Liquidity Risk

In addition to your class tuition and study materials, you will receive the following:


Case Study

• Case studies provided

Other Extras

• Certificate of attendance

Level: Introductory


Synopsis:
This course is aimed at exposing the delegates to the latest best practice in managing liquidity risk in the current financial environment.


At the end of the course participants will be able to: Understand the importance of liquidity risk . Understand the impact of liquidity on other types of risk . Understand the basics of liquidity modelling and stress testing .


Prerequisites:
A preliminary understanding of financial markets and key products is necessary.


Suitable For:
Risk managers and analysts, front-office staff, compliance officers.


Introduction

• What is liquidity risk?
• Impact of liquidity risk on security prices
• Impact of liquidity risk on other types of risk (eg. funding risk)

Measuring liquidity risk

• Fundamentals of risk modelling
• Liquidity stress testing
• Regulatory requirements for liquidity risk
• Case study