Liquidity Monitoring & Management
An overview of the changes, timing and applicability of the liquidity standards required by the US regulators.
This webinar will also provide a solid refresher on liquidity expectations that apply to your bank.
Understand the Basel Principles for Sound Liquidity Risk Management and Supervision, and improvements to the Basel liquidity framework. Also become familiar with the US regulatory implementation of these principles, including the Dodd Frank Act enhanced prudential standards (EPS) and which elements apply to all US banks.
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 term and long term liquidity requirements. The US regulators are in the process of phasing in new requirements related to these liquidity standards. Because requirements vary based on bank asset size and portfolio composition, there is significant confusion about which standards, if any, apply to each institution.
- 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
- Liquidity monitoring and stress testing
- Contingency funding plans
- Liquidity cushions
- Managing your liquidity model
- Determining what you should do next
Bank professionals seeking knowledge of the changing liquidity management landscape, including finance, treasury, and regulatory reporting personnel, risk managers and internal auditors.
Colette Wagner, CPA is a Director in Crowe Horwath LLP’s Risk Consulting practice. Colette has 12 years of 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 asset/liability and liquidity management, capital stress testing (CCAR and DFAST), and model risk governance.
Institute of Certified Bankers: Visit http://www.icbmembers.org/login.aspx for instructions regarding self-reporting. Estimated credits: 2 hours/session
Member price: $275.00 | Non member price $550.00
Member price: $295.00 | Non member price $590.00
Online: Visit the CBA Webinar Catalog
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