Risk Management - Liquidity Risk for Banks (virtual classroom)

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  • Icon 18.11.2020
  • Icon 8 h
  • icon Formation à distance
  • Icon English
  • Icon BQ090CJ
320,00 EUR

*

(+3% TVA)

Virtual classroom


In response to the current situation related to the coronavirus COVID-19, the House of Training is delighted to announce that this training is now accessible as a virtual class.


This format, perfectly adapted to any staff member aiming to develop their skills remotely, has various benefits:

  • It allows you to train yourself while avoiding any physical movement

  • Maximum efficiency is guaranteed due to an adaptation of session durations according to this kind of training

  • Regular interaction between the trainer and the learners is assured thanks to modern technology tools

Registration is easy!


If you wish to attend this training, please click on “S'inscrire” and choose “virtual classroom”.


In order to conveniently attend the virtual classroom, kindly review the following recommendations.

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

Programmes


  • 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 materialds


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

Lieu

Télécharger le planning PDF

mer. 18.11.2020 à 09h00

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Liquidity Risk for Banks

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jeu. 19.11.2020 à 09h00

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Liquidity Risk for Banks

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