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What are Quants Hub Workshop Days?


Quantshub.com is now live!

The Quants Hub offers workshop days in London, Frankfurt and New York where the presenter will be filmed (not the audience) for the forthcoming website. The events will be "quiet" workshops with the focus being on the presenter and all questions reserved for a Q&A session included at the end of each presentation. On the Quants Hub members website you will have access to the video of the workshop and the corresponding forum!
 

Quants Hub delegates receive extra benefits when they attend Quants Hub workshop days:

  • Free life membership to the Quants Hub website

  • The workshop presentation video you attend

  • The specific workshop presentation slides

  • Access to the corresponding Quants Hub closed forum & Webinar for follow up questions moderated by the presenter

  • Any additional software available as part of the learning experience

For those not attending the workshop days, Quants Hub also serves as a portal for distance learning of quantitative research techniques, where you will be able to purchase our online training video products and learn at your leisure.

Quants Hub includes interactive closed individual forums for each specific workshop to include your distance learning questions going forward. Quants Hub delegates who purchase distance learning products shall automatically become a lifelong member of the Quants Hub benefiting from future webinar offers and other special events.

All this for only £799.00 + UK VAT. 

This is a new training concept in our fast moving world, give it a go!

Friday 4th April: Advanced Bank Liquidity Risk Management: Tools and Techniques for World-Class Practical Implementation by Moorad Choudhry

Presenter: Moorad Choudhry is IPO Treasurer, Group Treasury at Royal Bank of Scotland and Visiting Professor at the Department of Mathematical Sciences, Brunel University. He is author of Bank Asset and Liability Management and The Principles of Banking, both published by John Wiley & Sons (Asia) Ltd.

This one-day course provides business best-practice tools and techniques for bank liquidity risk management. Aimed at senior or experienced Treasury and Finance practitioners, it is an advanced-level workshop that covers the complete spectrum from governance and policy to risk measurement and stress testing. Delegates should leave with a complete understanding of leading edge banking liquidity risk practice, delivered within the overall context of asset-liability management (ALM) and balance sheet risk management.

Key Features:

  • Board risk appetite statement of liquidity risk tolerance
  • Measuring liquidity risk: liquidity metrics suite
  • Liquidity strategy – Bank policy and risk governance
  • Liquidity policy statement
  • Stress testing, scenario analysis and planning for failure
  • Liquidity risk management: limit setting
  • Funds Transfer Pricing
  • The yield curve and internal curve setting
  • Bank Regulations, Basel III LCR/NSFR and the New Liquidity Paradigm
  • Integrated balance sheet approach: asset origination and liability raising
  • Liquidity risk and liabilities strategy

Workshop Content

Primer on Liquidity Risk

Definitions and description
Liquidity risk in context of overall bank risk
ALM policy and strategy

Board-defined liquidity risk appetite and tolerance

Managing liquidity risk
Liquidity strategy – Bank policy and risk appetite
Liquidity risk management: limit setting
Defining liquidity limits
Liquidity policy:

  • Banking book funding policy
  • Securities funding policy
  • Derivatives funding policy

Measuring liquidity risk
Liquidity metrics: baseline metrics
Liquidity metrics: additional MI
PRA requirements

Stress testing and ILAA results + Pitts Ratio
Stress testing, scenario analysis and planning for failure
Making the management processes robust and responsive

Funds Transfer Pricing
Business best practice methodology and policy
Price setting: market implied and proxy measures

The yield curve
Business best-practice for setting the bank internal funding curve
Secured funding curve
WACF
Methodology and implementation

LAB eligible, plus LAB charge to businesses and LAB hedging

Bank Regulations, Basel III and the New Liquidity Paradigm
The regulatory focus
Liquidity and future liquidity concerns
LCR / NSFR implementation and implications for liabilities strategy

Case studies

Workshop Schedule: 09:30 – 17:30

Break: 11:00 – 11:15
Lunch: 12:45 – 13:45
Break: 15:15 – 15:30