Risk Management - Liquidity Risk

Formation
Formation
& Examen
Examen
EN
Cours du jour
1 h 30 mins
BQ090CJ
45,00 EUR

Description


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.

Objective


At the end of this training unit, the participants will have a good understanding of liquidity risk and the techniques used for measuring and managing it in the context of banks and investment funds.

By the end of this two-day course, participants will be able to:
  • 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

Target Audience


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.

Certificate


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

Programme


  • 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

Examination


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.

Lieu

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