logo-euiFlorence School of Banking & Finance

Liquidity Regulation: Concepts, Methods and Applications

September 27, 2018 – September 28, 2018 all-day Europe/Rome Timezone
EUI Premises, Florence
Via Giovanni Boccaccio
121, 50133 Firenze FI
FBF Secretariat
[+39] 055 4685739

Course Instructors: Bart Joosen (VU University), Stefano Cappiello (FBF), Jean-Jacques Van Helten (Visiting fellow, RSCAS; formerly Bank of Montreal)
Area: Bank Regulation, Supervision and Resolution
Level: Intermediate/Advanced

This course will focus on the following topics:

  • Liquidity Coverage Ratio and Net Stable Funding Ratio’s in the European Capital Requirements Regulation framework
  • Definition of High Quality Liquid Assets, the changing definition of safe assets and the forthcoming Simple Transparent and Standardised Securitisations
  • Stress testing, survival period and measurement of resilience against liquidity shocks
  • Internal Liquidity Adequacy Assessment (ILAAP), Risks not included in LCR
  • Relationship with recovery and resolution frameworks, importance of liquidity constraints for the definition of “failing or likely to fail”

This course is targeted at EU Officials (ECB, SSM, SRB, ESRB, EBA, ESM), Senior Policy Officers of Prudential Supervisors/National Central Banks, In-house Legal Counsels, External Lawyers, Treasurers with Banks, Senior Legal Officers, Funding Strategists.

Click here for further information and registration