Advanced Liquidity Risk, Stress-Testing and Pricing
Starting dates and places
London Financial Studies offers their products as a default in the following regions: London
Description
An in-depth, 3-day examination of practical requirements for liquidity risk management, including a detailed step-by-step approach to stress-testing and extensive coverage of liquidity funds transfer pricing (LFTP).
The course includes case studies, hands-on exercises and “war stories”. Best practice and regulatory requirements are covered in detail. Sample reports and worksheets included, which delegates can take away to use in the office
All delegates receive a copy of Leonard Matz's book "Liquidity Risk Measurement and Management: Basel III and Beyond".
Audience:
- Liquidity risk analysts and liquidity risk modelers
- Liquidity risk managers
- ALCO and risk committee members
- Treasures…
Frequently asked questions
There are no frequently asked questions yet. If you have any more questions or need help, contact our customer service.
An in-depth, 3-day examination of practical requirements for liquidity risk management, including a detailed step-by-step approach to stress-testing and extensive coverage of liquidity funds transfer pricing (LFTP).
The course includes case studies, hands-on exercises and “war stories”. Best practice and regulatory requirements are covered in detail. Sample reports and worksheets included, which delegates can take away to use in the office
All delegates receive a copy of Leonard Matz's book "Liquidity Risk Measurement and Management: Basel III and Beyond".
Audience:
- Liquidity risk analysts and liquidity risk modelers
- Liquidity risk managers
- ALCO and risk committee members
- Treasures and treasury staff members
- FTP managers and FTP staff members
- Internal audit or risk control
- External auditors and regulators
Leonard Matz is an independent liquidity risk consultant. Previously, Leonard was the international director of liquidity risk consulting for Kamakura Corporation followed by a similar role at SunGard BancWare. He began his career as an examiner for the Federal Reserve of Cleveland and subsequently spent 15 years in senior risk management assignments at three US banks.
Many know him from his influential books on liquidity management
and ALM, including “Liquidity Risk Measurement and Management:
Basel III and Beyond” and “Self-Paced Training Guide to
Asset/Liability Management”.
Leonard has worked with bankers on 6 continents to review and
revise their liquidity risk measurement, contingency planning,
policies, documentation and reporting. Bankers and
regulators worldwide acknowledge Leonard’s influence on liquidity
best practice.
Special rates are available for multiple bookings. Please enquire if you would like to take advantage of these
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