Chandimal Ekanayake
Learning objectives
Establish a robust liquidity risk management framework
Compare roles and implementations in the UK, EU, US and other regions
Align with Basel IV’s features
Identify stress events triggers and appropriate responses
Evaluate liquidity coverage ratios (LCRs) and net stable funding ratios (NSFRs) within liquidity frameworks
Implement asset-liability management (ALM) procedures
Skills / Knowledge
- Liquidity risk
- Liquidity management
- Risk management
- Stress-testing
- ALM
- Treasury
- Funds transfer pricing
- Balance sheet management
- Compliance
Issued on
October 17, 2024
Expires on
Does not expire