Summary

Learning Outcomes

• The programme takes the participants through the various measures and framework proposed by the regulator (RBI) for the financial institutions to manage the liquidity risk
• The programme helps the participants to understand, implement and use the various tools/models to manage the liquidity risk in their organisation
• The programme equips the participants with the necessary expertise to design and implement the liquidity risk management policy and the processes required to ensure adequate liquidity through effective Asset Liability Management in the organisation

Who should attend?

• Risk Management Staff, Finance Staff
• Treasury Staff, ALM Group
• Internal Audit Staff
• Business Groups (Assets and Liabilities)
• IT Staff engaged in implementing ALM Models

Course Content.

Day 1.

Session 1.

An introduction to the Concept of Liquidity and Liquidity Risk Management

• Meaning and Coverage of Liquidity Risk
• Dimensions and Manifestations of Liquidity Risk

Session 2.

Measurement and Management of Liquidity Risk as per RBI guidelines on Liquidity Risk Management

• Measurement of Liquidity Risk- Flow Approach
• An exercise on Flow Approach of LRM

Session 3.

Basel-III- Liquidity Standards to manage Liquidity Risk based on RBI Guidelines and Prescriptions

• Liquidity Coverage Ratio [LCR]
• Explanation of LCR and its purpose

Day 2.

Session 4.

Stress – Testing

• Stress – Testing of Liquidity Risk as per RBI Prescriptions

Session 5.

Internal Liquidity Assessment Plan (ILAAP)

• ILAAP Model XL Exercise on ILAAP computation

Case Study based Analysis on Asset – Liability Management based on a Bank failure

Trainer Profile

Trainer is a seasoned banker with experience of more than 2 decades in credit and risk management and practical banking. He has rich experience in developing risk management policies, practices, tools and processes and has also implemented risk management including ORM framework & BCM and managing risk in banking in India and in multinational banks.

Training dates - February 11-12, 2026

Training fees - ₹18,000 + applicable taxes