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.

Dette kursus udbydes også som online kursus. Læs mere.

Kursusindhold

– 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

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 (13)

08 okt 2021

Liquidity Risk Measurement and Management

Very interesting course. Good practical examples related to the Bank Industry. Overall knowledge of the topic, also when asking more detailed or off-topic questions. No issues in understanding the instructor. Clear voice, language and writing.

Paul Schade

Danske Bank

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

SBAB Bank

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

Kommuninvest

05 jun 2019

Liquidity Risk Measurement and Management

Excellent teaching methods!

Henrik Larsen

Nordea Bank

12 nov 2018

Liquidity Risk Measurement and Management

Good combination of theory and practice

Olga Plesakova, Bank Norwegian

Bank Norwegian

31 maj 2018

Liquidity Risk Measurement and Management

Very good mix of theory and practice. Super instructor.

Louise Millesten

Volvo Car Corporation

31 maj 2018

Liquidity Risk Measurement and Management

5/5

Joakim Sternhufvud

SKF International AB

31 maj 2018

Liquidity Risk Measurement and Management

The course was very rewarding. Good combination of practical and theoretical examples.

Axel Olsson

Ficope Risk Management AB

31 maj 2018

Liquidity Risk Measurement and Management

Jørgen is always inspiring and has a lot of experience to share. Gives good explanation of the examples brought up under the seminar.

Peter Grundin

Vattenfall AB

01 apr 2017

Liquidity Risk Measurement and Management

The material was good and Jørgen explained it well and took the time to answer questions. For me the level of the course was good. It will help in the daily work.

Martin Östlund

Nordax Bank

01 apr 2017

Liquidity Risk Measurement and Management

Very useful course and a very competent course leader.

Josefine Ljung

Sveriges Riksbank

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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