Liquidity Risk Management Workshop is a course to enhance the ability to assess liquidity positions, identify liquidity risks, and evaluate liquidity risk management practices in community and mid-size financial institutions. A variety of concepts and tools used to measure and manage liquidity will be discussed in the course.
The workshop offers opportunities to apply concepts through discussion, and interactive activities to illustrate a variety of liquidity positions and funding strategies and related risk management practices.
Content is designed for examiners with existing foundational skills and knowledge of assessing a financial institution’s balance sheet, funding strategy, and liquidity position.
The length is five days.
| At-a-Glance | |
|---|---|
| Length | 5 days |
| Delivery | Virtual |
| Prerequisite/Pre-course | Yes |
| Continuing Education | Yes |
Objectives
Upon completion, participants should be able to:
- Apply relevant regulatory guidance in the assessment of a financial institution’s liquidity position, funding management, and liquidity risk management practices.
- Utilize static and dynamic ratio and cash flow analysis in the assessment of a financial institution’s liquidity position and strategy.
- Analyze and determine how financial institutions forecast, control, and stress test their liquidity sources and uses both on and off-balance sheet.
- Describe the importance of implementing stress testing using proper assumptions in liquidity management and contingency funding plans.
- Assess the adequacy of a contingency funding plan and availability of back-up liquidity sources in various scenarios.
- Determine and support the Liquidity (L) component of the CAMELS rating.
- Identify trends in the market that may impact liquidity access and funding availability for community and regional financial institutions.
Target Audience
The course is intended for those who examine community and mid-size financial institutions and seek refresher knowledge in assessing liquidity risk, liquidity risk management, and assigning a rating to the Liquidity (L) component of CAMELS. Examiners who have attended their agency’s pre-commission training should wait a minimum of five years before attending this workshop.
Capital markets specialists are not the intended audience for this course.
Pre-Course Assignment
Pre-course reading assignments and viewing three online videos is recommended. The estimated completion time is two to four hours.
2026 Approved Credit Hours: 31.5