Description
Course Outline:
1.Overview of Basel III and the Liquidity Standards
a.Basel III Implementation in the Philippines
b.LCR and NSFR as Complementary Measures
2.Overview of the NSFR Formula, Components, and Factors
3.Available Stable Funding
a.Characteristics of Funding Stability
b.ASF Factors
4.Required Stable Funding
a.Considerations for Asset Liquidity
b.RSF Factors
5.NSFR Prudential Reporting Requirements
a.Part I – Calculation of the NSFR
b.Part II – Calculation of the ASF
c.Part III – Calculation of the RSF
6.Supervisory Expectations on the Implementation of NSFR
7. Q & A
Schedule:
September 27, 2019 (Friday); 1:00 P.M. to 5:00 P.M.
Venue:
Dusit Thani Manila, Ayala Center, Makati City