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Practical Implementation of Global Liquidity Standards LCR & NSFR

Practical Implementation of Global Liquidity Standards LCR & NSFR

29 – 30 APRIL 2019  Gulf Hotel  Manama – Kingdom of Bahrain  


BACKGROUND

Maintaining sufficient liquidity is critical to the ongoing viability of any financial institution, and liquidity risk management is one of the most important lessons learned from the latest financial Crisis.

Basel III has introduced a new global framework for liquidity regulation in addition to strengthening the existing rules for bank capital.

The liquidity framework issued by the Basel Committee on Banking Supervision (BCBS) comprises the Liquidity Coverage Ratio (LCR), which requires banks to hold sufficient high-quality liquid assets to survive a 30-day period of market stress, and the Net Stable Funding Ratio (NSFR), a structural metric for liquidity.

This workshop provides an overview of the reforms to the existing Liquidity Management practices and sets out the transitional arrangements introduced by the Basel Committee to implement the new liquidity standards.

OBJECTIVES:

 On completion of this workshop, participants will be able to:

Understand key liquidity risk concepts and how they affect a bank’s liquidity risk profile Explain the role of Stress Testing in Liquidity Risk Management
Present the objectives and the structure of the two liquidity standards – Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
Describe how standardized stressed cash flows are used to calibrate the LCR

 MAIN TOPICS:

Day 1:

the liquidity standards in the regulatory context
the basics of the LCR and NSFR
The other qualitative and quantitative requirements, metrics and methodologies used in the
liquidity supervision field

Day 2:

Liquidity New Concepts & dynamics
Liquidity Framework standard:
The Liquidity Coverage Ratio (LCR)
Liquidity Stress Test
Components of High Quality Liquid Assets
The Bahrainy jurisdictions
Cash inflows & Cash Outflows
Numerical exercises on LCR implementation
Liquidity Framework standard:
The Net Stable Funding Ratio (NSFR)
Case study : GIB-BAHRAIN experiment

WHO SHOULD ATTEND THIS WORKSHOP

Bank examiners & regulators
Financial Control officers
Risk Management officers
Treasury officers
Internal Auditors

PREREQUISITES:

In order to get maximum benefit from this Workshop, participants should have fundamental
Knowledge of Basel II and Basel III requirements.

 Profound English is a must.

SPEAKERS:

Mr. Jurgen Janssens

Deputy Head of Prudential Regulation and Financial Stability Department
National Bank of Belgium – Brussels Area, Belgium

Department covers bank, AML & macro- prudential regulation and analysis (50 staff members)
Member of the Basel Committee’s (BCBS) Policy Development Group
Co-chair of the Basel Committee’s (BCBS) Working Group on Liquidity

Education:
KU Leuven

Master in Science of Economics, September 1998, Cum Laude, International and Monetary Economics.

Mr. Rahul Thomas

Rahul is the Head of Balance Sheet Management at Gulf International Bank and has been with the Bank for the past 12 years. In his current role he oversees the ALM, market risk, liquidity risk and capital management functions of the bank. He is also responsible for Bank’s IFRS 9 portfolio provision methodology and in ensuring that the Bank is in compliance with the recent regulation issued by the Central Bank of Bahrain with respect to Liquidity risk management , Interest rate risk in the Banking book and ICAAP.  Prior to joining GIB he worked at Investcorp, KPMG and Deutsche Bank. Rahul is both a CFA charter holder and a Chartered Accountant. He has also been awarded the FRM certification from the Global Association of Risk Professionals, New York.

Mr. Awais Chaudhry

Mr. Awais has over 10 years of experience in the Banking industry in North America and GCC markets overseeing the Market Risk and Liquidity Risk. He has extensive experience in relation to managing the interest rate risk in the banking book as well as the internal liquidity adequacy process. Awais has set up the Product Control function under Market Risk at Bank ABC. He gained diverse experience at Citigroup in New York overseeing the Structured Credit Products during the financial crises of 2008. Awais is a University of Toronto graduate and a holder of CPA.

Angshuman Dey

Angshuman is a financial services professional with more than 15 years of project management, implementation and advisory experience in Banking and Financial Sector. He specializes financial risk management (Credit , market and liquidity risk), SME credit appraisal, capital planning , management and stress testing. He has been advising large Banks and regulators on Risk framework development, implementation and review process. He has trained banking professionals in large banks across geographies in  Credit Rating, Market Risk Management and Asset Liability Management (Basel 3, IRRBB  Basel D 368) area in course of implementation of product/policy framework.

He is a post graduate in  Business Administration with specialization in Finance and holds a Bachelor Hons. degree in chemistry  physics and mathematics.

Mohamed Al Shamma

Mohamed is a financial services professional with more than 6 years of experience in risk management advisory services, risk based internal audit and compliance reviews. He specializes in market, liquidity risks and stress testing. He has been working with Large Banks and the local regulator (CBB) on risk management framework development, implementation and review process. He assisted the CBB with the development of the recently released liquidity risk management for retail and wholesale banks and is currently advising large Banks on the implementation and review/validation of the liquidity management framework.

SCHEDULE AND LANGUAGE:
Registration: the first day from 8am to 9 am.

Schedule : from 9:00 am to 15:00 pm daily.

Workshop language: English.

April 29 2019

Venue

Gulf Hotel – Manama Kingdom of Bahrain

Gulf Hotel - Manama - Bahrain
Manama, Bahrain

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Practical Implementation of Global Liquidity Standards LCR & NSFR

Practical Implementation of Global Liquidity Standards LCR & NSFR

29 – 30 APRIL 2019  Gulf Hotel  Manama – Kingdom of Bahrain  


BACKGROUND

Maintaining sufficient liquidity is critical to the ongoing viability of any financial institution, and liquidity risk management is one of the most important lessons learned from the latest financial Crisis.

Basel III has introduced a new global framework for liquidity regulation in addition to strengthening the existing rules for bank capital.

The liquidity framework issued by the Basel Committee on Banking Supervision (BCBS) comprises the Liquidity Coverage Ratio (LCR), which requires banks to hold sufficient high-quality liquid assets to survive a 30-day period of market stress, and the Net Stable Funding Ratio (NSFR), a structural metric for liquidity.

This workshop provides an overview of the reforms to the existing Liquidity Management practices and sets out the transitional arrangements introduced by the Basel Committee to implement the new liquidity standards.

OBJECTIVES:

 On completion of this workshop, participants will be able to:

Understand key liquidity risk concepts and how they affect a bank’s liquidity risk profile Explain the role of Stress Testing in Liquidity Risk Management
Present the objectives and the structure of the two liquidity standards – Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
Describe how standardized stressed cash flows are used to calibrate the LCR

 MAIN TOPICS:

Day 1:

the liquidity standards in the regulatory context
the basics of the LCR and NSFR
The other qualitative and quantitative requirements, metrics and methodologies used in the
liquidity supervision field

Day 2:

Liquidity New Concepts & dynamics
Liquidity Framework standard:
The Liquidity Coverage Ratio (LCR)
Liquidity Stress Test
Components of High Quality Liquid Assets
The Bahrainy jurisdictions
Cash inflows & Cash Outflows
Numerical exercises on LCR implementation
Liquidity Framework standard:
The Net Stable Funding Ratio (NSFR)
Case study : GIB-BAHRAIN experiment

WHO SHOULD ATTEND THIS WORKSHOP

Bank examiners & regulators
Financial Control officers
Risk Management officers
Treasury officers
Internal Auditors

PREREQUISITES:

In order to get maximum benefit from this Workshop, participants should have fundamental
Knowledge of Basel II and Basel III requirements.

 Profound English is a must.

SPEAKERS:

Mr. Jurgen Janssens

Deputy Head of Prudential Regulation and Financial Stability Department
National Bank of Belgium – Brussels Area, Belgium

Department covers bank, AML & macro- prudential regulation and analysis (50 staff members)
Member of the Basel Committee’s (BCBS) Policy Development Group
Co-chair of the Basel Committee’s (BCBS) Working Group on Liquidity

Education:
KU Leuven

Master in Science of Economics, September 1998, Cum Laude, International and Monetary Economics.

Mr. Rahul Thomas

Rahul is the Head of Balance Sheet Management at Gulf International Bank and has been with the Bank for the past 12 years. In his current role he oversees the ALM, market risk, liquidity risk and capital management functions of the bank. He is also responsible for Bank’s IFRS 9 portfolio provision methodology and in ensuring that the Bank is in compliance with the recent regulation issued by the Central Bank of Bahrain with respect to Liquidity risk management , Interest rate risk in the Banking book and ICAAP.  Prior to joining GIB he worked at Investcorp, KPMG and Deutsche Bank. Rahul is both a CFA charter holder and a Chartered Accountant. He has also been awarded the FRM certification from the Global Association of Risk Professionals, New York.

Mr. Awais Chaudhry

Mr. Awais has over 10 years of experience in the Banking industry in North America and GCC markets overseeing the Market Risk and Liquidity Risk. He has extensive experience in relation to managing the interest rate risk in the banking book as well as the internal liquidity adequacy process. Awais has set up the Product Control function under Market Risk at Bank ABC. He gained diverse experience at Citigroup in New York overseeing the Structured Credit Products during the financial crises of 2008. Awais is a University of Toronto graduate and a holder of CPA.

Angshuman Dey

Angshuman is a financial services professional with more than 15 years of project management, implementation and advisory experience in Banking and Financial Sector. He specializes financial risk management (Credit , market and liquidity risk), SME credit appraisal, capital planning , management and stress testing. He has been advising large Banks and regulators on Risk framework development, implementation and review process. He has trained banking professionals in large banks across geographies in  Credit Rating, Market Risk Management and Asset Liability Management (Basel 3, IRRBB  Basel D 368) area in course of implementation of product/policy framework.

He is a post graduate in  Business Administration with specialization in Finance and holds a Bachelor Hons. degree in chemistry  physics and mathematics.

Mohamed Al Shamma

Mohamed is a financial services professional with more than 6 years of experience in risk management advisory services, risk based internal audit and compliance reviews. He specializes in market, liquidity risks and stress testing. He has been working with Large Banks and the local regulator (CBB) on risk management framework development, implementation and review process. He assisted the CBB with the development of the recently released liquidity risk management for retail and wholesale banks and is currently advising large Banks on the implementation and review/validation of the liquidity management framework.

SCHEDULE AND LANGUAGE:
Registration: the first day from 8am to 9 am.

Schedule : from 9:00 am to 15:00 pm daily.

Workshop language: English.

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