The seminar introduces the topic of liquidity risk management; and details some of the fundamental tools and methodologies involved in the identification, management and reporting of the components of Liquidity Risk.

 

At the end of Intrinsic Value's training seminar in liquidity risk management the participant should be able to:

􀂅  Describe   the   factors   which   determine   liquidity   risks,  and  their  pricing

     considerations.

􀂅  Identify the processes concerning collateral management.

􀂅  Discuss   the   implications   of   managing   liquidity   across   business  lines,

     legalentities, and currencies.

􀂅  List the elements of funding diversification and market access.

􀂅  Contrast the choices for intra-day management of liquidity.

􀂅  Identify and differentiate the early warning signs of compromised liquidity.

􀂅  Describe the components required for the disclosure of liquidity risk.

􀂅  Identify, and design, the requirements of Stress Testing and a liquidity buffer.

􀂅  Characterize the basic elements of financial contracts, their corresponding

     liquidity, and the relevance of time.

􀂅  Describe the essential components of market, and funding, liquidity risk.

􀂅  Discuss   the   impacts   of   counterparty / credit  risk  on  liquidity  relative  to

     speads, defaults, credit enhancements, and asset based enhancements.

􀂅  Describe   the   impact  of  behaviour  on  liquidity  with  respect  to  drawings,

     repayments, prepayments and draw-downs.

􀂅  Derive the impact of insurance risk on liquidity.

􀂅  Demonstrate  the  purpose, and effect of liquidity gap reports, and Liquidity at

     Risk (LAR).

􀂅  Describe  the  components  of  the  contents  used  for  internal  and  external

     liquidity reporting.