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.
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
Asset liquidity risk
Funding liquidity risk
Intraday Liquidity Risk Management
Liquidity Risk measurement
Balance sheet analysis
Contingency funding plan
Fund Transfer Pricing (FTP) Systems
This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.
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.
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
The training material will be handed out at the beginning of the course.
Chambre de Commerce Luxembourg7, rue Alcide de Gasperi
mer. 18.11.2020 à 08h308H
Liquidity Risk for Banks
- Chambre de Commerce Luxembourg
Chambre de Commerce Luxembourg