Webinar: Fundamentals of Banking ALM, Part II: Liquidity Risk Management Tools

Produced by the Knowledge Center, expert training from S&P Global Market Intelligence

November 29 • 2:00-4:00 p.m. ET • Join us live for this online, instructor-led course

Since the 2008 financial crisis, we have observed a number of well-publicized cases of dramatic losses at financial institutions both large and small. These losses have further emphasized the existence of the interest rate and liquidity risks associated with traditional banking activities as well as newer and more complex instruments. This class will identify the products that are most often used to either leverage or de-leverage risk, as well as the asset/liability management strategies and tools used to manage these positions.

This session provides a deep dive into examining a bank’s liquidity risk. We will identify the methods of measuring and mitigating liquidity risk within a bank through an examination of the role of Treasury/Funding and the sources and uses of funds modeling.  We will also assess the method of managing this risk through the implementation of a liquidity contingency plan (LCP).

What you’ll gain:

  • Lessons from the 2008 financial crisis using case studies
  • Understanding of the asset/liability management (ALM) organization
  • Use of quantitative analysis tools (Liquidity Risk and Interest Rate Risk)
  • Review of regulatory requirements (Basel and Interagency guidance)

Learn more about the other sessions in this series:

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