LIQUIDITY RISK MANAGEMENT AND STRESS TESTING TRAINING
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
