Finance and Banking

Managing Liquidity Coverage Ratio Requirements for Commercial Banks

Develop the judgement and the documentation needed to run liquidity coverage ratio properly.

  • 5training days
  • 4modules
  • 8sessions
  • 32topics
View packages and pricesCourse outline
Managing Liquidity Coverage Ratio Requirements for Commercial Banks
5days

About the programme

Course Overview

The audit trail behind liquidity coverage ratio matters as much as the decision itself. Regulators no longer accept intent as evidence of control over the practice within financial and banking practice. Across sectors, teams that rehearse the financial and banking practice discipline outperform teams that only plan it. What blocks progress on liquidity coverage ratio is usually unclear ownership rather than unclear intent. It is written for people who have to make this strand of financial and banking practice work with the resources they already have. This programme builds the practice within financial and banking practice from first principles, without padding and without omitting what matters. Participants gain a realistic view of what liquidity coverage ratio costs and what it returns. The programme uses small-group work so that each participant's treatment of this strand of financial and banking practice is examined, not just described. Participants leave with a first-ninety-days plan for the financial and banking practice capability rather than a set of notes.

Expected Learning Outcomes

  • Sequence improvements to liquidity coverage ratio so that each step makes the next one easier.

  • Design the reporting on liquidity coverage ratio that reaches decision makers in time to act.

  • Build the control framework around liquidity coverage ratio that an examiner would accept.

  • Document the approval chain for exceptions to policy on liquidity coverage ratio.

  • Build the client due diligence and monitoring appropriate to liquidity coverage ratio.

  • Design a practical operating method for liquidity coverage ratio that fits the organisation's size and maturity.

  • Compare the organisation's handling of liquidity coverage ratio with recognised practice, and close the material gaps.

Who Should Attend

  • Managers with direct responsibility for liquidity coverage ratio within the business line.

  • Board risk committee members overseeing liquidity coverage ratio.

  • Risk managers responsible for liquidity coverage ratio.

  • Project and programme managers whose delivery depends on liquidity coverage ratio.

  • Compliance officers overseeing liquidity coverage ratio.

  • Finance managers reporting on liquidity coverage ratio.

Course Modules

Open any module to see its sessions and topics.

01

Liquidity coverage ratio: reporting that supports a decision

2 sessions · 8 points

Session 1Building the method for liquidity coverage ratio step by step

  • Rehearse the briefing on liquidity coverage ratio that would follow an incident.
  • Set early warning indicators for liquidity coverage ratio with defined action thresholds.
  • Record what was learned when liquidity coverage ratio did not go as planned.
  • Define acceptance criteria for liquidity coverage ratio in advance.

Session 2Concentration building quietly inside liquidity coverage ratio

  • Prepare the evidence pack demonstrating liquidity coverage ratio operated as designed.
  • Check the accounting treatment applied to liquidity coverage ratio against current standards.
  • Establish who is informed, consulted and accountable in liquidity coverage ratio.
  • Define the trigger that would require liquidity coverage ratio to be redesigned.
02

Liquidity coverage ratio: audit evidence and examiner readiness

2 sessions · 8 points

Session 1Getting other functions to support liquidity coverage ratio

  • Write down the assumptions underpinning the approach to liquidity coverage ratio.
  • Agree who signs off liquidity coverage ratio and record that they did.
  • Test liquidity coverage ratio against a scenario the organisation would rather not model.
  • Confirm client due diligence standards applied to liquidity coverage ratio are current.

Session 2The early warning on liquidity coverage ratio that arrives in time

  • Identify the key controls over liquidity coverage ratio and who tests them.
  • Confirm that those complying with liquidity coverage ratio understand why it exists.
  • Anticipate the objections liquidity coverage ratio will raise and prepare the answers.
  • Agree the smallest change to liquidity coverage ratio that would be visibly useful.
03

Liquidity coverage ratio: stress testing and scenario analysis

2 sessions · 8 points

Session 1Who answers for liquidity coverage ratio, and to whom

  • Agree what will be standardised in liquidity coverage ratio and what will not.
  • Build the internal briefing that explains liquidity coverage ratio to those affected.
  • Identify the data already collected that bears on liquidity coverage ratio.
  • Establish the boundary of liquidity coverage ratio and record what sits outside it.

Session 2Stress scenarios for liquidity coverage ratio that are plausible rather than convenient

  • Confirm reporting on liquidity coverage ratio reaches the committee that can act on it.
  • Assess the capital consumed by liquidity coverage ratio under current and stressed conditions.
  • Assign responsibility for keeping documentation of liquidity coverage ratio current.
  • Document the remediation plan for each known weakness in liquidity coverage ratio.
04

Liquidity coverage ratio: the control framework and segregation of duties

2 sessions · 8 points

Session 1Handling a breach of policy on liquidity coverage ratio properly

  • Verify reconciliation and settlement controls covering liquidity coverage ratio.
  • Check the legal and contractual exposure created by liquidity coverage ratio.
  • Review concentration by counterparty, sector and geography inside liquidity coverage ratio.
  • Map the handovers in liquidity coverage ratio between functions and secure them.

Session 2The assumption inside the model for liquidity coverage ratio that nobody revisits

  • State the risk appetite for liquidity coverage ratio as a number, not an adjective.
  • Confirm regulatory reporting on liquidity coverage ratio is complete, timely and reconciled.
  • Translate the appetite for liquidity coverage ratio into limits someone monitors daily.
  • Verify six months later that changes to liquidity coverage ratio have held.

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

We will contact you within one business day to confirm.

Share this course

🔗 Short link
View packages and prices

✆