Skip to main content
Liquidity & Interest Rate Risk Management and Stress Testing
Liquidity & Interest Rate Risk Management and Stress Testing
Training Activity Rate
Trainer/s
اسامة الكيلاني
Training activity Hours
15
Training activity Date
-
Training Activity Days
Sunday
Monday
Tuesday
Wednesday
Thursday
Start and End Time
17:00 - 20:00
Training Activity Classification
Risk
Course Language
English
Methodology
In class
City
Amman
Type of Training
short courses
Deadline for registration
Price For Jordanian
120 JOD
Price For Non Jordanian
225 US$
Outcomes

By the end of this training course, trainees will be able to :

-       Manage liquidity risk in the bank.

-       Calculate and Use LCR and NSFR (Basel III).

-       Monitor liquidity risk.

-       Assess interest Rate Risk.

-       Manage interest rate risk in the bank (short and long term).

-       Monitor the interest rate risk.

-       Learn about modern methodologies in the application of stress testing and its uses.

Target Group

-       Banks and financial institutions employees from risk management, internal audit, compliance and strategic planning departments.

Contents

-       Liquidity risk management:

-       Liquidity risk definition.

-       Sources of liquidity risk.

-       Identifying, assessing, and evaluating liquidity risk.

-       Managing liquidity risk.

-       Monitoring liquidity risk.

-       Basel III – liquidity risk standards.

-       Interest rate risk management:

-       Interest rate risk definition.

-       Sources of interest rate risk.

-       Identifying, assessing, and evaluating Interest rate risk.

-       Managing interest rate risk.

-       Monitoring interest rate risk.

-       Stress testing :

-       Introduction and definitions .

-       Using stress tests.

-       Stress testing techniques.

-       Stress testing and value-at-risk.

-       Scenario analysis methodologies.

-       Limitations of stress tests.

-       Practical applications.

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.