Advanced Liquidity Risk Management

25/09/2012 - Pinners Hall, 105-108 Old Broad Street, London, EC2N 1EX

Member Price: £478.80 including VAT
Non-Member Price: £598.80 including VAT

Register and pay online or complete the order form

This one-day course provides business best-practice tools and techniques for bank liquidity risk management.

Aimed at senior or experienced treasury and finance practitioners, this workshop is an advanced-level course that covers the complete spectrum from governance and policy to risk measurement and stress testing. Delegates should leave with a more complete understanding of leading edge liquidity risk practice.

Key features:

• Measuring liquidity risk: liquidity metrics
• Liquidity strategy – Bank policy and risk appetite
• Liquidity policy:
• Stress testing, scenario analysis and planning for failure
• Liquidity risk management: limit setting
• Funds Transfer Pricing
• The yield curve and internal curve setting
• Bank Regulations, Basel III and the New Liquidity Paradigm

About your trainer

Moorad Choudhry is Head of Business Treasury, Global Banking & Markets, Royal Bank of Scotland and Visiting Professor, Department of Economics, London Metropolitan University. He is author of Bank Asset and Liability Management and The Principles of Banking, both published by John Wiley & Sons (Asia) Ltd.

• See the programme for this event