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- May 13 - May 17, 2013
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Liquidity Risk Management SeminarFederal Reserve System Courses
Type of Participant Targeted
The Liquidity Risk Management Seminar is designed to prepare market and liquidity risk bank examiners to assess and evaluate the liquidity risk management practices of financial institutions.
Participants should have a general understanding of the background of liquidity risk. Participants are also strongly encouraged to review the pre-course material.
This one-week seminar will provide an in-depth exposure to liquidity-risk management concepts and methodologies, such as cash flow modeling, stress testing, and international regulatory requirements. The topics covered will enable participants to identify and assess liquidity-risk issues present at most financial institutions, including funding vulnerabilities, asset liquidity value, roll-over risk, funding liquidity risk, market-based liquidity risk, intraday liquidity risk, and contingent liquidity risk. This program will include case study work to illustrate and reinforce the concepts presented in the lectures.
This program is designed to familiarize the participants with the current issues in liquidity-risk management, including
- Collateral management
- Liquidity cash flow modeling
- Contingency funding plans
- Stress testing
- Intraday liquidity risk
- Regulation of financial market utilities
- Liquidity risk impact of trading on exchanges versus over-the-counter trading
- Liquidity issues related to repurchase agreements, covered bonds, and securitization
In addition, the course will address the ramifications of new developments in supervision and regulation, such as
- The Dodd-Frank Wall Street Reform and Consumer Protection Act
- Basel III