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Our partners from Kesdee prepared a new e-training for you:Basel III - Liquidity Risk Management (Library of 5 courses)   which will help you  understand these complex issues. Go ahead, browse the trainings offerings and book the ones you are interested.)

Library Overview:
The library is designed to impart basic knowledge about the reforms proposed through Basel III arrangement for liquidity risk management and supervision by the banks and supervisors. The library provides an awareness of the importance of managing liquidity risk in banks. It gives a brief introduction to the liquidity risk and the framework of Basel Committee on liquidity supervision along with the elaborationof the fundamental principle for the management and supervision of liquidity risk. The library provides a thorough knowledge about the liquidity standards proposed by the Basel Committee’s Basel-III arrangement. It discusses the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) and other monitoring tool sproposed by the Basel-III arrangement to monitor liquidity risks by the banks andsupervisors. Finally, it focuses on the issues associated with the application of the liquidity standards, viz., liquidity coverage ratio (LCR) and net stable funding ratio(NSFR) across large international banks as proposed by the Basel III framework.

Learning Objectives:
Understand the objectives behind the Basel III reforms and define the guidelines/principles provided by the Basel Committee for sound liquidity risk managementand supervision
Understand the principles for the management and supervision of liquidity risk
Define the regulatory standards for liquidity risk management
Understand the objectives of various monitoring tools proposed by BaselCommittee for supervision of liquidity risk management
Understand the application issues for regulatory standards
1. Basel III and Liquidity Risk Management: An Overview
This course is designed to impart basic knowledge about the reforms proposed throughBasel III arrangement for liquidity risk management and supervision by the banks andsupervisors. With the help of this course one can understand the basic technicalities thatshould be incorporated in the bank’s liquidity risk management system as per Basel III tostrengthen their resilience further, especially under stressed scenarios.
Course Objectives
Understand the objectives behind the Basel III reforms
Define the guidelines/principles provided by the Basel Committee for soundliquidity risk management and supervision
Define the regulatory standards for liquidity risk management
Understand the objectives of various monitoring tools proposed by BaselCommittee for supervision of liquidity risk management
Understand the application issues for regulatory standards

2. Principles for Sound Liquidity Risk Management and Supervision. This course on “Principles for Sound Liquidity Risk Management and Supervision” is anattempt to give the readers awareness of the importance of managing liquidity risk inbanks. In the initial part, it gives a brief introduction to the liquidity risk and the frameworkof Basel Committee on liquidity supervision. Further, it elaborates the fundamentalprinciple for the management and supervision of liquidity risk and covers the governanceof liquidity risk management. The course covers the importance of public disclosure andthe role of supervisors in managing liquidity risk. Finally, it concludes by listing membersof the working group on liquidity.
Course Objectives
Define liquidity and liquidity risk in banks
Understand the framework of Basel Committee on Banking Supervision
Understand the principles for the management and supervision of liquidity risk
Study the fundamental principle for the management and supervision of liquidity
risk
Understand the governance of liquidity risk management under different principles
Understand the importance of public disclosure with respect to liquidity risk management
Understand the role of supervisors in managing liquidity risk
List the members of the working group on liquidity
 
3. Liquidity Risk Measurement Standards
This course is designed to impart thorough knowledge about the liquidity standardsproposed by the Basel Committee’s Basel-III arrangement. It discusses the LiquidityCoverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) along with the underlyingcomponents in order to provide detailed understanding of what these ratios are and howthey will be helpful to the supervisors and banks in maintaining the prescribed level ofliquidity over short and medium-to-long term horizon during the periods of stress.
Course Objectives
Understand the importance of liquidity standardsDefine liquidity coverage ratio (LCR)
§ Define stock of high-quality liquid assets, its characteristics, and theoperational requirements as per LCR standard§ Define different types of high-quality liquid assets treated under LCRstandard§ Define net cash outflows and inflows as per LCR standard
Define net stable funding ratio (NSFR)

Define available stable funding as per NSFR standardDefine required stable funding for assets and off-balance sheet (OBS)exposures as per NSFR standardUnderstand the treatment of assets under the NSFR standard

4. Monitoring Tools
This course is designed to impart thorough knowledge about the monitoring toolsproposed by the Basel-III arrangement to monitor liquidity risks by the banks andsupervisors. This course discusses each monitoring tool in detail by covering the areaslike reporting requirements, objectives, limitations, and practical utilization of eachmonitoring tool’s metric.
Course Objectives
Understand the objectives behind each monitoring tool
Define each monitoring tool
Understand the reporting requirements for the application of these tools
Understand the limitations and utilization of each monitoring tool

5. Application Issues for Standards
This course focuses on the issues associated with the application of the liquiditystandards, viz., liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) acrosslarge international banks as proposed by the Basel III framework.
Course Objectives
Discuss the various issues related to the application of liquidity standards by thebanks, viz.,
Frequency of calculation and reporting
Scope of application of the metrics
Aggregation of currencies within the metrics
Information regarding the observation period of the standards