Liquidity Risk Management

ABOUT THE PROGRAMME
Bank Negara Malaysia issued its Liquidity Risk Policy Document (PD) in October 2024, setting out clear requirements and guidance for managing liquidity risk effectively, given that financial institutions (FIs) are inherently vulnerable to liquidity risk due to their primary role in transforming short-term deposits into long-term loans or financing. The policy emphasises the need for comprehensive liquidity exposure assessments and the implementation of appropriate strategies, buffers, and governance structures to mitigate potential vulnerabilities. As liquidity risk continues to attract increasing regulatory and institutional scrutiny, FIs must adopt robust oversight, proactive planning, and data-driven risk assessments.

This webinar is designed to help participants understand and apply the PD’s core principles, strengthening organisational resilience and ensuring alignment with regulatory expectations and best practices. The programme will explore the practical implementation of liquidity risk frameworks, including stress testing techniques and contingency funding plans (CFPs). A focused case study will delve into the impact of liquidity risk on investment banking products, such as share margin financing and advisory services, demonstrating how liquidity costs and risks are integrated into product pricing and performance metrics. In addition, the session will cover key regulatory expectations on CFPs, the importance of regular testing and updates, effective collateral management practices, and the disclosure of both qualitative and quantitative liquidity information.

LEARNING OUTCOMES

1. Review Bank Negara Malaysia’s Liquidity Risk Policy Document and its relevance to investment banks;
2. Discuss the roles and responsibilities of the board and senior management in liquidity risk management structures;
3. Apply liquidity stress testing approaches and ratios across various instruments and time horizons;
4. Analyse the impact of liquidity risk requirements on investment banking products and services; and
5. Discuss regulatory expectations and best practices in liquidity risk management.

WHO SHOULD ATTEND
Risk Management Practitioners, Compliance Officers, Investment Bankers, Financial Advisers, Corporate Bankers, Credit and Research Officers and individuals interested in liquidity risk.
 
SPEAKERS

Ahmad Siddiq
Partner, Financial Accounting Advisory Services
Ernst & Young Consulting Sdn Bhd
Ahmad Siddiq is a Partner in Financial Accounting Advisory Services in Ernst & Young Consulting Sdn Bhd with over 16 years of experience providing assurance and advisory services, particularly in the financial services industry, as well as performing financial reporting functions. He is EY’s key liaison with BNM on the recent Liquidity Coverage Ratio (LCR) review on financial institutions, as required by the Central Bank. Siddiq holds a Bachelor of Commerce (Accounting, Finance and Management) degree from the Australian National University, and is a member of CAANZ and MIA.

Thor Boon Lee
Partner, Risk Consulting
Ernst & Young Consulting Sdn Bhd
Thor Boon Lee is a Partner at Ernst & Young Consulting Sdn Bhd, bringing more than 15 years of leadership experience in enterprise risk management across major financial institutions. He currently provides risk management consulting solutions, helping organizations navigate complex financial, operational, and ESG risks. Prior to joining EY, he served as the Country Chief Risk Officer at OCBC Bank (M) Berhad from 2017 to 2025, where he led the enterprise-wide risk management framework including credit, market, operational, and ESG/climate risk. His oversight included both conventional and Islamic banking operations, with responsibilities ranging from credit approvals to business continuity planning and cyber risk mitigation. Earlier in his career, Boon Lee was the Chief Risk Officer at Bank of Tokyo-Mitsubishi UFJ (Malaysia) Berhad, where he also pioneered integrated risk frameworks for credit, investment, and operational risk. At CIMB Investment Bank/Asset Management, he held the position of Assistant General Manager and Head of Risk Management, focusing on credit, market, and investment risks within the group, providing leadership and setting directions. Boon Lee’s comprehensive experience in risk governance, regulatory compliance, and sustainability positions him as a strategic advisor in today’s evolving risk landscape.

Howyan Chin
Senior Manager, Financial Accounting Advisory Services
Ernst & Young Consulting Sdn Bhd
Howyan is a Senior Manager in Financial Accounting Advisory Services at Ernst & Young Consulting Sdn Bhd with over 10 years of experience providing assurance and advisory services for financial institutions across Europe. He specializes in controls and regulatory driven review and recommendation engagements within the Banking and Capital Markets sectors. He led the comprehensive regulatory audit for a global investment bank, including thoroughly assessing compliance with Basel III requirements on credit risk weighted assets and delivering detailed Pillar I and II compliance reports to key stakeholders. Howyan holds a Bachelor of Arts (Accounting and Finance) and is a prize winner holder with the Institute of Chartered Accountants in England and Wales.

FEE
MIBA Member : RM1,200.00 per participant
Non-MIBA Member : RM1,400.00 per participant
*10% discount applies for group registration of 5 or more from the same organisation

The closing date for the registration is on Thursday, 24 July 2025.

TERMS AND CONDITIONS

Payment
Full payment to the following bank account is required with registration, at least one (1) week prior to the date of the programme :
Pay to: MALAYSIAN INVESTMENT BANKING ASSOCIATION
Account No: 39500115355
Bank Details: Hong Leong Bank Berhad
Please e-mail payment advice to ipay@miba.com.my and state the Invoice No.

Cancellation / Substitution
Cancellations or refunds within one (1) week from the date of the programme will NOT be entertained. Non-attendance does not constitute cancellation and no refund will be given. Substitute(s) will be accepted provided forty-eight (48) hours prior written notice is received.

Data Protection
Personal data is gathered in accordance with the Personal Data Protection Act 2010 (Act 709). 

Disclaimer
MIBA reserves the right to change the date, speaker, course contents and programme or cancel the programme in the event of circumstances beyond our control.

For more queries, kindly email education@miba.com.my or contact us at +603-27113991.