Liquidity Risk Measurement and Management – Course in Stockholm

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.
Kursus i Liquidity Risk - kursus i likviditetsrisiko

Course description

– 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

Course Prerequisites

A basic knowledge of risk management is required.


Jørgen Just Andresen


Date 6 Dec 2019 - 6 Dec 2019
Course days 1
Location Stockholm
Language English
Level Intermediate
Price 8.000 SEK. The price includes course material, lunch and refreshments.