Liquidity Risk 2: Impacts of Basel III

Introduction
  • Funding risk / Liquidity risk
  • Governance / management structure
General framework
  • Indicators and stock of liquid assets
  • Diversification of funding sources
  • Liquidity gaps
  • Static framework analysis
  • Dynamic framework analysis
  • Crisis scenarios and contingency plans
  • Liquidity costs
Supervision
  • International environnent: Basel III, CEBS…
  • Basel III ratios: 1-month, 1-year ratios
  • Application to retail banking
  • Application to investment banking
  • Practical workshop
  • Analysis of the various liquidity ratios in EXCEL™

  • Measure and manage risks connected to liquidity
  • Understand the impact of liquidity crisis over the various financial instruments
  • Master the ALM function
  • Master the analysis of liquidity risk
  • Capacity to work on new real-life cases
  • Master the new ratios
  • Know the international environment
  • Look into the seminar “Liquidity risk 1: principles and methods” for an introduction to liquidity risk
  • Middle office
  • Inspection / Audit / Internal control
  • Treasurers / Traders
  • Risk management
  • Financial directors
  • People who would like to understand the impact of the liquidity crisis within the capital markets
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