Postgraduate Certificate in Liquidity Risk Modelling
-- ViewingNowThe 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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โข Liquidity Risk Measurement: Introduction to liquidity risk, key metrics, and regulatory requirements.
โข Funds Transfer Pricing (FTP): Understanding FTP, its importance, and implementation in liquidity risk management.
โข Cash Flow Management: Cash flow modeling, stress testing, and managing short-term liquidity.
โข Liquidity Risk Stress Testing: Advanced stress testing techniques, reverse stress testing, and scenario analysis.
โข Balance Sheet Management: Asset and liability management, interest rate risk, and liquidity risk interactions.
โข Liquid Asset Buffer: Composition, sizing, and optimization of the liquid asset buffer.
โข Collateral Management: Margin requirements, collateral optimization, and counterparty credit risk.
โข Liquidity Risk Modelling Techniques: Basic and advanced statistical models and machine learning approaches.
โข Regulatory Frameworks: Basel III, CRD IV, and other regulatory requirements related to liquidity risk.
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