In order to ensure an effective ILAAP process, banks must adopt a proactive and planned approach to liquidity management taking into account the institution’s specific risk appetite and business model.

This workshop presents good practice ILAAP principles and draws out the main pointers and processes necessary to ensure efficient ILAAP results, as well as an optimised balance sheet and bank liabilities strategy.

Learning outcomes

At the end of this session delegates should be able to:

  • Operate an efficient and optimised ILAAP process that incorporate, and benefits, the entire bank
  • Obtain presentable results sooner and with greater effectiveness
  • Transfer knowledge bank-wide on What makes a good ILAAP?
  • Implement an integrated liabilities strategy that will optimise the liability structure in response to NSFR and LCR
  • Demonstrate the banks clear understanding and differentiation between LCR, OLAR, Pillar two Liquidity and Risk Appetite (as stated in Risk Appetite Statement)

The prudential risk series is also available as an in-house programme, which means you can tailor it to exactly what you and your colleagues require. Pricing for in-house will depend on what is required. Enquire about this option by contacting our training team.

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Moorad Choudhry

Moorad Choudhry

Professor Moorad Choudhry is an Independent Non-Executive Director on the Board of Recognise Bank. He has over 35 years experience in banking in the C...

Professor Moorad Choudhry is an Independent Non-Executive Director on the Board of Recognise Bank. He has over 35 years experience in banking in the City of London and was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland. He has served as Chair of the ALCO at four different banking institutions, and is author of The Principles of Banking (John Wiley & Sons Ltd 2012, 2023).

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  • ALCO members
  • Board Non-executive directors
  • Head of Treasury
  • Head of Balance Sheet Management
  • Head of Money Markets
  • Head of ALM
  • Head of Liquidity Risk
  • CRO and staff
  • CFO and staff
  • Head of Regulatory Reporting
  • Head of Internal Audit
  • Management consultants in Basel III space