Implementing Basel III Ratios 2017

The first day of the course will cover an introduction into the liquidity framework before delving into LCR implementation, optimizing high quality liquid assets and the reporting requirements, specifically focusing on FRB 2052 reporting. On Day two, the focus of the course will switch to NSFR guidelines and their practical application before going on to discuss the leverage ratio. The final session will then examine the interplay between the LCR, NSFR and the leverage ratio. The course will be held under Chatham House Rule to provide an open, discussion based learning environment.