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Liquidity Risk Measurement and Management

17-19 November 2019 Muscat – Oman Crowne Plaza Hotel

Workshop Outlines

Liquidity is the lifeblood of all financial intermediaries, and is needed to fund assets and meet obligations as they come due, without incurring unacceptable losses. As such, maintaining sufficient liquidity is critical to the ongoing viability of any financial institution, and liquidity risk management is one of the most important activities of any bank.

Basel III drove home the importance of liquidity to the proper functioning of the banking sector. The difficulties experienced by some banks, during the latest financial crisis were due to lapses in basic principles of liquidity risk management.

This workshop sets out the practical considerations for the implementation of the new liquidity standards.

Workshop Objectives:

  • 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.

Prerequisite Knowledge:

In order to get maximum benefit from this Workshop, Each participant should have fundamental-level subjects related to Liquidity Risk Management applications. Participants should also be familiar with the mechanics of the Basel III – LCR and NSFR Standards.

Fluent English is a must.

Main topics covered:

Day one:

  • Identifying Liquidity Risk
  • The case of Northern Rock
  • Liquidity Risk Management

Day two:

  • Basel III Liquidity Coverage Ratio (LCR):
  • High Quality Liquid Assets (HQLA)
  • Stressed Cash Outflow
  • Stressed Cash Inflow
  • Key implementation issues
  • Case studies

Day three:

  • Net Stable Funding Ratio (NSFR)
  • Available Stable Funding (ASF)
  • Required Stable Funding (RSF)
  • Key implementation issues
  • Liquidity stress testing
  • Other Liquidity monitoring tools
  • Case studies

Who should attend this workshop?

  • Risk officers
  • Treasury officers
  • Finance officers
  • Internal Auditors
  • Bank Regulators
  • Bank Examiners (Off-Site & On-Site)
  • Financial Stability officers

Speaker

Mr. Rabih Nehme:

Director of Risk Assessment Department at the Banking Control Committee – Lebanon.

Joined the Banking Supervisory Committee in 1998. He holds a Master’s degree in Banking and Financial Economics from the Lebanese University with an “Excellence” and an International Certificate in Banking Risk and Legislation from the International Association of Risk Specialists (GARP).

Expert certified by the Basel Committee on Banking Supervision

Mr. Nehme is a university professor in Lebanon and a certified lecturer at the Union of Arab Banks and other Arab institutions.

Participated in dozens of conferences, forums and workshops in Arab and foreign countries.

December 17 2019

Venue

CROWNE PLAZA HOTEL

Muscat – Oman Crowne Plaza Hotel
Muscat, Oman

+ Google Map

Schedule

  • Day one:
  • Identifying Liquidity Risk
  • The case of Northern Rock
  • Liquidity Risk Management
  • Day two:
  • Basel III Liquidity Coverage Ratio (LCR):
  • High Quality Liquid Assets (HQLA)
  • Stressed Cash Outflow
  • Stressed Cash Inflow
  • Key implementation issues
  • Case studies
  • Day three:
  • Net Stable Funding Ratio (NSFR)
  • Available Stable Funding (ASF)
  • Required Stable Funding (RSF)
  • Key implementation issues
  • Liquidity stress testing
  • Other Liquidity monitoring tools
  • Case studies
  •  
Liquidity Risk Measurement and Management
17 - 19 December 2019

17-19 November 2019 Muscat – Oman Crowne Plaza Hotel

Workshop Outlines

Liquidity is the lifeblood of all financial intermediaries, and is needed to fund assets and meet obligations as they come due, without incurring unacceptable losses. As such, maintaining sufficient liquidity is critical to the ongoing viability of any financial institution, and liquidity risk management is one of the most important activities of any bank.

Basel III drove home the importance of liquidity to the proper functioning of the banking sector. The difficulties experienced by some banks, during the latest financial crisis were due to lapses in basic principles of liquidity risk management.

This workshop sets out the practical considerations for the implementation of the new liquidity standards.

Workshop Objectives:

  • 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.

Prerequisite Knowledge:

In order to get maximum benefit from this Workshop, Each participant should have fundamental-level subjects related to Liquidity Risk Management applications. Participants should also be familiar with the mechanics of the Basel III – LCR and NSFR Standards.

Fluent English is a must.

Main topics covered:

Day one:

  • Identifying Liquidity Risk
  • The case of Northern Rock
  • Liquidity Risk Management

Day two:

  • Basel III Liquidity Coverage Ratio (LCR):
  • High Quality Liquid Assets (HQLA)
  • Stressed Cash Outflow
  • Stressed Cash Inflow
  • Key implementation issues
  • Case studies

Day three:

  • Net Stable Funding Ratio (NSFR)
  • Available Stable Funding (ASF)
  • Required Stable Funding (RSF)
  • Key implementation issues
  • Liquidity stress testing
  • Other Liquidity monitoring tools
  • Case studies

Who should attend this workshop?

  • Risk officers
  • Treasury officers
  • Finance officers
  • Internal Auditors
  • Bank Regulators
  • Bank Examiners (Off-Site & On-Site)
  • Financial Stability officers

Speaker

Mr. Rabih Nehme:

Director of Risk Assessment Department at the Banking Control Committee – Lebanon.

Joined the Banking Supervisory Committee in 1998. He holds a Master’s degree in Banking and Financial Economics from the Lebanese University with an “Excellence” and an International Certificate in Banking Risk and Legislation from the International Association of Risk Specialists (GARP).

Expert certified by the Basel Committee on Banking Supervision

Mr. Nehme is a university professor in Lebanon and a certified lecturer at the Union of Arab Banks and other Arab institutions.

Participated in dozens of conferences, forums and workshops in Arab and foreign countries.

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