• Assess how to adapt your business plan to comply with new regulations
• Explore how to maintain sufficient liquidity to fund cost obligations
• Identify the fundamentals of liquidity risk modelling and quantification
• Investigate pricing funding value adjustment and credit value adjustment
• Examine liquidity risk and its relationship with other risks

Course Highlights

• The impact of Basel III on your business model
• How to integrate internal liquidity risk management within the Basel III process
• Composition of liquidity buffers and assessing their impact under Basel III
• Stress testing liquidity risk
• Regulatory demands on data infrastructure
• Regulatory expectations for liquidity in banking

Course Tutors

LONDON

Michele Bonollo, Head of IT Risk Management Department, BANCO POPOLARE
Yves Lanaud, Senior Advisor - Finance & Risks, NATIXIS - BPCE GROUP

Dr. Mario Onorato, Senior Director, Head of Balance Sheet and Capital Management, ALGORITHMICS AN IBM COMPANY
Dr. Alan Picone, Director, Risk Management & Actuarial Solutions, DELOITTE
Ruediger Sandvoss, Department Head Strategic Risk Control, HELABA LANDESBANK
Aldo Soprano, Head of Short Term Liquidity Risks Control, UNICREDIT GROUP

NEW YORK

Amnon Levy, Managing Director, Head of Portfolio Research, MOODY'S
Gregg Neville, Executive Director, UBS
Bogie Ozdemir, Vice President Economic Capital, SUN LIFE FINANCIAL SERVICES
Frank Sansone, Treasurer and Head of Cash & Liquidity Management, DEXIA CREDIT LOCAL
Sol Steinberg, Vice President, LCH CLEARNET