Liquidity Risk Measurement and Management – Online Course

Course description

The course will give you a detailed knowledge of how to measure and 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.

This course is also available as a classroom-based course.

How is the online course conducted?

The course is delivered as e-learning through our digital learning platform. The course combines narrated presentations, videos with whiteboard explanations, Excel exercises, quizzes and reading materials, allowing you to learn at your own pace – whenever and wherever it suits you.

You should allow approximately two working days to complete the course. The course includes two months’ access.

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

See course programme

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.

Reviews of Liquidity Risk - Measurement and Management (1)

30 Apr 2026

Liquidity Risk - Management and Measurement

Very good. In daily work you jump into detail, this course is very helpful for understanding concepts. Very good at explaining the overall concepts.

Jonas Fredricson

Handelsbanken

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 also works as an external lecturer at CBS (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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