Outcomes
By the end of this training course, trainees will be able to :
- Manage liquidity risk in the bank.
- Calculate and Use LCR and NSFR (Basel III).
- Monitor liquidity risk.
- Assess interest Rate Risk.
- Manage interest rate risk in the bank (short and long term).
- Monitor the interest rate risk.
- Learn about modern methodologies in the application of stress testing and its uses.
Target Group
- Banks and financial institutions employees from risk management, internal audit, compliance and strategic planning departments.
Contents
- Liquidity risk management:
- Liquidity risk definition.
- Sources of liquidity risk.
- Identifying, assessing, and evaluating liquidity risk.
- Managing liquidity risk.
- Monitoring liquidity risk.
- Basel III – liquidity risk standards.
- Interest rate risk management:
- Interest rate risk definition.
- Sources of interest rate risk.
- Identifying, assessing, and evaluating Interest rate risk.
- Managing interest rate risk.
- Monitoring interest rate risk.
- Stress testing :
- Introduction and definitions .
- Using stress tests.
- Stress testing techniques.
- Stress testing and value-at-risk.
- Scenario analysis methodologies.
- Limitations of stress tests.
- Practical applications.