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The Senior Finance Risk Manager's Liquidity & Capital Stress Workbook

$199.00
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What is the The Senior Finance Risk Manager's Liquidity course about?

Run the LCR, NSFR, IRR, and capital-stress views a US retail-brokerage finance risk lead defends at ALCO and Internal Audit. The LCR pre-read is fine. The deposit-attrition assumption behind it is the line that gets queried, and the IRR shock ladder, the capital stress, and the CFP triggers all use slightly different betas. The finance-risk seat has to make them reconcile before.

Why this course?

Senior Finance Risk Managers at US retail brokerages carry a workbook that has to satisfy four audiences with different appetites. Treasury wants the LCR ratio and the NSFR roll-forward. ALCO wants the IRR shock ladder against the earnings-at-risk and economic-value-of-equity limits. Internal Audit wants the deposit-beta and decay assumption pack, source-traced, with the documented review trail. The regulator pre-read wants a one-page.

What do you take away from the The Senior Finance Risk Manager's Liquidity course?

Produce an LCR outflow stack with sweep-deposit, uninsured-balance, and brokered-deposit cuts that survives a Treasury queries session. Reconcile the IRR shock ladder, the capital stress, and the CFP triggers to a single deposit-beta and decay assumption pack. Defend the NSFR weighting calls Internal Audit pushes back on, with the source-traced documentation Audit looks for. Stand up the one-page ALCO summary the CFO.

What you get with this course?

Twelve written modules with downloadable workbook tabs and worked examples. The deposit-beta and decay assumption pack template (the document that makes LCR, NSFR, IRR, and CFP reconcile). The audit-ready evidence schedule and assumption-change log templates. The one-page ALCO summary and the regulator pre-read page-one template. The hand-built per-buyer implementation playbook for your deposit mix, ALCO cadence, and audit cycle. Thirty-day money-back guarantee.

What you will have in hand by Day 1, Week 1, Month 1?

Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it. Modules 1-4 are the workbook foundations. Most learners complete in week one. Modules 5-8 cover the assumption pack and the audit pre-read. Two to three weeks for a working learner. Modules 9-12 are the ALCO pack, the regulator pre-read, and the operating.

What does the The Senior Finance Risk Manager's Liquidity cover on before and after?

Three reconciliations across LCR, IRR, and CFP, three deposit-beta assumptions, one workbook seat explaining the differences in the audit memo and the ALCO commentary every month. One assumption pack feeding all three views, one source-traced evidence schedule, one one-page summary that survives Treasury, ALCO, Internal Audit, and the regulator pre-read.

What happens if you do not address this?

The workbook seat that cannot reconcile LCR, IRR, capital stress, and CFP at the assumption layer ends up the seat that explains the variances in the audit memo every cycle. Audit findings on assumption documentation roll forward. ALCO commentary thickens. The promotion conversation gets framed as 'good at the math, not yet ready to own the pack'. The seat above goes to.

Who it is for?

You are a Senior Finance Risk Manager inside the corporate-treasury or finance-risk function of a US retail brokerage or bank-affiliated broker-dealer. You own or co-own the monthly liquidity, capital, and interest-rate-risk reporting pack that goes to ALCO and into the regulator pre-read. You are not the Treasurer and not the head of ALM. You are the seat that has to make the.

Closely related courses: Funding Liquidity Management and Stress Management Kit, Liquidity Risk Management Playbook, Liquidity Risk Management Efficiency Playbook, The Broker-Dealer Risk Analyst Evidence Workbook.

More answers: what you get with every course, refund policy, all help answers.

A focused course, tailored for you

The Senior Finance Risk Manager's Liquidity & Capital Stress Workbook

Run the LCR, NSFR, IRR, and capital-stress views a US retail-brokerage finance risk lead defends at ALCO and Internal Audit.

The LCR pre-read is fine. The deposit-attrition assumption behind it is the line that gets queried, and the IRR shock ladder, the capital stress, and the CFP triggers all use slightly different betas. The finance-risk seat has to make them reconcile before the deck goes upstairs.

$199 one-time
Tailored to your situation. Access within 24 hours. 30-day money-back.

Includes a hand-built implementation playbook delivered alongside course access, generated for your specific situation.

Why this course

Senior Finance Risk Managers at US retail brokerages carry a workbook that has to satisfy four audiences with different appetites. Treasury wants the LCR ratio and the NSFR roll-forward. ALCO wants the IRR shock ladder against the earnings-at-risk and economic-value-of-equity limits. Internal Audit wants the deposit-beta and decay assumption pack, source-traced, with the documented review trail. The regulator pre-read wants a one-page summary that does not contradict any of the above. The friction is not the math. The friction is that the sweep-deposit and uninsured-balance buckets get re-cut after every Fed move, the deposit-beta pack is owned by Treasury, the IRR ladder lives in the ALM tool, the CFP triggers live in a separate liquidity-risk policy doc, and the workbook owner is the person expected to reconcile all of it inside the monthly cycle. When the four numbers do not tie at the boundaries, the finance risk seat is the one who explains it.

What you walk away with

  • Produce an LCR outflow stack with sweep-deposit, uninsured-balance, and brokered-deposit cuts that survives a Treasury queries session.
  • Reconcile the IRR shock ladder, the capital stress, and the CFP triggers to a single deposit-beta and decay assumption pack.
  • Defend the NSFR weighting calls Internal Audit pushes back on, with the source-traced documentation Audit looks for.
  • Stand up the one-page ALCO summary the CFO can hand into the regulator pre-read without follow-up.
  • Cut the monthly cycle time spent reconciling Treasury, ALM, and CFP numbers at the workbook layer.

The 12 modules

Module 1. The Finance-Risk Workbook Seat at a US Retail Brokerage
What the finance-risk seat actually owns inside a broker-dealer or bank-affiliated retail brokerage versus what Treasury, ALM, and Internal Audit own. Maps the four audiences for the monthly pack, the artefacts each one reads, and where the boundaries between LCR, NSFR, IRR, and CFP land on your desk. Includes the role description for the seat written the way audit reads it.
Module 2. LCR Outflow Stack with Sweep-Deposit and Uninsured Cuts
Builds the LCR numerator and denominator the way Treasury actually wants to see it. Walks the outflow stack line by line with sweep-deposit categorisation, uninsured-balance cuts, brokered-deposit treatment, and the operational-deposit carve-out. Includes the worked sweep-mapping that Treasury queries most, and the template for the monthly outflow re-cut after a rate move.
Module 3. NSFR Weighting Calls Internal Audit Pushes On
The NSFR ASF and RSF weighting decisions that get queried in audit. Walks the encumbered-asset treatment, the operational-deposit ASF cut, the retail-deposit stickiness assumption, and the unsecured-funding tenor split. Each weighting comes with the documentation pack audit looks for: source data, owner, last-review date, sign-off path. Includes the workbook tab that traces every weighting to a policy paragraph.
Module 4. The IRR Shock Ladder Reconciled to ALCO
Builds the parallel and non-parallel shock ladder against the earnings-at-risk and economic-value-of-equity limits. Walks the +100/+200/+300 parallel shocks, the steepener and flattener cases, and the immediate-shock vs ramp distinction. Reconciles to the ALCO limit pack so the same ladder reads the same in the ALM tool, the workbook, and the pre-read summary.
Module 5. The Deposit-Beta and Decay Assumption Pack
The single document that makes LCR, NSFR, IRR, and CFP reconcile. Pulls Treasury's deposit-beta assumptions, ALM's decay curves, and the CFP's runoff buckets into one assumption pack with a single review owner and a single change-control trail. Includes the back-test of last-quarter assumptions against actual deposit behaviour and the Internal Audit memo template.
Module 6. Capital Stress: The CCAR-Style Internal Pack
Builds the capital stress view for the workbook seat: severely adverse, adverse, and baseline scenarios with PPNR, credit loss, AOCI, and RWA trajectories. Walks the AFS portfolio stress, the deposit-funding cost stress, and the fee-revenue compression case. Includes the reconciliation between capital stress drivers and the IRR shock ladder so the two views do not contradict each other at the assumption layer.
Module 7. Contingency Funding Plan Triggers and Liquidity Risk Appetite
The CFP trigger pack that has to read the same betas as LCR and IRR. Walks the early-warning indicators, the amber and red trigger thresholds, the playbook actions at each level, and the source-data feeds. Includes the workbook view that produces the monthly CFP trigger status for the liquidity risk committee and the reconciliation memo when a trigger moves.
Module 8. Internal Audit Pre-Read Pack and Source Tracing
How to assemble the pre-read pack Internal Audit asks for before the workbook review. Each number traces to a source system, a query, a transformation, and a sign-off. Includes the audit-ready evidence schedule, the assumption-change log template, and the management-response template for the issues audit typically raises on the workbook.
Module 9. The Monthly ALCO Pack the CFO Actually Uses
Builds the ALCO deck around what the CFO and Treasurer actually read. Page one is the limit utilisation heat map. Pages two to four are the LCR, NSFR, and IRR positions with the variance commentary. Page five is the assumption-change log. Includes the worked example of the one-page summary that survives a Treasury and ALCO read, and the slide template for the regulator pre-read excerpt.
Module 10. Regulator Pre-Read: The One-Page Summary
The single page the CFO hands into the regulator pre-read. Walks what to include and what to leave to the workbook, the language that does not invite a follow-up question, and the assumption disclosures that pre-empt the most common queries on deposit betas and the LCR outflow stack. Includes the page-one template and the back-up appendix index.
Module 11. Operating the Workbook Through the Monthly Cycle
The monthly operating cadence: data-cut day, assumption-review day, reconciliation day, ALCO pre-read day. Each day has an owner, a checklist, and a sign-off gate. Walks the cycle-time levers that cut the reconciliation-day burn, the queries-log template the workbook seat keeps for ALCO, and the handover pack for the next monthly cycle.
Module 12. Building the Workbook Seat Into a Promotion Path
How the workbook seat reads to Treasury, finance-risk leadership, and the CFO office. The artefacts that make the seat visible: the assumption pack, the audit-ready evidence schedule, the one-page summary, the monthly variance commentary. Includes the way to frame the seat in mid-year and year-end reviews and the pivot to a head of finance risk or ALM role.

How this addresses your situation

Specific modules that map to what you said you are dealing with.

Sweep-deposit re-cut after a Fed move and Treasury queries the LCR outflow stack.
Internal Audit asks why the IRR shock ladder, the capital stress, and the CFP triggers use different deposit betas.
ALCO pre-read deadline lands and the one-page summary still has assumption notes from three different owners.
Regulator pre-read excerpt has to leave the workbook and stand on its own without a follow-up question.

What you get with this course

  • Twelve written modules with downloadable workbook tabs and worked examples.
  • The deposit-beta and decay assumption pack template (the document that makes LCR, NSFR, IRR, and CFP reconcile).
  • The audit-ready evidence schedule and assumption-change log templates.
  • The one-page ALCO summary and the regulator pre-read page-one template.
  • The hand-built per-buyer implementation playbook for your deposit mix, ALCO cadence, and audit cycle.
  • Thirty-day money-back guarantee.

What you will have in hand by Day 1, Week 1, Month 1

Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.

Modules 1-4 are the workbook foundations. Most learners complete in week one.

Modules 5-8 cover the assumption pack and the audit pre-read. Two to three weeks for a working learner.

Modules 9-12 are the ALCO pack, the regulator pre-read, and the operating cadence. Complete by week six.

Before and after

Before

Three reconciliations across LCR, IRR, and CFP, three deposit-beta assumptions, one workbook seat explaining the differences in the audit memo and the ALCO commentary every month.

After

One assumption pack feeding all three views, one source-traced evidence schedule, one one-page summary that survives Treasury, ALCO, Internal Audit, and the regulator pre-read.

What happens if you do not address this

The workbook seat that cannot reconcile LCR, IRR, capital stress, and CFP at the assumption layer ends up the seat that explains the variances in the audit memo every cycle. Audit findings on assumption documentation roll forward. ALCO commentary thickens. The promotion conversation gets framed as 'good at the math, not yet ready to own the pack'. The seat above goes to someone Treasury or ALM brought across.

Who it is for

You are a Senior Finance Risk Manager inside the corporate-treasury or finance-risk function of a US retail brokerage or bank-affiliated broker-dealer. You own or co-own the monthly liquidity, capital, and interest-rate-risk reporting pack that goes to ALCO and into the regulator pre-read. You are not the Treasurer and not the head of ALM. You are the seat that has to make the three views reconcile, defend the assumptions to Internal Audit, and produce the one-page summary the CFO takes upstairs.

Who this is NOT for. Front-office trading or wealth-advisor roles. Operational-risk managers focused on conduct or third-party risk. Treasury professionals who own the LCR/NSFR submission directly rather than the finance-risk reconciliation of it. Anyone looking for a CFA-style theory refresher rather than a workbook-level operating course.

How it arrives

Text-based course in the Art of Service learning environment, plus downloadable workbook tabs and worked examples for every module, plus the hand-built implementation playbook delivered alongside course access.

Time investment. Roughly 18 to 24 hours total across six weeks. The workbook tabs and templates compress the actual build time once the assumption pack is in place.

Why $199 is the right number

Treasury and ALM training from the trade bodies covers the LCR and NSFR mechanics at the regulation level. CFA refreshers cover the theory. Neither produces the assumption pack that reconciles LCR, IRR, capital stress, and CFP at the workbook layer, which is what the finance-risk seat is actually graded on. This course is the workbook-level operating course.

FAQ

Is this a regulatory-mechanics refresher?
No. The mechanics are background. The course is the operating workbook the finance-risk seat carries, the assumption pack that makes the views reconcile, and the artefacts ALCO and Internal Audit actually read.
I am at a broker-dealer, not a bank holding company. Does it apply?
Yes. The course is built around US retail-brokerage finance-risk seats including bank-affiliated broker-dealers. The LCR, NSFR, IRR, and CFP shapes carry; the regulator audience and the ALCO cadence are the variables the implementation playbook is hand-built around.
What is the implementation playbook?
A per-buyer document hand-built after purchase. Reflects your deposit mix, your ALCO cadence, your audit cycle, and the specific reconciliation boundaries your workbook sits at. Delivered alongside course access.
Refund policy?
Thirty-day money-back. If the workbook layer and the assumption pack do not match what your seat is graded on, full refund.

30-day money-back guarantee. If after a week of working through the materials this is not what you needed, reply to the receipt email and a full refund is processed. No questions, no forms.

Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.

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