Liquidity Requirements under Basel Framework and CRR (LCR & NSFR)

Liquidity Requirements under Basel Framework and CRR (LCR & NSFR)

Picture of Ilze Petersone FCCA, CIA, CAMS

Ilze Petersone FCCA, CIA, CAMS

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About this course

Learn regulatory liquidity requirements, including the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) under the Basel capital framework and Capital Requirements Regulation (CRR), and how to apply them effectively in liquidity risk management and reporting.

Liquidity Requirements under Basel Capital Framework and CRR III course programme

Download course overview

  • The objectives of this seminar are to:

  • Explain the concepts, purpose, and regulatory significance of liquidity prudential requirements under the Basel Capital Framework and CRR.
  • Describe the step-by-step methodology used to calculate the Liquidity Coverage Ratio (LCR).
  • Identify and understand the components of High-Quality Liquid Assets (HQLA) used in LCR calculations.
  • Analyze how total net cash outflows are determined under regulatory stress scenarios for LCR.
  • Demonstrate the formula and computation process for the Net Stable Funding Ratio (NSFR).
  • Examine the classification of Available Stable Funding (ASF) and Required Stable Funding (RSF) in NSFR calculations.
  • Interpret regulatory thresholds and understand how calculated ratios reflect a bank’s liquidity position.
  • Provide practical examples illustrating the calculation process for both LCR and NSFR.

  • Skills delivered

  • Understanding how to calculate LCR and NSFR
  • Identifying key components used in both ratios
  • Interpreting liquidity ratios for decision-making
  • Supporting regulatory compliance
  • Improving liquidity risk awareness

Course Curriculum

1. Overview of Liquidity Coverage Ratio (LCR) Requirements

20 min.
  • Liquidity coverage ratio (LCR) minimum requirements
  • Liquidity coverage ratio (LCR) components
  • Defined thresholds for High-Quality Liquid Assets (HQLA) reserve components

Designed for:

Target Audience

  • Treasury and Liquidity Management Teams
  • Risk Management Professionals
  • Finance and Regulatory Reporting Teams
  • Internal Audit Professionals
  • Senior Management and Decision Makers

Course materials

Videos and Seminar Notes

Access comprehensive seminar videos and notes that cover topics delivered during the sessions, helping you review and deepen your understanding at your own pace.

Quiz

Test your knowledge with interactive quizzes designed to reinforce learning and ensure you're on track with the course material.

Certificate of Completion

Receive a certificate of completion to showcase your achievement and enhance your professional credentials upon finishing the course.

Student reviews:

★

4.9
(7 ratings)

★★★★★

I really enjoyed the course - it was clear, well-structured and useful. The topics of LCR and NSFR were explained in a clear way, with practical examples that helped me better understand the importance of these indicators in my daily work. Overall, I rate the course very positively.

Anastasija

★★★★★

Thank you! The course was useful, the information was presented in an understandable way. It is very positively appreciated that the training material is available, which is very voluminous and contains important information. It will definitely be used for work purposes. I would like to attend other courses as well, training on interest rate risk, etc. would be useful.

Aina

★★★★☆

Thanks for the course - it was thorough and detailed. As someone who is not doing the calculations myself though, I would appreciate a bit more by way of a general introduction to the logic of both ratios, just before getting into the details. But - highly useful anyway, thanks!

Maksims

★★★★★

The course was very informative. It covered in depth issues that are relevant to work, as well as gave a broader perspective on regulatory compliance and connections. Thank you very much!

Irina

★★★★★

A lot of valuable information. Presented in simple, easy-to-understand language. Thank you!

Elina

★★★★★

Very valuable training! The course helped to understand in depth the impact of LCR and NSFR ratios and supervisory requirements. Complex regulatory topics were explained in a clear manner and with practical examples. Thank you for the opportunity to learn!

Natalja

★★★★★

Thank you very much for this course! It was very useful. Lots of examples from practice. There are things worth thinking about.

Anastasija

165,00 €
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Rate this course

4.7
Total 13 Ratings
5
9 Ratings
4
4 Ratings
3
0 Ratings
2
0 Ratings
1
0 Ratings
IA
Ivita Asare
2 months ago
Kopumā ļoti noderīgas macibas. Ļoti patīk piedavatais apjomigais materials, atsauces uz EBA un citiem dokumentiem, viedokliem, atbildēm. Neieliku 5 zvaigznes, jo gribejas varbut vairak praktisku darbošanos pašam, it sevišķi man, kas ikdiena pats reportu negatavo. Ļoti noderīgi ir, ka var turpinat iesniegt jautajumus, ja tādi rodas, pārdomajot kursā dzirdēto. Paldies!
VV
Viktors Vasiļevskis
2 months ago
Kopumā seminārs bija lietderīgs, jo uzmanība tika pievērsta arī pāris punktiem, kurus banka interpretē nedaudz savādāk, līdz ar ko ir jēga šos punktus salīdzināt ar bankas interpretāciju.
Sapratu, ka tika prezentēta EBA interpretācija par LCR regulu, ko var uzskatīt par "labo praksi", taču banka savā darbībā vadās pēc CRR & LCR regulu prasībām un LB Likviditātes riska noteikumiem, un EBA vadlīnijas tai nav tieši saistošas.
Varbūt seminārs varēja būt vairāk orientēts uz medium-advanced līmeņa klausītājiem, kuri saskaras ar šo rādītāju aprēķināšanu, modelēšanu un interpretēšanu, un neiekļaut LCR un NSFR "pamata informāciju", lai gan NSFR aprēķina metodika dažiem var būt mazāk zināma, un noskaidrojās, ka dalībnieki izmanto NSFR pilno pieeju...
Seminārā minētā tēze, ka, no teorētiskā viedokļa, var būt ok, ja LCR tiek nodrošināts ~100% līmenī, var nebūt laba pieeja no bankas praktiskā viedokļa, jo pastāv riski saistībā ar LCR rādītāja uzturēšanu tik zemā līmenī, arī reputācijas riski, un noguldījumu tālākas samazināšanās riski, kas var būt saistīti ar tik zemu LCR rādītāja līmeni.
Paldies!
AG
Anastasija Grubeviča
2 months ago
Liels paldies par šo kursu! Bija ļoti noderīgi. Daudz piemēru no prakses. Ir lietas, par kuram iz vērts padomāt.
NT
Nataļja Tripoļitova
2 months ago
Ļoti vērtīgas apmācības! Kurss palīdzēja padziļināti izprast LCR un NSFR rādītāju ietekmi un uzraudzības prasības. Sarežģītas regulatīvās tēmas tika izskaidrotas saprotami un ar praktiskiem piemēriem. Paldies par iespēju mācīties!
KV
Konstantīns Vorobjovs
2 months ago
Ļoti labi un kvalitatīvi
EV
Elīna Vansoviča
2 months ago
Daudz vērtīgas informācijas. Pasniegts vienkāršā, viegli uztveramā valodā. Paldies!
IL
Irina Lapkovska
2 months ago
Kurss bija ļoti informatīvs.
Tika padziļināti jautājumi, kuri ir aktuāli darbā, kā arī devāt plašāku redzējumu par atbilstību regulējumam un kopsakarībām.
Liels paldies!
AZ
Aina Zauša
2 months ago
Paldies! Kurss bija noderīgs, informācija tika pasniegta saprotami. Ļoti pozitīvi tiek novērtēts, ka ir pieejams mācību materiāls, kurš ir ļoti apjomīgs un satur svarīgu informāciju. Noteikti tas tiks izmantots darba vajadzībām. Labprāt apmeklētu arī citus kursus, būtu noderīgas apmācības par procentu likmju risku u.c.
AT
Aleksejs Tālroze
2 months ago
Generally good training, although a focus could be shifted to stylized examples typical for local banks rather than providing an exhaustive LCR/NSFR overview
OR
Olga Rosicka
2 months ago
Tiešām ļoti lietderīgi!
AG
Anna Gabrēna
2 months ago
Daudz vielu pārdomām.
AS
Anastasija Savinova
2 months ago
Kurss man ļoti patika — tas bija skaidrs, labi strukturēts un noderīgs. Tēmas par LCR un NSFR tika izskaidrotas saprotami, ar praktiskiem piemēriem, kas palīdzēja labāk izprast šo rādītāju nozīmi ikdienas darbā. Kopumā vērtēju kursu ļoti pozitīvi.
ML
Maksims Leščinskis
2 months ago
Thanks for the course - it was thorough and detailed. As someone who is not doing the calculations myself though, I would appreciate a bit more by way of a general introduction to the logic of both ratios, just before getting into the details. But - highly useful anyway, thanks!
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  • 7
  • 1
  • 4 hours
  • 4
  • Latvian
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  • 24/03/2026 8:00 am UTC

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