This two day course focuses on the best practices in measuring, managing and controlling liquidity risk undertaken by leading financial institutions after the lessons learned from the global financial crisis. The course tackles liquidity risk in conjunction with other risk categories such as interest rate and credit risk.
The course leads the attendees through all relevant liquidity risk measures that are being adapted to reflect the newly created complexities of modern financial markets such as analytics, forecasting, measurement and risk indicators and metrics. In addition, the course will cover the key areas of funds transfer pricing, stress testing, contingent planning and the new regulatory requirements under Basel III.
Summary of course content
- Look critically at liquidity risk and how it can be managed and controlled
- Understand current industry best practice
- Learn from problems other institutions have experienced
- Understand the regulatory developments and their impacts on banks
- Define and articulate a comprehensive liquidity risk appetite and operationalise it into the day-to-day risk taking activities
- Understand liquidity risk measures
- Implement modern key risk indicators/metrics
- Define liquidity stress testing scenarios and assumptions
- Develop an effective and plausible contingency plan
Teaching methodology will include lectures, discussions and case studies.
Who Should Attend?
- CFOs, CROs
- Liquidity Risk Managers
- Treasury Executives
- Market Risk Managers
- Finance/Capital Planning Executives
- Auditors (Internal & External)
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met.
Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants’ business activities or job roles.
The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.