Kurum-İçi Eğitim Programları
B10. Liquidity Risk
A comprehensive e-learning product that provides a balance between
Strategic perspectives, Implementation issues & Analytical concepts
Completion of this course will help you in:
Understanding how to Measure, Monitor and Control Liquidity
Performing the trade-off between costs/benefits of various Liquidity Strategies
Comparing the liquidity challenges of retail versus wholesale institutions
Contrasting Funding Liquidity with Trading Liquidity
Studying the liquidity profiles of institutions with Credit Risk, Market Risk & Operational Risk
Evaluating various Contingency Funding Plans
OverviewLiquidity Management & Contingency Funding Plan
The themes of this product are:
Measure, Monitor and Manage Funding and Trading Liquidity Risks
Formulate Liquidity Strategies vis-à-vis other Asset-Liability Strategies for Interest
Rate Risk,Profit Planning, and Capital Management
Manage Potential Crisis Scenarios
Course Level & Number of Courses
Advanced Level
Library of 14 Courses
Instructional Method
Dynamic, Interactive e-learning
Recommended Background
Familiarity with basic financial concepts
Liquidity is essential in all banks to compensate
for expected and unexpected Balance Sheet
fluctuations and to provide funds for growth.
The recent liquidity crises faced by banks and
financial institutions have brought to the fore
the need to review their existing Liquidity
Management Policies, Practices and
Procedures.
OverviewLiquidity Management &
Contingency Funding Plan
The themes of this product are:
Measure, Monitor and Manage Funding and Trading Liquidity Risks
Formulate Liquidity Strategies vis-à-vis other Asset-Liability Strategies for Interest
Rate Risk,Profit Planning, and Capital Management
Manage Potential Crisis Scenarios
Course Level & Number of Courses
Advanced Level
Library of 14 Courses
Instructional Method
Dynamic, Interactive e-learning
Recommended Background
Familiarity with basic financial concepts
Liquidity is essential in all banks to compensate
for expected and unexpected Balance Sheet
fluctuations and to provide funds for growth.
The recent liquidity crises faced by banks and
financial institutions have brought to the fore
the need to review their existing Liquidity
Management Policies, Practices and
Procedures.
Liquidity Management & Contingency Funding Plan
Library of 14 Courses
Time taken to complete each Course: Two - Three hours
1. Role of Liquidity In ALM
Objectives
Introduction
Liquidity Management in ALM
2. Liquidity Crises - Case Studies
Objectives
Liquidity Crisis
3. Liquidity Measurement Systems - 1
Objectives
Introduction
Stock Measures
4. Liquidity Measurement Systems - 2
Objectives
Flow Measures
5. Liquidity Measurement Systems - 3
Objectives
Risk Based Measures
Types of Strategies
6. Practical Tools and Techniques
Objectives
Introduction
Types of Practical Tools and Techniques
Business Dictates Techniques
7. Liquidity Strategies - 1
Objectives
Types of Strategies
Liability Strategies
Asset Strategies
Off-Balance Sheet Strategies
Strategies in Action
Asset Securitization
Liquidity Management & Contingency Funding Plan
Library of 14 Courses
8. Liquidity Strategies - 2
Objectives
Management Challenges
Risks in Business Lines
9. Trading Liquidity Risk - 1
Objectives
Definitions and Implications
Introduction to Trading Instruments
Forward Rate Agreement
10. Trading Liquidity Risk - 2
Objectives
Futures
Swaps
Options
11. Trading Liquidity Risk - 3
Objectives
Other instruments
12. Trading Liquidity Risk - 4
Objectives
Trading Liquidity Risk
Trading Liquidity Management Strategies
Case Studies
13. Contingency Funding - 1
Objectives
Concepts
Strategies
14. Contingency Funding - 2
Objectives
BCD Bank Case
LMP Bank Case
Liquidity Management & Contingency Funding Plan
JOB AIDS
Liquidity Disclosures
Liquidity Regulations
Benchmarking Data
Policy Templates
Measurement Tools
Global Best Practices
Calculators in Liquidity
Management & Contingency
Funding Plan
1. Ratio Tool
2. Gap Tool
