About This Event
“Ninety focused minutes on the supervisory topic landing on your desk this quarter.”
Short virtual seminars for technical supervisory staff, each tackling one specific topic in depth. The series includes dedicated sessions on liquidity risk, covering LCR, NSFR and funding concentration, and on climate risk, with practical examples of how supervisors are assessing each in banks today.
Who Should Attend
Open to all qualifying staff, particularly: Banking Supervisors, On-site Examiners, Off-site Analysts, Liquidity Risk Specialists, Climate Risk Specialists.
Why This Course Matters
Focused and Time-Efficient
Each seminar runs 60 to 90 minutes on a single topic. Technical staff can join without leaving an inspection or delaying a report, and still come away with something usable.
Liquidity Risk in Practice
Liquidity problems can sink a solvent bank in days. A focused session on LCR, NSFR and funding concentration sharpens how you read a bank's liquidity returns and contingency plans.
Climate Risk, Step by Step
Climate sessions take one supervisory question at a time, from exposure data to governance. Short, practical steps make it easier to fold climate risk into routine supervision.