Risk Management - Liquidity Risk for Banks

En collaboration avec
320,00 EUR

*

(+3% TVA)
*Prix d'inscription de base, variable selon options choisies.

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.

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

Course material


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

Lieu

Télécharger le planning PDF

mer. 04.03.2020 à 08h30

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Liquidity Risk for Banks

  • icon Chambre de Commerce Luxembourg
Télécharger le planning PDF

mar. 09.06.2020 à 08h30

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Liquidity Risk for Banks

  • icon Chambre de Commerce Luxembourg
Télécharger le planning PDF

mer. 18.11.2020 à 08h30

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Liquidity Risk for Banks

  • icon Chambre de Commerce Luxembourg
  • Durée

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    3 h

  • Lieu

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    Chambre de Commerce Luxembourg

Thu 19.12.2019

08h45

Tue 07.01.2020

08h45

Tue 14.01.2020

08h45

Tue 21.01.2020

08h45

Tue 28.01.2020

08h45

Thu 30.01.2020

08h45

Tue 04.02.2020

08h45

Tue 11.02.2020

08h45

Tue 25.02.2020

08h45

Thu 27.02.2020

08h45

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