Liquidity Risk Measurement and Management

Kursusbeskrivelse

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.

Kursusindhold

– BIS recommendations on Liquidity Risk Management
– Gap analysis
– Liquidity Coverage Ratio
– Funding analysis
– Stresstesting
– Liquidity Risk and the Sub Prime Crises
– Market Liquidity Risk

Hvem henvender kurset sig til?

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

Forudsætninger

A basic knowledge of risk management is required.

Anmeldelser af dette kursus (15)

25 aug 2021

Certified Risk Manager

Väldigt givande. Givit mig en djupare inblick i risk och bakgrunden till många sett att mäta risk. Instruktören är ödmjuk och pedagogisk. Bra jobbet!

Andreas Mattsson

Trustly

22 okt 2019

Certified Risk Manager

Veldig god balanse mellom teori og praksis. Instruktøren benytter relevante eksempler fra virkeligheten. Instruktøren har meget god og bred kompetanse. Presentasjonen av det faglige innholdet er meget pedagogisk. Instruktøren inviterer også til interessante faglige diskusjoner underveis. Det faglige innholdet er svært relevant i forhold til mitt arbeid innenfor risikostyring.

Thomas Bråtner

Fearnley Securities

03 okt 2019

Certified Risk Manager

A good mix between practice and theory. The instructor was easy to understand. Good that he illustrated with different examples.

Stefan Dahl

ISEC

03 okt 2019

Certified Risk Manager

Theory and practice combined providing af good understanding. The instructor has excellent knowledge and is pedagogical.

Mathilda Keino

Volvo Group Treasury

04 jun 2019

Certified Risk Manager

Highly relevant for my line of work.

Niklas Norrby

iSEC Services AB

14 maj 2019

Certified Risk Manager

Good introduction and easy to follow. The information is easy to relate to my daily work. Good variation with both PPT and whiteboard. It's good to write by yourself, sticks better. The instructor talks in a comfortable way and not too fast. Makes the class ask questions and "tests" us to be better.

Evelina Kalmnäs Lindqvist

Förste AP-Fonden

29 apr 2019

Certified Risk Manager

Highly competent instructor, took time for all questions and to explain. There was both theory and practice, and the instructor showed the calculations "live" - very useful.

Shabana Mugdal

Garantiinstituttet for Eksportkreditt

15 apr 2019

Certified Risk Manager

Really excellent course going to the core of the most fundamental parts. Very much "hands-on" was appreciated. Extremely well balance between theory and practice. Tempo is a little bit high at times but pauses to reflect was appreciated. The instructor really knows the subject and can explain things in many different ways. Really good.

Henrik Larsen

Nordea Bank

13 nov 2018

Certified Risk Manager

Very good with the excel where we can practice and take it with us home. Very nice course facilities.

Søren Eienfeldt Jensen

Spar Nord Bank

30 okt 2018

Certified Risk Manager

I like theory with examples and practice, it was a very good combination.

Olga Plesakova

Bank Norwegian

19 apr 2018

Certified Risk Manager

Good course with a good mix of theory and practice. Great instructor and very good course facilities.

Louise Millesten

Volvo Car Corporation

22 mar 2018

Certified Risk Manager

The course fulfilled my expectations and beyond. The instructor had good examples and involved the participants. Very good course facilities.

Filip Gagneus

Husqvarna

22 mar 2018

Certified Risk Manager

Very competent instructor and communicating in a pedagogical manner.

Axel Olsson

Ficope Risk Management

22 mar 2018

Certified Risk Manager

The most useful course I have attended. Some parts will be very useful in my daily work. Very good teaching methods, clear and good pace. Easy to follow. The instructor was highly professional and competent.

Joakim Sternhufvud

SKF International

22 mar 2018

Certified Risk Manager

Excellent course, very easy to follow. Plenty of exemples. Excellent course facilities and good food.

Frederik Blichert Hauge

Banking Circle

Datoer

25 maj 2023 - 25 maj 2023

Vi planlægger løbende nye datoer.

Kontakt os for mere information.

Instruktør på dette kursus

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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