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Table of Contents
Table of Contents
Transform your understanding of funding liquidity risk from a back-office concern into a strategic pillar of financial stability and competitive advantage.
What You Will Learn
- 1 Learn the foundational concepts of funding liquidity risk and its distinction from market liquidity risk.
- 2 Understand the primary sources of funding liquidity, including deposit funding, wholesale funding, and capital markets access.
- 3 Apply quantitative measures such as the Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and cash flow gap analysis.
- 4 Implement liquidity risk management strategies, including asset-liability management (ALM), funding diversification, and collateral management.
- 5 Analyze regulatory frameworks under Basel III, including monitoring tools and supervisory expectations.
- 6 Explore liquidity risk in banking operations, including intraday liquidity, contingent liabilities, and off-balance-sheet exposures.
- 7 Develop contingency funding plans (CFPs) with early warning indicators and escalation procedures.
- 8 Conduct stress testing and scenario analysis for liquidity risk, covering systematic and idiosyncratic shocks.
- 9 Design liquidity risk reporting and monitoring systems with key risk indicators (KRIs) and dashboards.
- 10 Examine emerging issues such as fintech disruption, climate risk, and evolving regulatory landscapes.
What's Included
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Funding Liquidity Risk