Tue 20.06.2023 08:45 à 11:45
- Tue 27.06.2023 08:45 à 11:45
- Thu 29.06.2023 08:45 à 11:45
- Tue 04.07.2023 08:45 à 11:45
- Tue 11.07.2023 08:45 à 11:45
- Thu 13.07.2023 08:45 à 11:45
- Tue 19.09.2023 08:45 à 11:45
- Tue 26.09.2023 08:45 à 11:45
- Thu 28.09.2023 08:45 à 11:45
- Tue 03.10.2023 08:45 à 11:45
- Tue 10.10.2023 08:45 à 11:45
- Tue 17.10.2023 08:45 à 11:45
- Tue 24.10.2023 08:45 à 11:45
- Thu 26.10.2023 08:45 à 11:45
- Tue 31.10.2023 08:45 à 11:45
- Tue 07.11.2023 08:45 à 11:45
- Tue 14.11.2023 08:45 à 11:45
- Tue 21.11.2023 08:45 à 11:45
- Tue 28.11.2023 08:45 à 11:45
- Thu 30.11.2023 08:45 à 11:45
- Tue 05.12.2023 08:45 à 11:45
- Tue 12.12.2023 08:45 à 11:45
- Thu 14.12.2023 08:45 à 11:45
- Tue 19.12.2023 08:45 à 11:45