Liquidity MasterClass


Liquidity MasterClass

  • LEVEL:Advanced
  • PRICE:5000.00 AED

    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.

    After this course, participants will be able to:

    • Describe the issues with regard to liquidity risk management highlighted by the global financial crisis.
    • Define sources/types of liquidity risk and how it is measured.
    • Design optimal intraday liquidity plans that are mindful of the regulation around them.
    • Evaluate the potential impact of liquidity risk on Return on Equity.
    • Calculate Liquidity Coverage Ratio and Net Stable Funding Ratio and opine on potential optimisation strategies in light of them.
    • Appreciate best practice in terms of Individual Liquidity Adequacy Assessment Process and Stress Testing.

    Treasury and finance staff, traders, structurers, capital markets professionals.


    Familiarity with the basics of treasury liquidity management.

Please contact the Academy if you are interested in attending this course.