Liquidity Risk & Stress Test Training – Aug 03-04, 2018 in Bayanihan Hall


Course Objectives
Liquidity Risk Management and Stress Testing are key components for
managing risk of strategic initiatives a bank.  It is imperative for banks
to understand the results of a stress test and evaluate strategic
initiatives to help offset the potential impact by optimizing
risk-weighted assets and capital usage. BSP Circular 989 and Cir . 981

*Understand liquidity risk management and stress testing.
* Identify and assess business vulnerabilities and gain valuable insights
on implications of plausible stresses within the bank’s portfolio
*Learn to embed risks in strategy, budget and capital planning

Expected Participants
President, Risk Management Committee –Director, President, Branch
Managers, Risk Management Officer, Chief Compliance Officer, Head- I.T.
Department and Head – Human Resource Management

Course Outline

A.      Liquidity Risk Management
•       Liquidity Risk Management Framework
•       Liquidity Risk Management Process
•       Intraday Liquidity Risk Management
•       Foreign Currency Liquidity Management
•       Intragroup LRM
B.      Stress Testing Framework   and Responsibilities
1.      Design
2.      Methodologies
3.      Severity of Stress Events
4.      Portfolio, Individual Risk and Institutional-wide-Stress Testing
5.      Impact Assessment
6.      Independent Review of Stress Testing