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

Ilze Petersone FCCA, CIA, CAMS

Categories:
Capital Requirements

About this course

This liquidity training program adopts a hands-on approach, combining key theoretical concepts with practical exercises focused on 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)

Liquidity Requirements under Basel Capital Framework and CRR III course overview and programme

Download course overview

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.

Course Curriculum

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

Designed for:

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:

★

(3 ratings)

★★★★★

Very structured.

Dainius

★★★★★

Great structure of the course! Excellent Instructor!

Svetlana

★★★★★

Very structured and detailed course! Thank you!

Anna

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5.0

Total 2 Ratings

2 Ratings

0 Ratings

Svetlana Krivova

1 month ago

Great structure of the course! Excellent Instructor!

Dainius Vaitkevicius

1 month ago

Very structured.

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Course features

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Certification

Receive a proof of learning with verified course certificate

FAQs

Do I receive a certificate after completing the course?

Yes! Upon successful completion of the course and any required assessments, you will receive a certificate of completion. This certificate can be downloaded and shared on your professional profiles or with potential employers.

How are the courses delivered?

Courses are delivered entirely online through a mix of video lectures, interactive activities, downloadable resources, and optional live sessions, making learning engaging and flexible.

Is there a deadline for completing the course?

Most of our courses have no fixed deadlines, allowing you to complete them at your own pace. However, some live or cohort-based programs may have set schedules, which will be clearly mentioned

Will I have access to course materials after the course ends?

Yes! Once you enroll, you’ll have access to the course materials up to 5 years, including video lectures, resources, and downloadable content, so you can revisit them anytime.

How do I access the course materials?

All course materials, including video lectures, PDFs, and assignments, will be available on our online learning platform. You can log in anytime from your computer, tablet, or smartphone.

What devices can I use to access the course?

Our courses are accessible on all modern devices, including laptops, tablets, and smartphones. All you need is an internet connection, and you can learn anytime, anywhere.

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