- 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).
- 45 minutes
- 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.