Liquidity Regulation: Concepts, Methods and Applications

Training course by the Florence School of Banking and Finance (http://fbf.eui.eu/)

Course Instructors: Bart Joosen (VU University), Stefano Cappiello (Single Resolution Board), Jean-Jacques Van Helten (Visiting Fellow, RSCAS; formerly Bank of Montreal)
Area: Bank Regulation, Supervision and Resolution
Level: Intermediate/Advanced

This course will focus on the following topics:
- Liquidity Coverage Ratio and Net Stable Funding Ratio’s in the European Capital Requirements Regulation framework
- Definition of High Quality Liquid Assets, the changing definition of safe assets and the forthcoming Simple Transparent and Standardised Securitisations
- Stress testing, survival period and measurement of resilience against liquidity shocks
- Internal Liquidity Adequacy Assessment (ILAAP), Risks not included in LCR
- Relationship with recovery and resolution frameworks, importance of liquidity constraints for the definition of “failing or likely to fail”