The global financial crisis highlighted that at an industry level a far more stringent approach to Liquidity Risk Management was required. This was reinforced by the inclusion of a formal liquidity regime within the Basel III accords for the very first time. By utilising real life case studies and excel based simulations, this intensive two day workshop looks to explain how liquidity risk is measured/assessed and explore best practices for management of it. In addition, it will consider the impact that regulation has had on the value/cost of liquidity and the role of Funds Transfer Pricing in ensuring that this is reflected in asset pricing.
Treasury and finance staff, traders, structurers, capital markets professionals.
- Prior Knowledge:
Familiarity with the basics of treasury liquidity management.