FIXED INCOME MONEY MARKET AND DERIVATIVES ASSOCIATION OF INDIA

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Theodore Osborne
5 years ago
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FIMCIR/2014-15/28 October 20, 2014 To All FIMMDA Members/ Non Members Madam / Sir, FOCUS Training - Liquidity Risk Management FIMMDA in co-ordination with Deloitte Touche Tohmatsu India Pvt. Ltd.

We are happy to inform you that two such programmes conducted in June & August were very well received by the participants.

1 FIMCIR/ /28 October 20, 2014 To All FIMMDA Members/ Non Members Madam / Sir, FOCUS Training - Liquidity Risk Management FIMMDA in co-ordination with Deloitte Touche Tohmatsu India Pvt. Ltd. is conducting a twoday training programme on Liquidity Risk Management on 20 th -21 st November, We are happy to inform you that two such programmes conducted in June & August were very well received by the participants. Due to demand from the market participants, we are reconducting the training programme. The programme aims at the understanding of Liquidity Crisis and its Management. It also deals with the RBI circular dated 09 th June, 2014 on Basel III Framework on Liquidity Standards Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards. It will cover the following aspects: Liquidity Crisis: The Problem The collapse of some banks during the financial crisis of 2008 proves that profitability and capital are no defense against liquidity risk. They were profitable and well capitalized from a regulatory standpoint. And yet, as a result of their failure to deal with their liquidity risk issues, they faced serious problems. Liquidity Risk Management: The Focus The need to manage liquidity efficiently is, perhaps, the single most common theme that has emerged as a result of the financial crisis. In most cases, liquidity risk was monitored and managed with the sole objective of ensuring compliance with regulatory gap limits. Meaningful liquidity

2 monitoring was limited to structural liquidity and most financial institutions were content with maintaining oversight on this single report. Today, liquidity risk management has evolved from a silo based approach to a broader discipline - integrating structural liquidity considerations with other risk factors. The aftermath of the financial crisis brought along with it a renewed focus on steps that institutions could take to accomplish two distinct objectives: establish adequate visibility over liquidity requirements and build sufficient buffers to tide over stressed conditions. Maintaining appropriate line of sight on the institution s liquidity requirements over a variety of horizons and scenarios forms the foundation for a robust liquidity risk management framework. The horizon over which liquidity requirements must be assessed has shrunk dramatically over the last five years from 1 2 days to intra-day today. It is also imperative that in addition to contractual cash flows (structural liquidity), institutions explicitly incorporate liquidity requirements arising from new business as well as those arising from increase / decrease in collateral requirements, past due facilities, drawdown of credit lines sanctioned to customers etc. This module has been developed by Deloitte Touche Tohmatsu India Pvt. Ltd. in consultation with FIMMDA. Target Participants: This programme is designed for the Mid & Senior Level Management only, handling the front office or mid-office/risk management desks in Banks, Financial Institutions, Primary Dealers and Insurance Companies. Faculty: Senior Experienced Speakers from M/s Deloitte. We can accept up to a maximum of 20 candidates on first come first serve basis. We request you to take advantage of the programme to address the liquidity risk and enroll early. Yours faithfully, D.V.S.S.V Prasad Chief Executive Officer Enclose: Registration Form Please send your registration forms hardcopy by mail/fax, along with the training fees.

3 Course Outline The training would cover a range of topics covering liquidity risk management. The table below provides a brief view of the topics to be covered during the course of two days; Day 1: Emerging challenges in liquidity risk management (Intraday liquidity and Basel III) Sr. No Activity 1 Introduction to liquidity risk management 2 Intraday liquidity management framework 3 Governance framework for intraday liquidity 4 Intraday liquidity management strategy 5 Intraday liquidity risk management process 6 Intraday liquidity management metrics 7 Liquidity management requirements under Basel III 8 Liquidity coverage ratio 9 Net Stable Funding Ratio 10 Balance sheet ratios Day 2: Strengthening the liquidity risk reporting function Sr. No Activity 1 Structural liquidity management 2 Dynamic liquidity management 3 Behavioral analytics 4 Introduction to stress testing 5 Governance framework for stress testing 6 Liquidity risk stress testing framework 7 Contingency funding plan

4 LIQUIDITY RISK MANAGEMENT (20 th 21 st November, 2014) Registration Form Details of Participant Name : Designation : Organization : Department : Office Address : Mobile No. : ID : Signature : Date: Details of Training Programme Course Fee Members: Rs.20,000/ % Service Tax (Rs ) Non-Members: Rs.23,000/ % Service Tax (Rs ) In View of the circular no.01/2014 dated issued by Central Board of Direct Taxes, please do not deduct TDS on Service tax Component which is mentioned separately on our invoice. Period 20 th November 21 st November 2014 (Thursday & Friday) Timing am to 5.00 pm including lunch break and evening snacks Venue Details of Payment UTR No.: Offline Cheque /Demand Draft in Favor of FIMMDA Indiabulls Training Centre, Tower I, 5 th Floor, Indiabulls Finance Centre, Senapati Bapat Marg, Elphinstone Road (West), Mumbai Date: Online Account No Name of Bank & Address IFSC CODE Payment to be made along with registration form. State Bank of India International Post Box No , 16, Maharshi Karve Road,. SBIN

5 Training coordinator: Deepika Rathod; Id: Route Map for the Training Centre

FIXED INCOME MONEY MARKET AND DERIVATIVES ASSOCIATION OF INDIA

FIXED INCOME MONEY MARKET AND DERIVATIVES ASSOCIATION OF INDIA FIMCIR/2014-15/05 May 6, 2014 To All FIMMDA Members/ Non Members Madam / Sir, FOCUS Training - Liquidity Risk Management FIMMDA in co-ordination with Deloitte Touche Tohmatsu India Pvt. Ltd. is conducting