Internal Audit compliant Liquidity Management

Internal Audit compliant Liquidity Management

Internal Audit compliant Liquidity Management – The S & P Banking Seminar – Product-No. A10

> Establishment of a Internal Audit-compliant clearing system for liquidity costs

> Implementation of the 5 main CEBS guidelines

> Overview of billing systems for Group 1 to 3 banks

> Optimal integration of the Basel III and Internal Audit requirements

> Sample instruction for Internal Audit-compliant liquidity management

Target group – Internal Audit compliant Liquidity Management

> Board members and managing directors of banks, financial service providers, leasing and factoring companies

> Executives and specialists from the Treasury and Risk Controlling departments

Your benefit – Internal Audit compliant Liquidity Management

> Requirements for a liquidity transfer pricing system

> Internal Audit-compliant liquidity transfer pricing system – guide to practice

> Successful liquidity management under Basel III and MaRisk 5.0 – Selection of the “correct” funding curve

Your advantage – Internal Audit compliant Liquidity Management

Each participant will receive the following S & P products with the seminar:

+ Sample Conditions “Liquidity Risk Management according to Internal Audit”

+ Checklist “Liquidity Management and Liquidity Risk Management”

+ S & P Tool “Liquidity Price Simulator”

+ S & P Tool Basel III simulator for optimal balance sheet structure according to CRD IV and CRR

Program – Internal Audit compliant Liquidity Management

Top 1: Requirements for a liquidity transfer pricing system

> Liquidity status, liquidity planning and liquidity management requirements

> Implementation of the 5 main CEBS guidelines

> Liquidity ratios and measurement of liquidity reserves

> Establishment of a clearing system for liquidity costs, benefits and risks

> Design and definition of the settlement systems for banks in groups 1 to 3

> Simplified implementation for small-scale customer business

> Liquidity reporting, off-balance sheet company construction, stress test results and contingency plan for liquidity bottlenecks

The participants receive the model framework “liquidity risk management according to Risk Management” and the checklist “liquidity management and liquidity risk management”

Top 2: Internal Audit compliant Liquidity transfer pricing system – guide to practice

> Calculation of liquidity spreads for the lending and deposit business

> Selection of suitable interest rate and valuation curves

> Renaissance of the market interest method?

> Simple group 3 accounting system

> Group 2 liquidity cost accounting system

> Integration of market interest method and liquidity transfer pricing system

> Contributions from maturity transformation and liquidity transformation

> Possible solutions for the variable loan and deposit business

Direct implementation in practice:

The participants will receive the S & P product “Liquidity Price Simulator” with the seminar prize.

Top 3: Successful liquidity management under Basel III and MaRisk 5.0 – Selection of the “correct” funding curve

> Does the liquidity structure of the company fit?

> Short-term and structural management of liquidity

> Stricter requirements for liquidity risk bearing capacity

> Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) Liquidity Measures

> Measures to improve the NSFR and LCR

> Simulation of the optimal balance sheet structure

> Avoiding competitive disadvantages by selecting the “right” funding curves

> Which products are regulatory expensive in the future?

> Control measures for active and passive balance sheet structures

The participants receive the S & P product with the seminar prize

“Basel III Simulator and CRD IV and CRR”.

Practice cases for the most important key figures are trained. The participants receive concrete suggestions for the optimization of the balance sheet structure and for improvements in the ongoing liquidity management.