Basel III Liquidity


Target audience:

Participants involved in Markets and Treasury front and middle office who manage a Financial Institution’s own money, and will have to comply with Basel III intraday liquidity management rules, Liquidity Coverage Ratio and Net Stable Funding Ratio


Starting with institutional liquidity management and its pressure points now, we move on to layer each additional feature on top, and look at the operational and technical challenges of compliance, as well as the market risks.

The pressure points now include the disconnection between systems for payment settlement and securities settlement, informational that is not timely, and shortcomings in interbank messaging.

On top of that come:

  • the regulatory demand to manage positions intraday or in real-time and make reports to the regulators
  • to comply with the quantified Basel III ratio for meeting obligations when they fall due up to 30 days and in stress situations – Liquidity Coverage Ratio
  • to comply with the quantified Basel III ratio for balancing the maturity of funding to the maturity of assets up to 90 days – Net Stable Funding Ratio.

If that was not enough, we have interest rates close to zero or even negative, and then an onshoring of the responsibility for setting benchmark interest rates proposed by the new authority for LIBOR, called ICE: no longer LIBOR, rates will be set in the currency centres, fundamentally changing the way banks deal with foreign currency funds positions.


  • Practical approach
  • Detailed working through of the provisions

Price and Condensed Agenda:

The cost of this course delivered in-house is £2,000 plus expenses, plus VAT if applicable.

Please refer to our Standard Terms and Conditions.

Click here to download the condensed agenda for this course: Download agenda

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