Postgraduate Certificate in Liquidity Risk Modelling
-- viewing nowThe Postgraduate Certificate in Liquidity Risk Modelling is a comprehensive course that provides learners with essential skills to manage and mitigate liquidity risk in today's fast-paced financial markets. This course covers advanced topics, including regulatory requirements, liquidity risk measurement and management techniques, stress testing, and scenario analysis.
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Course Details
• Liquidity Risk Measurement: Introduction to liquidity risk, key metrics, and regulatory requirements.
• Funds Transfer Pricing (FTP): Understanding FTP, its importance, and implementation in liquidity risk management.
• Cash Flow Management: Cash flow modeling, stress testing, and managing short-term liquidity.
• Liquidity Risk Stress Testing: Advanced stress testing techniques, reverse stress testing, and scenario analysis.
• Balance Sheet Management: Asset and liability management, interest rate risk, and liquidity risk interactions.
• Liquid Asset Buffer: Composition, sizing, and optimization of the liquid asset buffer.
• Collateral Management: Margin requirements, collateral optimization, and counterparty credit risk.
• Liquidity Risk Modelling Techniques: Basic and advanced statistical models and machine learning approaches.
• Regulatory Frameworks: Basel III, CRD IV, and other regulatory requirements related to liquidity risk.
Career Path
Entry Requirements
- Basic understanding of the subject matter
- Proficiency in English language
- Computer and internet access
- Basic computer skills
- Dedication to complete the course
No prior formal qualifications required. Course designed for accessibility.
Course Status
This course provides practical knowledge and skills for professional development. It is:
- Not accredited by a recognized body
- Not regulated by an authorized institution
- Complementary to formal qualifications
You'll receive a certificate of completion upon successfully finishing the course.
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