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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Training Course: Practical Approaches to Liquidity Stress Testing, Capital, Leverage & Liquidity

A structured online course delivered in three hour evening sessions once a week over a four week period

18 Apr-9 May 2018
At home or the office, United States of America


Why You Should Attend

Live Online Training Course: Practical Approaches to Liquidity Stress Testing, Capital, Leverage & Liquidity

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

How will you benefit?

The benefits of attending our training courses are well known. Apart from the practical knowledge gained from the trainers there is also the opportunity to benchmark your business processes against industry best practices along with gaining valuable insights from the other participants. Often however the pressures of work or budget constraints make it difficult to travel to courses and be there in person.

This live online training course has been created in order to enable executives from banks worldwide to experience the benefits of a live course from their office or home. The course, delivered over four weekly evening sessions will prepare financial institutions for the new regulatory environment, whilst also providing them with sound guidance on how to identify and mitigate non-obvious sources of liquidity risk in addition to maintaining business objectives.

In the past few years a lot has been said in the regulatory environment about implementing liquidity metrics, the LCR and the NSFR, but recently it is liquidity stress testing that is coming to the forefront of industry debate. Banks are starting to realize that in order to retain regulatory compliance and survive in today’s changing environment they must be prepared to take stress testing to the next level and not only use it as a tool for measuring liquidity risk on a level consistent with the regulators’ demands but also make sure to maintain their strategic objectives.

The learning objective of the course is to elevate a bank’s stress testing into a modern risk management tool that not only measures but also mitigates liquidity risk. The trainer will be providing case studies after each session to reinforce and maximize the learning outcomes and objectives. Attendees will also have the opportunity to network with the other participants using our customized e-learning delivery platform.

About your expert trainer:

Donna Marie Howe is a banker, risk management and finance professional with more than 25 years industry experience in the US financial services sector. With the rare ability of combining high-level quantitative skills with qualitative management excellence she has held a variety of senior risk management roles in some of the world’s most established banks including Deutsche Bank, UBS, ABN AMRO, and Santander. Well-known within the North American risk community she has served for more than 10 years on the Board of the Global Association of Risk Professionals (GARP) and between consultancy and corporate training projects teaches at several major universities in New York City and the Northeast.

She was also responsible for risk management of the US consortium of clearing members when negotiating with the exchanges to set up clearing for single-family CDS. Dealing with potential scenarios where everyone is expected to be "rushing for the exits" and yet not causing systemic harm was a challenge that she met. Lastly, she was responsible for risk managing the 600-odd buy-side customers of a large Swiss financial institution during the 2008 crisis. Collateral exchanges, derivatives management and strategic unwinds were all part of the toolkit used with success

Pre-course material:

A copy of the trainer’s presentation for the entire course will be emailed to participants prior to the commencement of first session.

Who should attend?

Vice Presidents, Directors and Heads of:

· Liquidity risk

· Liquidity risk analytics

· Liquidity management

· Risk management

· Stress testing

· Internal audit

· Quantitative risk analytics


Key Topics

  • Incorporate balance sheet connections and their impact on liquidity stress tests
  • Connect pre-provision net revenue initiatives to liquidity for a more consistent stress test
  • Examine liquidity stress transmission mechanisms
  • Assess the impact of
  • Consider situations where liquidity is

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.







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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Gareth Banks


    101 Finsbury Pavement
    London EC2A 1RS
    England

    Telephone:
    +44 (0) 20 3002 3400
    Fax: +44 (0) 20 3002 3016
    Email: garethb@marcusevansuk.com