£780 – £960

Advanced Liquidity and Funding Risk

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Angel Court

London

EC2R 7HJ

United Kingdom

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Overview

From 1st Jan 2018 the Basel Committee expect that the NSFR is being monitored by banks, however in Europe the process of both the definition and calibration is still being considered by both the European Parliament and Council. It is important for those working in both the wider Finance, alongside Asset and Liability Management areas, to understand the possible impact of this metric on both markets and institution.

This course considers in depth the NSFR ratio alongside its interaction with the LCR and in addition updates practitioners on the pillar 2 liquidity requirements alongside ILAAP and intraday updates. It also considers how funds transfer pricing will need to align to these metrics.
As part of the key learning outcomes from this one-day workshop, Chris Blake, Senior Manager, Liquidity and Funding Risk, at HSBC will assess the impact of the new regulatory liquidity and funding frameworks on your firm.


In this advanced-level, practical workshop you will gain a thorough understanding of the best and latest practices in liquidity and funding risk management undertaken by leading financial institutions.

You’ll explore the following topics:

  • Measuring Liquidity and Funding Risk: liquidity and funding metrics

  • Liquidity and Funding strategy – Bank policy and risk appetite

  • Liquidity policy

  • Intraday liquidity management, monitoring and regulatory requirements.

  • Stress testing, scenario analysis and planning for failure

  • Funds Transfer Pricing

  • Bank Regulations, Basel III and the NSFR

  • How funds transfer pricing may need to become aligned to NSFR

By the end of the workshop you will:

  • learn best practice within leading international banks

  • develop a consistent methodology to measure, monitor and manage liquidity and funding risk

  • assess the impact of liquidity and funding risk on pricing and funding of securities

  • assess the implications of regulatory requirements on your firm

  • understand the measures being taken by the government and regulator to mitigate the effect on liquidity of any future financial crisis

Who is the workshop for?

Regulators, analysts, risk and banking professionals who need to better understand the liquidity risk management challenges and strategy within a bank will find this workshop invaluable.

Why should you attend?

  • This workshop will keep you current with the very latest updates from regulators on intraday liquidity and the NSFR.

  • You will gain maximum benefit from being taught by a senior liquidity risk practitioner who will showcase how leading banks are meeting the challenges of the new liquidity environment.

  • Undertake practical case studies to help you understand and implement regulatory changes in your organisation.

  • The handouts provided to you will serve as a valuable reference guide when you need to implement what you have learned.

  • Gain CPD points when you complete this workshop.


Who should attend?

Regulators, analysts, risk and banking professionals who need to better understand the liquidity risk management challenges and strategy within a bank or firm will find this workshop invaluable.


Trainer

Christopher Blake, Senior Manager, Liquidity Risk, Group Asset & Liability Management, HSBC

Chris currently works for HSBC in the Group Asset, Liability and Capital Management area with specific responsibility for Liquidity Risk, including ensuring the executive board is aware that the liquidity risk appetite of HSBC group is being adhered to. Previously he was a risk specialist in ALM for the FSA, leading on the setting of Individual Liquidity Guidance for regulated firms and the implementation of FSA liquidity rules. Prior to that he worked as a Money Market and Interest Rate Derivatives trader for Investec, alongside experience in Retail banking in London, Private banking in Switzerland and Off Balance Sheet vehicles.

Chris has a Bsc in Economics and Government from the London School of Economics. In addition he is a Fellow of the Association of Corporate Treasurers, a Chartered Fellow of the Chartered Institute for Securities and Investment, a Chartered Wealth Manager, a Financial Risk Manager and is the Education Secretary of the UK Asset and Liability Management Association.

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Angel Court

London

EC2R 7HJ

United Kingdom

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