Likviditetsrisiko – måling og styring

Course description

Kurset giver dig en detaljeret viden om, hvilke værktøjer der findes til at måle og styre likviditetsrisiko. Du lærer også, hvordan man kan stressteste likviditeten og skabe en beredskabsplan (Contingency Funding Plan), der kan bruges i tilfælde af stress. Vi gennemgår de lovgivningsmæssige likviditetsnøgletal Liquidity Coverage Ratio og Net Stable Funding Ratio.

This course is also offered as an online course. Read more.

Course content

– BIS-anbefalinger
– Gap analyse
– Additional Liquidity Monitoring Metrics (ALMM)
– Net Stable Funding Ratio
– Liquidity Coverage Ratio
– Funding analyse
– Stresstesting
– Hvad lærte vi af finanskrisen
– Markedslikviditetsrisiko

The course is relevant to

– Risk Managers
– Risk Controllers
– Treasurers
– Analytikere
– Fund Managers
– Account Managers
– IT-medarbejdere
– Finansielle myndigheder
– Intern revision
– Compliance
– Middle Office

Prerequisites

En grundlæggende viden om risikostyring er en fordel.

Reviews of this course (1)

04 Dec 2020

Likviditetsrisiko - måling og styring

Super godt. Man kommer et step tilbage og lærer den grundlæggende teori bag - hvorfor vi gør, som vi gør. Rigtig god blanding af præsentation og regneøvelser. Instruktøren har gode pædagoiske evner. Er opmærksom på kursister, og hvornår materialet er forstået. Super gode faciliteter i denne coronatid. Der bliver taget god hensyn.

Ditte Marling

Sparekassen Kronjylland

Dates

8 Nov 2024 - 8 Nov 2024

We are currently planning future dates.

Please contact us for more information.

Instructor on this course

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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