Integrating Basel III Standards to Enhance Liquidity Resilience

This five-day Basel III–aligned training provides a comprehensive understanding of how to identify, measure, and manage liquidity risk across the organization. Participants will explore key components such as cash flow forecasting, liquidity coverage ratios, stress testing, and contingency funding planning. Through practical exercises and case discussions, the program builds the skills needed to establish robust governance, early-warning systems, and a strong liquidity culture—ensuring institutions remain healthy, compliant, and capable of withstanding periods of financial stress or crisis.

The course also examines how credit, operational, and market risks interact with liquidity risk, highlighting how each can trigger or amplify liquidity challenges, and provides strategies for managing these interdependencies to maintain overall organizational stability and resilience.

What are the Goals?

By the end of this training course, participants will be able to: 

• Explain the key differences among Financial Risks: Market, Credit, Liquidity and Operational

• Identify the root and cause analysis of Liquidity risk

• Comprehend the standards of Basel III relative to liquidity Risk

• Recognize the necessary steps toward Risk Management

• Set clear steps towards Liquidity Risk Management implementation

• Adopt the Basel III requirements, including reporting policies

The Course Content

Day One: Introduction to Risk Management

• Defining Business versus Financial Risk

• Types of Financial Risk: Market, Credit, Liquidity, and Operational Risk

• Identifying Risk

• Measuring Risk

• Mitigating Risk

• Implementation and control

Day Two: Analysis of Liquidity Risk

• Sources of Liquidity Risk

• Financial Statements versus Cash Position Measuring

• Liquidity Risk through Financial Analysis

• Cash Flow Forecasting Capital Structure

Day Three: Liquidity Risk Management

• Forecasting Cash Flow

• Monitoring and Optimizing Net Working Capital

  • Days Sales Outstanding (DSO)

  • Days Payable Outstanding (DPO)

  • Days Inventory Outstanding (DIO)

• Cash Conversion Cycle (CCC)

• Managing Existing Credit Facilities

Day Four: Basel III Framework

• Understand the shortcomings of Basel II

• Define Basel III Framework and origins

• Discuss new components of capital in Basel III

• Evaluate potential effect of Basel III on banks and financial Institutions

• Define economic capital: understand the potential impact

• Risk Weighted Assessment: optimization strategies

Day Five: Liquidity Risk Management Through Basel III

• The Liquidity Coverage Ratio (LCR)

• The longer-term, structural

• Net Principles for Sound Liquidity Risk

• Management and Supervision

• Supervisory monitoring

• IT challenges of Basel III & Case studies

Certificate and Accreditation

Nexus Advisory Certificate of Completion for delegates who attend and complete the training course