Since the Financial Crisis of 2008, which is often described as a liquidity crisis, liquidity risk has become a major area of focus in risk management. Many of the changes in Basel III target liquidity risk and how banks can protect themselves against it. The purpose of this two-day course is to provide participants with a good understanding of liquidity risk and how to manage it.
- Understand the various forms of liquidity risk and their sources
- Analyse funding and asset liquidity risk
- Judge the impact of governance and organisational structure on liquidity risk
- Apply the most common methods for measuring liquidity risk
- Develop a contingency funding plan
- Evaluate the regulatory environment for liquidity risk in banks and investment funds
- Understand the changes in Basel III regarding liquidity risk
This training course has been designed for anyone who already has good knowledge of risk management fundamentals and who wishes to acquire a practical understanding of liquidity risk.
This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 13 days of training in Risk Management and pass the exam for each course.
More details here: Professional Risk Management Certification
- Asset Liquidity Risk
- Funding Liquidity Risk
- Liquidity Risk Management for Banks
- Case Study – Northern Rock
- Liquidity Risk Management for Investment Funds
- Case Study – Long Term Capital Management
- Case Study – Bear Stearns
- Case Study – Lehman Brothers
The knowledge acquired from this course can be validated by means of a written examination. The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.
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Risk Management - Market Risk
Risk Management - Credit and Counterparty Risk
Risk Management - Operational Risk
Risk Management (Banks) - Asset and Liability Management
Risk Management for Fund Directors and Conducting Officers
Risk Management (Banks) - Regulation for Banks
Risk Management (Funds) - UCITS Funds
Risk Management (Funds) - Alternative Funds