Workshop Liquidity Management
by Martin MackoLanguages: German, English, Slovak
Price (from): €2,000 / day
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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 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
Program
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
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