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2021, Online

Master best practice methods for measuring and managing liquidity risk

A two-day practical training course

TAILOR THIS COURSE FOR YOUR TEAM

We can customise it to meet your specific training requirements and deliver it face-to-face or digitally. Contact Leigh Kendall for more information.

Liquidity Risk training course


Learn how to
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
See agenda
Case studies and practical sessions
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
Find out more about the expert trainer

Key information
Key information

Venue: Virtual Classroom

Course Leader: Dr Andrew Street, International Risk Specialist

Course Fee: £1999.00 + VAT @ 20%  = £2398.80

Why choose IFF
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)

See the full catalogue of courses

Is this the course for you?


Watch expert trainer Andrew Street to find out more

Adetunde Odeye Simpson

Market Risk Manager

Sterling Bank PLC

It is technical and provides actual models for use, instead of only tables and PDFs. It showed actual liquidity scenarios and how to tackle them with econometric / statistical models

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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.