Demystifying the New Liquidity Requirements for Community Banks
Understand the Basel Principles for Sound Liquidity Risk Management and Supervision and improvements to the Basel liquidity framework and become familiar with the U.S. regulatory implementation of these principles, including the Dodd Frank Act enhanced pr


The liquidity issues experienced by some banks during the recent financial crisis illustrated that the Basel Principles for Sound Liquidity Risk Management and Supervision published in 2008 did not provide all the tools needed for effectively managing liquidity. The Basel Committee on Banking Supervision (BCBS) has developed standards to address both short- and long-term liquidity requirements. U.S. regulators are in the process of phasing in new requirements, including enhanced prudential standards for “too large to fail” banks. Because requirements vary based on bank asset size and portfolio composition, there is significant confusion about which standards, if any, apply to each institution.

This program will review the changes, timing and applicability of the liquidity standards being required by the U.S. regulators for community banks. It will also provide explanation of the new standards and challenges in meeting these requirements. Liquidity-related standards, including governance standards will be discussed.

Examples will be provided for attendees to apply the concepts presented.


  • BCBS Liquidity Framework Overview
  • Liquidity Coverage Ratio (LCR), High Quality Liquid Assets (HQLA) and Net Stable Funding Ratio (NSFR) explained
  • Beyond Ratios – Liquidity Governance Concepts
  • Contingency Funding Plans
  • Liquidity Monitoring and Stress Testing
  • Liquidity Buffers
  • Determining What You Should Do Next


Community bank professionals seeking knowledge of the changing liquidity management landscape, including finance, treasury and regulatory reporting personnel; risk managers and internal auditors.


Ryan Luttenton, CPA, is a Partner in Crowe Horwath LLP’s Risk Consulting practice. Ryan has over 18 years of experience serving financial institutions ranging from community banks to multi-billion dollar organizations throughout the United States, with a particular focus on capital planning, liquidity management and model risk management.


Colette Wagner, CPA, is a Senior Manager in Crowe Horwath LLP’s Risk Consulting practice. Colette has over 10 years experience serving financial institutions of all sizes with internal audit and risk consulting projects. During the past several years, she has focused her efforts on projects relating to capital and liquidity management, capital stress testing (CCAR and DFAST) and model risk governance.

Credit Information

Institute of Certified Bankers: Visit aba.com/icb/membercereview for instructions regarding self-reporting. Estimated credits: 2 hours CE credit.


Live Webinar:

Member price: $265.00 | Non member price $530.00

On-Demand Webinar

Member price: $280.00 | Non member price $560.00


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