25.10.5
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Liquidity risk management

Mateusz Majewski

  • Establish a robust liquidity risk management framework

  • Align with Basel IV’s features

  • Identify stress event triggers and the appropriate responses

  • Evaluate liquidity coverage ratios (LCRs) and net stable funding ratios (NSFRs) within liquidity frameworks

  • Implement asset-liability management (ALM) procedures

  • Update contingency funding plans 

Skills / Knowledge

  • Liquidity risk
  • Liquidity management
  • Risk management
  • Stress-testing
  • ALM
  • Treasury
  • Funds transfer pricing
  • Balance sheet management
  • Interest rate risk management
  • Interest rate risk in the banking book (IRRBB)

Issued on

February 28, 2025

Expires on

Does not expire