Liquidity risk management: What regulatory requirements?

Topic : Training courses

Sessions :
  • Sessions coming soon

Total time : one day

Price : 950 € excluding VTA per person (lunch included)

Level :

Objectives :

  • Understanding regulatory obligations related to liquidity risk
  • Master the concept of liquid assets and the various liquidity risk management measures

Program :

 

  • 1/ INTRODUCTION AND DEFINITIONS

 

  • Definition of liquidity risk
  • Main regulatory texts and issues

 

 

  • 2/ THE NEW BASEL III/CRD/CRR LIQUIDITY REQUIREMENTS FOR BANKS

 

  • The introduction of the CRL
  • The EBA report
  • The definition of liquid assets

 

 

  • 3/ LIQUIDITY MONITORING FOR SGP

 

  • Regulatory obligations
  • Liquidity risk indicators and measurement
  • The importance of stress tests
  • Liquidity: an essential point of the AIFM Directive

 

 

  • 4/ WHAT LIQUIDITY REQUIREMENTS FOR INSURERS IN THEIR INVESTMENT POLICY?

 

  • Regulatory obligations and dispersion rules
  • Investment structure of insurance companies
  • The associated liquidity risk and the impact on investment policy

 

 

  • 5/ MULTIPLE CHOICE QUESTIONS TEST OF KNOWLEDGE ASSESSMENT

 

 

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