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Mar 25 2024

Bank Liquidity Planning, Management and Regulations(Mar. 25-28) In-person

  • 9:00am
  • National Banking College

Background

The understanding of liquidity risk is central to the viability of banks. The recent Basel III standards on liquidity risks therefore represent an increased response to the changing bank management practices from solvency to liquidity. The increased use of liquidity indicators has emerged as a standard regulatory requirement in the management tool kit of bank Risk Analysts and Executive Teams.

Programme Objectives

  • Understand and review the changing scope of liquidity risks.
  • Understand the current Basel III standards and develop the banks Internal Liquidity Adequacy Assessment Process (ILAAP).
  • Compute their banks’ Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR) in Pillar II.
  • Apply the results to the management of the bank’s Assets and Liabilities (ALM)

Course Outline

Overview of liquidity Risks in Pillar II
Solvency and Viability debate
Framework of Viability Analysis and the use of ICAAP.
Liquidity Management Framework
Bank liquidity pools
Alternative liquidity sources and risks
Internal Transfer Pricing and deposit mobilisation
Contingent and forward liquidity planning.
Liquidity Coverage Ratio (LCR)
Net Stable Funding Ratio (NSFR)
Liquidity Value at Risk (LVaR)
Integration – Ethics
Regulation of liquidity
Ethics
Liquidity and Recapitalisation of Banks

Target Group

  • Treasury Teams
  • Risk Management Teams
  • Audit Teams
  • Compliance and Regulatory Teams
  • Finance Teams

CostGHC00.00

To register, contact the programmes secretariat now !

+233 (0) 302 760006