Liability and Capital Management Review for Risk and Finance Teams and Internal Auditors(Apr. 7-11) In-person

Apr 07 2025

Liability and Capital Management Review for Risk and Finance Teams and Internal Auditors(Apr. 7-11) In-person

9:00am
National Banking College

Background

The maintenance and growth of the liability-side of banks’ balance sheets have shifted towards a rigorous framework within the minimum regulatory Internal Capital and Liquidity Adequacy Assessment Processes (ICLAAP). Finance and audit teams are required to assess the challenges posed by legacy funding sources and the need for banks to recapitalize in real terms. The quality of capital, borrowings and deposit structure have strategic implications for banks that need to be analyzed with rigour.

Programme Objectives

Critically analyse evaluate banks’ ICAAPs and ILAAPs.
Critically analyse the value of banks’ ICAAPs and ILAAPs in periods of uncertainty.
Develop forwards-looking indicators to support risk management of bank liquidity and capital risks.

Course Outline

Emergence of bank capital and liability-side risk management.
Audit of bank capital and liability management framework.
Regulatory Compliance Challenges.
Analysis of capital structure.
Analysis of deposit structure.
Analysis of other funding structure including borrowings.
Basel market requirements and applications on capital and liquidity management.
Implications of the tiered cash-reserve- ratios.
Pricing of liabilities in uncertain times.
Trade-offs and limit setting in risk appetite settings.
Internal Audit, Risk Management and Board Committees engagement on quality capital maintenance.
Impact of internal and external capital hedging techniques.

Target Group

Heads of Corporate Reporting
Internal Auditors
Risk Managers
Head of Regulations
Finance Teams