The audit trail behind liquidity risk modelling matters as much as the decision itself. Models supporting this part of financial and banking practice fail quietly, and usually at the worst moment. Practitioner evidence points the same way: this strand of financial and banking practice improves fastest where responsibility for it is named and owned. Participants develop a defensible line of reasoning for the choices they make about liquidity risk modelling. The level assumes working familiarity with the business line but no prior formal training in the practice within financial and banking practice. The difficulty is not agreeing that this area of financial and banking practice matters — it is deciding what to stop doing to make room for it. This programme builds liquidity risk modelling from first principles, without padding and without omitting what matters. Discussion is anchored to worked examples of this aspect of financial and banking practice rather than to abstract argument. It ends with a prioritised list of changes to the financial and banking practice capability that the participant is prepared to defend internally.
Expected Learning Outcomes
✓
Establish escalation routes for liquidity risk modelling that work outside normal hours.
✓
Draw practical lessons from failures in liquidity risk modelling without assigning blame that suppresses reporting.
✓
Design reconciliation and settlement controls covering liquidity risk modelling.
✓
Apply the relevant accounting and disclosure treatment to liquidity risk modelling.
✓
Review the contractual and legal exposure created by liquidity risk modelling.
✓
Build the internal capability for liquidity risk modelling rather than depending on external support indefinitely.
✓
Price liquidity risk modelling to reflect the risk actually being taken.
Who Should Attend
✓
Risk managers responsible for liquidity risk modelling.
✓
Relationship and product managers whose targets depend on liquidity risk modelling.
✓
Financial technology and change staff modernising liquidity risk modelling.
✓
Operations staff executing and settling liquidity risk modelling.
✓
Public sector officials applying liquidity risk modelling within a regulated framework.
✓
Operations staff who encounter the consequences of liquidity risk modelling directly.
Course Modules
Open any module to see its sessions and topics.
01
Liquidity risk modelling: risk appetite, limits and policy
2 sessions · 8 points
Session 1Evidencing that liquidity risk modelling worked as designed
Record what was learned when liquidity risk modelling did not go as planned.
Remove steps in liquidity risk modelling that add effort without adding assurance.
Define the trigger that would require liquidity risk modelling to be redesigned.
Agree who signs off liquidity risk modelling and record that they did.
Session 2The early warning on liquidity risk modelling that arrives in time
Set early warning indicators for liquidity risk modelling with defined action thresholds.
Verify reconciliation and settlement controls covering liquidity risk modelling.
Test liquidity risk modelling against a scenario the organisation would rather not model.
Set the review interval for liquidity risk modelling and who attends.
02
Liquidity risk modelling: audit evidence and examiner readiness
2 sessions · 8 points
Session 1Moving liquidity risk modelling from approval to execution
Confirm that reporting on liquidity risk modelling reaches the people who can act.
Translate the appetite for liquidity risk modelling into limits someone monitors daily.
Prepare the evidence pack demonstrating liquidity risk modelling operated as designed.
Plan the sequence in which improvements to liquidity risk modelling will be introduced.
Session 2Stress scenarios for liquidity risk modelling that are plausible rather than convenient
Identify the data already collected that bears on liquidity risk modelling.
Identify where judgement in liquidity risk modelling is legitimate and where it is not.
Confirm reporting on liquidity risk modelling reaches the committee that can act on it.
State the risk appetite for liquidity risk modelling as a number, not an adjective.
03
Liquidity risk modelling: the control framework and segregation of duties
2 sessions · 8 points
Session 1Handling a breach of policy on liquidity risk modelling properly
Confirm segregation of duties across initiation, approval and settlement of liquidity risk modelling.
Design the exception process for liquidity risk modelling and require a documented rationale.
Distinguish symptoms from causes when liquidity risk modelling underperforms.
Identify the key controls over liquidity risk modelling and who tests them.
Session 2Keeping liquidity risk modelling alive after the initial push
List the assumptions in any model supporting liquidity risk modelling and when each was last challenged.
Collect evidence on the present handling of liquidity risk modelling before proposing changes.
Define acceptance criteria for liquidity risk modelling in advance.
Confirm that contractual obligations around liquidity risk modelling are understood.
04
Liquidity risk modelling: stress testing and scenario analysis
2 sessions · 8 points
Session 1Reporting liquidity risk modelling so the reader can act on it
Name a single owner for each element of liquidity risk modelling.
Document the remediation plan for each known weakness in liquidity risk modelling.
Anticipate the objections liquidity risk modelling will raise and prepare the answers.
Assess the capital consumed by liquidity risk modelling under current and stressed conditions.
Session 2Escalation and decision rights in liquidity risk modelling
Verify six months later that changes to liquidity risk modelling have held.
Confirm regulatory reporting on liquidity risk modelling is complete, timely and reconciled.
Confirm client due diligence standards applied to liquidity risk modelling are current.
Agree the indicators that will show whether liquidity risk modelling is improving.
Choose the package that suits you
Silver Package
At least 3 people
USD1,250
Workshop or Program Participation
Airport Transfers
Customized Badge
Expert Mentorship (Private Sessions)
Supervision & Secretarial Services
Accredited Certificate of Participation
Complete Training Kit
Coffee Break
Closing Ceremony
Gold Package
At least 3 people
USD1,850
5-night stay in a 5-star hotel
Workshop or Program Participation
Airport Transfers
Customized Badge
Expert Mentorship (Private Sessions)
Supervision & Secretarial Services
Accredited Certificate of Participation
Complete Training Kit
Coffee Break
Closing Ceremony
Complete your registration
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