Measuring and Managing Liquidity Risk
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Learn the best practice methods for measuring and managing
liquidity risk in today’s turbulent market environment.
The course provides a detailed introduction to the measurement and management of liquidity risk. In the first part, liquidity risk is introduced and its impact on the pricing and funding of individual securities is explained. The fundamentals of a liquidity risk management framework are then presented in the context of contemporary regulatory requirements and firm-wide liquidity management techniques are considered. Finally the course discusses the effects of liquidity squeezes and the availability of risk capital on the broad market. Market oriented examples are given throughout to give participants insight into practical liquidity risk management techniques in the current environment.
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Further Details
Attend this comprehensive two-day course and get to grips with:
- The effects of liquidity risk on securities pricing and funding
- The challenges of building a successful framework for liquidity risk management
- The regulatory requirements for liquidity
- Effective liquidity stress testing and contingency planning
- The techniques for modelling liquidity risk within a
treasury framework
- The impact of liquidity in the debacle of LTCM
- The role of liquidity risk in the downfall of a major Wall Street firm
Course dates:
05-06 March 2012
10-11 September 2012
This Training Course is taught in classrooms in the following locations:
London EC
Information provided is for information purposes only and no guarantees are made with regards to accuracy. It is advised that all details are checked prior to making a booking. Contents © 1999 - 2012. All rights reserved.
