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Workshop Liquidity Management

by Martin Macko

Languages: German, English, Slovak

Price (from): €2,000 / day

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About the trainer:

Trainer, consultant, and coach with management experience and strong technical and business knowledge. Former bank manager in the area of Treasury & Asset and Liability Management. I use my experience and analytical skills to create training programs, business simulations & excel models, comprehensive e-learning. I am constantly expanding my expertise to bring ever greater value to my clients and business partners. Specialties: ~ My areas of expertise are Bank Management | Fintech/Regtech in Banking Industry | Treasury & Financial Markets | ACI exam | Market Risk Management | Assets and Liabilities Management | Bank Regulation | Private Banking | Corporate Sales & Finance | Financial Mathematics | Derivatives & Hedging ~ I create business simulations and excel models to explain how processes work (e.g. Simba - Simulated Bank Management) ~ I create expert e-learning for bankers and experts in finance: script, multi-level tests, questions and explanations ~ I invent blended learning programs with the best success ratio for financial professionals ~ I design certification programs and exams for experts in finance


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Workshop Liquidity Management by Martin Macko

About the training

#liquidity   #ALM   #Treasury

Liquidity management is an important part of the Assets and Liabilities Management (ALM). ALM must ensure
a correct liquidity mapping of all balance sheet items, including the administered products without
maturity, and to prepare a relevant output (liquidity gap). It is important to assign the correct internal
liquidity premium (FTP-LQ). Administered product modeling has its own particularities, and at the same
time, it is necessary to be compliant with the applicable regulation.

Target group:

  • ALM/Treasury professionals
  • Product managers and project managers for ALM/Treasury area
  • Risk managers
  • Bank professionals and experts from other related departments (audit, risk management, back-office, compliance ....)

Length: 1 day


  • Introduction to ALM – ALM responsibilities in a bank, relations to Treasury, market risk and risk controlling

  • Internal prices for liquidity risk FTP(LQ), rules and using a in a bank, contingency FTPs, other FTP adjustments

  • Identifying the liquidity risk by using FTP(LQ), profitability calculation from liquidity gaps, liquidity buffer

  • Managing liquidity risk in a bank:

  • Methods for mapping the cash-flow of the balance sheet items - replication portfolio for administered products and items without defined maturity

  • Liquidity gaps and measurement of liquidity risk, minimum liquidity definition

  • LIquidity curve and liquidity costs/premiums

  • LIquidity stress scenarios

  • Regulatory ratios of liquidity risk (LCR, NSFR)

  • Financial markets products for managing of liquidity risk: money market products (Depo, CD, CP, T-bills, Repo. FX swap), fixed income products (bonds)

  • ILAAP (Internal liquidity adequacy assessment process)

  • Examples and case studies from practice, excel-based calculations and explanations, Bearnig ALM model (LQ part) on replication portfolio

Main benefits

  • #Wide collection of the biggest experts
  • #Filters for all kinds of needs
  • #User friendly platform
  • #Fast and cheap
  • #Highest level of proficiency

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