Large Bank Examination Workshop February 2026

Liquidity Risk Management Agenda

Fundamentals of Liquidity Risk and Liquidity Risk Management Traditional Measures of Liquidity Asset and Liability Funding Strategies Collateral Management/Inventory Valuation

Session 1

Session 2

Session 3

Session 4

Session 5

Stress Testing

5

Fundamentals of Liquidity Risk and Liquidity Risk Management (LRM) By the end of the course, the participants will be able to:  Define liquidity, funding and liquidity risk  Identify best practices in LRM including:  Board approved risk appetite statement, risk limits and associated reporting  Independent risk oversight  Cash flow modeling

 Identification and reporting red flags  Asset/inventory valuation practices  Stress testing liquidity program  Contingency funding plans  Use of customer assets

6

© Global Financial Markets Institute Inc.

3