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CURSODIPLOMADO

Liquidity Risk & FTP

When deposits can vanish with a push notification, liquidity is king—and a cruel one. This program moves you from classic ALM to surgical control of intraday liquidity, LCR/NSFR, and multi-currency FTP that actually prices basis, tenor, and capital

Objetivo

  • Build a Liquidity Risk Framework with LCR/NSFR, ILAA/ILAAP style governance, limits, and intraday controls.
  • Design next-gen FTP (currency/tenor curves, liquidity contingency charge, capital charge) tied to RAROC/EVA.
  • Estimate deposit betas & behavioral runoff (corporate vs retail) for digital-run scenarios.