Basel III Liquidity Rules: Implementation and Compliance

In recent years, as a consequence of the financial crisis, liquidity management is playing a key role in the risk management framework of banks. In January 2014, the Basel Committee released the last version of the liquidity rules, introducing two new ratios, the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR), but also additional liquidity metrics known as monitoring tools in order to improve the liquidity of the banks and reduce the risk of insolvency.

Risk has designed a two day course in order to offer attendees practical guidance on how to manage liquidity but also an insight into the application of LCR, NSFR and intraday liquidity. The first day of the course will be delivered by Garrett Poynton, Head of Treasury of the Central Bank of Ireland; his sessions will focus on the pre-crisis and current regulatory frameworks affecting liquidity management and the EU implementation of the liquidity rules.

The second day will be delivered by top industry practitioners and will focus on the key liquidity management areas such as modelling LCR and NSFR under the current Basel III framework, stress testing liquidity, intraday liquidity and the interplay between LCR, NSFR and leverage ratio.

Garrett Poynton, Martin Harrison, Amit Kalyanaraman, Thomas Ralph

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