Liquidity Risk Management (including Basel III Liquidity Standards) Masterclass
A practical liquidity risk framework with hands-on LCR and NSFR calculation, IRRBB interaction, and case studies of both liquidity stress and best practice.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Adopting the Basel III liquidity standards on paper is easy; making them work in a practical banking environment is where institutions struggle. This masterclass takes a practical route through implementing a liquidity risk management framework and the Basel III liquidity standards, with spreadsheet-based exercises in calculating the LCR and NSFR and their interaction with interest rate risk in the banking book (IRRBB). Case studies of both liquidity stress and best-practice management — drawn from mature and emerging markets, current conditions and earlier crises — anchor the discussion of liquidity analysis, governance, forecasting, stress testing and contingency planning, along with derivative clearing and margining rules.
What you will do
Who attends
- Asset/liability and balance-sheet management teams
- Bank and country risk functions
- Capital management and capital modelling teams
- Compliance officers
Programme agenda
Built for the decisions no textbook prepares you for
I.Framework and standards
- Implementing a liquidity risk management framework
- Basel III liquidity standards in a practical banking environment
- Derivative clearing and margining rules
II.Calculating the ratios
- Spreadsheet-based LCR and NSFR exercises
- NSFR: regulatory definitions, challenges and expected impact
- Interaction with IRRBB requirements
III.Analysis and forecasting
- Contractual versus behavioural cash-flow modelling
- Limits of the current and quick ratios
- Alternative liquidity sources when market access deteriorates
IV.Governance and stress
- Liquidity governance, forecasting and stress testing
- Contingency planning and crisis case studies
- Internal and external audit of the liquidity framework
Frequently asked
Is this liquidity risk course hands-on?
Yes. Participants calculate the LCR and NSFR through spreadsheet-based exercises and work through their interaction with interest rate risk in the banking book (IRRBB). Case studies of both liquidity stress and best-practice management — from mature and emerging markets, current conditions and earlier crises — anchor the discussion.
Who should attend this masterclass?
Asset/liability and balance-sheet management teams, bank and country risk functions, capital management and capital modelling teams, and compliance officers. It also equips internal and external auditors to audit the bank’s liquidity and its Basel III liquidity framework.
In which languages and formats is the course delivered?
BIZENIUS delivers the masterclass in English and French, and an in-house edition can be tailored to your balance sheet and market context. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations 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 →
Share this programme
Know the right person for this seat?Nominate a colleague →
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
Related programmes
Liquidity Risk Management: Operationalising the LCR and NSFR Masterclass
The LCR and NSFR as working instruments of liquidity risk management — implementation, reporting and the cultural shift Basel III demands of the balance sheet.
View programmeLiquidity Risk and Bank Performance During Crises Masterclass
Why banks with weak liquidity underperform in crises — and the Basel III-aligned framework, stress testing and audit discipline that prevent it.
View programmeAdvanced 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.
View programmeBanking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.