LIQUIDITY RISK MANAGEMENT (LRM) TRAINING

Service Description

Day 1: Introduction to Liquidity Risk Management 1. Overview of Liquidity Risk in the Financial Industry 2. Types of Liquidity Risk (Funding, Market, Asset, Liability, etc.) 3. Importance of Liquidity Risk Management in Financial Operations 4. Regulatory Framework (Basel Accord Standards) and its Significance 5. Role of Liquidity Risk in Regulatory Compliance 6. Liquidity Ratios and Metrics (Liquidity Coverage Ratio, Net Stable Funding Ratio) 7. Cash Flow Forecasting and Stress Testing 8. Liquidity Risk Data and Data Sources 9. Liquidity Risk Mitigation Techniques (Contingency Funding Plan, Asset-Liability Management) Day 2: Regulatory Capital Requirements (Basel III) 1. Basel III Liquidity Requirements and Objectives 2. Liquidity Coverage Ratio (LCR) and its Calculation 3. Net Stable Funding Ratio (NSFR) and its Calculation 4. Liquidity Risk Mitigation under Basel III 5. Basel III Reporting and Documentation 6. Determining Regulatory Capital for Liquidity Risk 7. Capital Buffers and Stress Testing 8. Basel III Compliance and Reporting 9. Case Studies and Hands-on Exercises Day 3: Economic Capital and Liquidity Risk Modeling 1. Understanding Economic Capital for Liquidity 2. Economic Capital vs. Regulatory Capital 3. Estimating Economic Capital for Liquidity Risk 4. Liquidity Stress Testing and Scenario Analysis 5. Risk Appetite and Capital Allocation 6. Liquidity Risk Modeling Approaches 7. Stress Testing and Contingency Planning 8. Liquidity Risk Model Validation 9. Backtesting and Model Performance Evaluation Day 4: Liquidity Risk Management in Practice 1. Liquidity Risk Governance and Policies 2. Liquidity Risk Limits and Exposure Management 3. Liquidity Risk Monitoring and Early Warning Systems 4. Liquidity Risk Reporting and Documentation 5. Case Studies on Liquidity Risk Management Best Practices 6. Reporting Liquidity Risk in Financial Statements 7. IFRS 9 and Its Impact on Liquidity Risk Reporting 8. Liquidity Stress Testing and Scenarios in Financial Reporting 9. Disclosure Requirements for Liquidity Risk Day 5: Liquidity Risk and Regulatory Compliance 1. Role of Regulatory Authorities in Liquidity Risk Oversight 2. Key Compliance Requirements (LCR, NSFR, Reporting) 3. Compliance Risk and Liquidity Risk Interplay 4. Internal and External Audits 5. Case Studies on Regulatory Compliance 6. Liquidity Risk Management Systems and Tools 7. Advanced Analytics and Machine Learning in Liquidity Risk Management 8. Future Trends and Challenges in LRM

Contact Details

• Ability House, 121 Brooker Road, Waltham Abbey, UK

  +442081453355

  info@implementbaselaccord.com