Course Schedule and Contents

Week 1: Tuesday 7th & Thursday 9th July

Chapter 1: Introduction to Banking

1. Business of Banking
2. Bank Capital and Basel Framework
3. Bank Balance Sheet and Asset-Liability Management

Chapter 2: Bank Liquidity Management

1. Bank Liquidity Definition
2. Elements of Liquidity Risk Management
3. Liquidity Adequacy
4. Principles of Bank Liquidity Risk Management
5. Bank Liquidity Policy Statement
6. Introduction to Liquidity Risk Metrics
   1. Liquidity Coverage Ratio (LCR)
   2. Net Stable Funding Ratio (NSFR)
   3. Survival Horizon / Days
   4. Additional liquidity and funding risk metrics
7. Liquidity Risk Reporting
8. A New Era of Liquidity Risk Management
9. Liquidity and Funding Disclosures
   1. Bank View
   2. Investor View
   3. Leading Practices

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Week 2: Tuesday 14th & Thursday 16th July

Starts with Q&A session from week 1

Chapter 3: Bank Failures of the Past

• What is Bank Failure?
• Recovery & Resolution
• The Myth of Too Big to Fail
• Banking Regulatory Themes in 2026

Chapter 4: Case Study

• Silicon Valley Bank (2023)
• Step-by-step breakdown of what went wrong
• Learnings from the failure

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Week 3: Tuesday 21st & Thursday 23rd July

Starts with Q&A session from week 2

Chapter 5: Regulatory Environment of Liquidity Risk Management

• Supervisory Perspectives on Liquidity Risk Management
• Rating Liquidity Risk Management with US Banking Regulators’ Rating System
• Foundations Established in BCBS “Sound Practices for Managing Liquidity in Banking Organisations”
• Strategy Setting and the Oversight Role of Directors and Senior Management

Chapter 6: Liquidity Stress Testing Framework

• Definition & Key Considerations
• Key Roles & Responsibilities
• Board Risk Appetite Setting: Liquidity & Funding Metrics
• Limit Management
• Stress Scenarios
• Key Levers for Liquidity Stress Testing
  • High Quality Liquidity Assets
  • Net Cash Outflows
  • Cash Inflows
  • Application Issues for the LCR
  • Currency Convertibility
  • Portability Risk
  • Retail Funding Risk
  • Wholesale Funding Risk
  • Concentration Risk
  • Off Balance Sheet Funding Risk
  • Risk Arising from the Firm’s Funding Tenors
  • Credit Downgrade Risk
  • Franchise Risk
  • Marketable Assets Risk
  • Non-Marketable Assets Risk
  • Bank Level Liquidity Stress Tests
  • Lesson of the Covid 19 Drawdown
• Early Warning Indicators
  • Mechanism to Signal Upcoming Liquidity Crisis

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Week 4: Tuesday 28th & Thursday 30th July

Starts with Q&A session from week 3

Chapter 7: Linkage between Liquidity Risk & Interest Rate Risk in the Banking Books (IRRBB)

• Defining IRRBB
• Why does IRRB Matter?
• Key IRRBB Metrics – NII & EVE
• IRRBB Rate Shock Scenarios
• Levers for Liquidity Stress Testing
• Industry Practices
• Implications on Liquidity Risk
• Balancing Act: Duration Spectrum
• Structural Hedging Use of Derivatives to Manage IRRBB
• Linkages with Capital: Pillar 2A

Chapter 8: Digital Assets & Liabilities

• Stablecoin Market Landscape
• Key Trends & Market Dynamics
• What are Stablecoins?
• Stablecoin Attributes
• Types of Stablecoins
• Key Use Cases & Opportunities
• Regulatory & Policy Landscape
• Constrains to Broader Market Adoption
• Stablecoin Use & Treasury Bond Demand
• Impact of Stablecoin on Banks
• What Treasurers Need to do?
• Stablecoin Treasury Strategies for Banks

Concludes with Q&A session for week 4

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Multiple-Choice Test & Certificate:

The BTRM Advanced Treasury Masterclass Series ends with a Multiple-Choice Test. This test is available until Tuesday 4th August.