Master best practice methods for measuring and managing liquidity risk
A two-day practical training course
Liquidity Risk training course
Learn how to
- Recognise the effects of liquidity risk on securities pricing and funding
- Understand the relationship to Funds Transfer Pricing (FTP)
- Dissect the impact on derivative pricing and hedging
- Navigate the challenges of building a successful framework for liquidity risk management
- Understand the regulatory requirements for liquidity
- Use the techniques for modelling liquidity risk within a treasury framework
Case studies and practical sessions
- Computer-based exercises modelling the impact of liquidity risk on securities/derivatives prices
- Designing liquidity stress tests
- Liquidity risk in the failure of Amaranth
- Liquidity risk and Lehman Brothers – how LR brought down a major Wall Street firm
Key information
Venue: Virtual Classroom
Course Leader: Dr Andrew Street, International Risk Specialist
Course Fee: £1999.00 + VAT @ 20% = £2398.80
Why choose IFF
TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991
INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues
KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best
SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer
VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment
ACCREDITATION – we are accredited by the British Accreditation Council (BAC)
Is this the course for you?
Watch expert trainer Andrew Street to find out more
RISKMINDS EVENT SERIES
In-person and virtual events for the risk management industry.
CPD Certified
Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.
