Advanced Liquidity Management: Stress Testing, Contingency Planning & FTP
Build a liquidity stress-testing framework that models the hard behavioural elements, links to a survival horizon, and prices liquidity properly through FTP.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
A liquidity stress test is only as good as its hardest assumptions — non-maturity liabilities, prepayment risk, liquidity and credit facilities, and derivatives collateral posting under stress. This programme builds a complete liquidity stress-testing framework with particular weight on exactly those behavioural elements, on and off balance sheet. Measurement is then tied to the liquidity buffer to produce a survival horizon, which links in turn to the contingency funding plan. Finally, liquidity funds transfer pricing techniques across the full range of banking activities instil the correct price of liquidity risk throughout the bank. The cohort also assesses changing regulation and supervisory guidance, and how to spot institutions with weak liquidity and contingency planning.
What you will do
Who attends
- Treasurers, treasury staff and liquidity risk managers
- Liquidity risk analysts and modellers
- ALCO and risk committee members
- Risk managers and bank regulators
Programme agenda
Built for the decisions no textbook prepares you for
I.Stressed behavioural modelling
- Non-maturity liabilities under stress
- Prepayment risk and liquidity/credit facilities
- Derivatives collateral posting requirements
II.From measurement to survival horizon
- Forecasting and stress-testing liquidity sources and uses
- Linking stress results to the liquidity buffer
- The survival horizon as a management metric
III.Contingency funding
- Early warning through key risk indicators
- Designing a contingency funding plan that activates
- Managing liquidity through a crisis
IV.FTP and supervision
- Liquidity funds transfer pricing across banking activities
- Instilling the correct price of liquidity risk
- Changing regulation and supervisory guidance
Frequently asked
What makes this an advanced liquidity management course?
It concentrates on the hardest assumptions in a liquidity stress test — non-maturity liabilities, prepayment risk, liquidity and credit facilities, and derivatives collateral posting under stress — on and off balance sheet. Measurement is then tied to the liquidity buffer to produce a survival horizon, which links directly to the contingency funding plan.
How does the programme treat funds transfer pricing (FTP)?
Liquidity funds transfer pricing techniques are applied across the full range of banking activities so the correct price of liquidity risk is instilled throughout the bank — every business pays for the liquidity risk it creates. The cohort also assesses changing regulation and supervisory guidance on bank liquidity management.
Who is the course for, and how is it delivered?
Treasurers and treasury staff, liquidity risk managers, analysts and modellers, ALCO and risk committee members, risk managers and bank regulators. BIZENIUS delivers it in English and French, with in-house editions tailored on request; sessions run on a rolling calendar with dates confirmed on request, and fees are provided on enquiry.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- ALCO practice and treasury policy
- Funds transfer pricing design and restructuring
- IRRBB measurement: EVE and NII sensitivity
- Liquidity risk: LCR, NSFR and contingency funding
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Modelling labs and balance-sheet simulations
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 20+ engines, Basel I to 3.1, on your own servers.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.