Liquidity Risk Measurement and Management – Online Course

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.

This course is also offered as a physical course. Read more.

How is the online course conducted?

We place great emphasis on interaction. Therefore, the training will be a combination of recorded training, exercises and guidance. The course includes:

  • A recorded class room training without participants, where you will get exercises and solutions as part of the training.
  • Possibility to ask questions and get answers within 24 hours.
  • Two months access to the course. You decide when and at what pace you want to follow the recorded training.
  • A training that is suitable for viewing on both computer and mobile.

You must set aside approx. 1 working day for the course.

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


A basic knowledge of risk management is required.

Reviews of Liquidity Risk Measurement and Management (5)

06 Dec 2019

Liquidity Risk Measurement and Management

Good connection to actual business. The idea with mini workshop for calculating LCR etc. was especially appriciated. The instructor was clear, concise and competent.

Mats Bergström

Nordea Hypotek AB

06 Dec 2019

Liquidity Risk Measurement and Management

It was a great overview of Liquidity Risk Management.

Ksenia Chechet


06 Dec 2019

Liquidity Risk Measurement and Management

It's good to learn theory complemented with practical examples.

Sara Häggkvist

Sparbanken Rekarne

05 Jun 2019

Liquidity Risk Measurement and Management

Very good teaching methods. It was nice to have an excel-sheet.

Karolin Eriksson


05 Jun 2019

Liquidity Risk Measurement and Management

Excellent teaching methods!

Henrik Larsen

Nordea Bank

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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