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REGULATION AND MANAGEMENT OF LIQUIDITY AND FUNDING RISK

REGULATION AND MANAGEMENT OF LIQUIDITY AND FUNDING RISK

DATE: 26 – 28 OCTOBER 2020 | From 12:00 to 14:00 LEBANON TIME / GMT+3


BACKGROUND:

Liquidity and funding structure of a bank impacts both sides of its balance sheet given banks’ maturity transformation role. As such, liquidity risk management is one of the most important activities of any bank.

This seminar will cover the regulatory developments aimed at strengthening the liquidity adequacy and funding profile of banks and the practical considerations for the implementation of the global 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 how banks manage liquidity under stressed conditions
– 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
– Explain the main implementation issues associated with the LCR and NSFR and how they have been addressed.

WHO SHOULD ATTEND?

Mid-range employees & officers in Market Risk Departments.

PREREQUISITES:

The participants should have a good knowledge in Basel requirements
• Profound English is a must

COURSE LANGUAGE: ENGLISH ONLY

MAIN TOPICS AND AGENDA:

DAY 1:

– Identifying Liquidity Risk
– The case of Northern Rock
– Basel III Liquidity Coverage Ratio (LCR): Objective of the LCR and use of HQLA

DAY 2:

Basel III Liquidity Coverage Ratio (LCR):

– High Quality Liquid Assets (HQLA)
– Stressed Cash Outflow
– Stressed Cash Inflow
– Key implementation issues

DAY 3:

Net Stable Funding Ratio (NSFR)
– Available Stable Funding (ASF)
– Required Stable Funding (RSF)
– Key implementation issues
Other Liquidity monitoring tools

SPEAKER : One of the Most Important Experts Accredited by the Union of Arab banks.

For more information and registration kindly send an email to: [email protected]

October 26 2020

Venue

Union of Arab Banks

St. Mina, Omar Daouk, Al Hosn, Beirut
Beirut, Lebanon

+ Google Map

Phone:

9611377800

Visit Venue Website

REGULATION AND MANAGEMENT OF LIQUIDITY AND FUNDING RISK

REGULATION AND MANAGEMENT OF LIQUIDITY AND FUNDING RISK

DATE: 26 – 28 OCTOBER 2020 | From 12:00 to 14:00 LEBANON TIME / GMT+3


BACKGROUND:

Liquidity and funding structure of a bank impacts both sides of its balance sheet given banks’ maturity transformation role. As such, liquidity risk management is one of the most important activities of any bank.

This seminar will cover the regulatory developments aimed at strengthening the liquidity adequacy and funding profile of banks and the practical considerations for the implementation of the global 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 how banks manage liquidity under stressed conditions
– 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
– Explain the main implementation issues associated with the LCR and NSFR and how they have been addressed.

WHO SHOULD ATTEND?

Mid-range employees & officers in Market Risk Departments.

PREREQUISITES:

The participants should have a good knowledge in Basel requirements
• Profound English is a must

COURSE LANGUAGE: ENGLISH ONLY

MAIN TOPICS AND AGENDA:

DAY 1:

– Identifying Liquidity Risk
– The case of Northern Rock
– Basel III Liquidity Coverage Ratio (LCR): Objective of the LCR and use of HQLA

DAY 2:

Basel III Liquidity Coverage Ratio (LCR):

– High Quality Liquid Assets (HQLA)
– Stressed Cash Outflow
– Stressed Cash Inflow
– Key implementation issues

DAY 3:

Net Stable Funding Ratio (NSFR)
– Available Stable Funding (ASF)
– Required Stable Funding (RSF)
– Key implementation issues
Other Liquidity monitoring tools

SPEAKER : One of the Most Important Experts Accredited by the Union of Arab banks.

For more information and registration kindly send an email to: [email protected]

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