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On-Site Course

Liquidity Risk

September 30 to October 3, 2024

INSTRUCTOR: Board of Governors of the Federal Reserve System (FED)

DATE: September 30 to October 3, 2024

HOST: Superintendencia de Bancos de Panamá

SCHEDULE: 9:00 am a 17:00 h

LANGUAGE: English

LIMITED TO: 2 participants per institution

REGISTRATION DEADLINE: September 18, 2024

CONTACT: Nancy Vallejo Guerra | Training

Course Overview

The objective of the course is to prepare market and liquidity risk bank examiners to assess and evaluate the liquidity risk management practices of financial institutions. The course will provide in-depth exposure to liquidity risk management concepts and methodologies, including cash flow modeling, stress testing, and international regulatory requirements.

Course Objectives

  • Collateral management
  • Liquidity cash flow modeling
  • Contingency funding plans
  • Stress testing
  • Intraday liquidity risk
  • Liquidity transfer pricing
  • Stability characteristics of deposits and wholesale liabilities
  • Liquidity risk arising from off-balance sheet activities
  • Liquidity issues related to repurchase agreements, covered bonds, and securitization
  • Liquidity Risk in Nonbank Financial Market Intermediaries
  • Liquidity requirements contained in the Dodd-Frank Wall Street Reform and Consumer Protection Act, with a focus on requirements for foreign banking entities operating in the United States
  • Basel III: standards for liquidity risk management and quantitative liquidity measures (the LCR and NSFR)

Participant Profile

The course is designed to prepare market and liquidity risk bank examiners to assess and evaluate the liquidity risk management
practices of financial institutions.

Instructor

Host