- Develop a general understanding of liquidity risk measurement and management principles.
- Differentiate between market and funding liquidity, and review Basel’s liquidity requirements for banks.
- Review Basel’s Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) for measuring liquidity risk.
- Measure LCR, NSFR, and related components for a hypothetical bank balance sheet (Excel).
- Examine the relationship between liquidity risk and bank performance.
- Review the manifestations of a financial crisis on liquidity risk.
- Simulate the effects of bank strategy, market risk, credit risk, and Asset-Liability Management (ALM) on liquidity and performance (Excel).
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- Earn verifiable Continuing Education and Professional Development credits with Optimal MRM’s e-Learning program.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.