Incisive Training - Managing Liquidity Risk
March 30-31, 2010 - New York, NY

Course Tutor:

  • Dr Mario Onorato, Senior Director, Risk Solutions, Algorithmics

Until recently liquidity was cast as the poor relation to capital and supervisors adopted a fairly laissez-faire approach to how institutions funded their activities. The financial crisis has demonstrated the worrying extent to which banks have come to rely on short-term, unstable sources of funding to acquire long-dated, often illiquid assets. As a result, the Basel Committee on Banking Supervision is developing quantitative liquidity standards to sit alongside capital requirements and bank treasurers and risk managers around the world are braced for significant change.

This course addresses the challenges of measuring and managing liquidity risk in financial institutions, focusing on building contingency plans, developing effective measurement tools and gathering usable data. Ultimately the course looks at practical liquidity risk management techniques which can be integrated into the institution's overall risk management structure.

Click here to visit the external website for more information on how to register.