Liquidity Risk Measurement and Management

Course description

The course will give you a detailed knowledge of how to manage liquidity risk and which techniques are employed. You will learn how to stresstest your liquidity and how you can react in a period with lack of liquidity. You will also learn about Liquidity Coverage Ratio and Net Stable Funding Ratio.

Course content

– BIS recommendations on Liquidity Risk Management
– Gap analysis
– Additional Liquidity Monitoring Metrics
– Net Stable Funding Ratio
– Liquidity Coverage Ratio
– Funding analysis
– Stresstesting
– Liquidity Risk and the Sub Prime Crises
– Market Liquidity Risk

The course is relevant to

– Risk Managers
– Risk Controllers
– Treasurers
– Analysts
– Fund Managers
– Account Managers
– IT-employees
– Financial Authorities
– Internal Auditors
– Compliance

Prerequisites

A basic knowledge of risk management is required.

Dates

15 Apr 2021 - 15 Apr 2021

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 is also an external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planing) in 2016.

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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