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 (4)

30 apr 2026

Liquidity Risk Measurement and Management

Very well balanced with time for questions, discussions and exercises. As the other classes Jørgen shows passion and deep knowledge in the subject.

Jesper Valencia Landén

Nasdaq

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

16 nov 2023

Liquidity Risk Measurement and Management

4/5

Valdemar Fiodorovič

Eesti Energia

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

Datoer

5 maj 2027 - 5 maj 2027

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 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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