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Liquidity Risk Training Course

Physical event or Virtual Classroom

15 - 16 September 2020

Central London, UK

The fundamentals of a liquidity risk management framework are presented in the context of contemporary regulatory requirements and firm-wide liquidity management techniques are considered. The course discusses the effects of liquidity squeezes and the availability of risk capital on the broad market. You will cover:

  • The effects of liquidity risk on securities pricing and funding
  • The relationship to Funds Transfer Pricing (FTP)
  • The impact on derivative pricing and hedging
  • The challenges of building a successful framework for liquidity risk management
  • The regulatory requirements for liquidity including Basel stress tests
  • Effective liquidity stress testing and contingency planning
  • The techniques for modelling liquidity risk within a treasury framework
  • The impact of liquidity in the failure of LTCM hedge fund
  • The role of liquidity risk in the downfall of a major Wall Street firm

Computer-based exercises include: Modelling the impact of liquidity risk on securities/derivatives prices; Designing Liquidity Stress Tests


Case studies include: Liquidity risk in the failure of long-term capital
management; Liquidity risk and Lehman Brothers – how LR brought down a major Wall Street firm

Download the Liquidity Risk course brochure

Choose how you attend - IFF's new flexible booking options mean you can physically attend or opt for a digital experience and connect from anywhere in the world. Find out more.

Whichever way you choose to experience this course, you'll use practical sessions and exercises so that you will be able to apply your new knowledge immediately.

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Dates: 15-16 September 2020
Venue: Central London and online

London course price: £2199 plus VAT = £2638.80
Online course price: £1799 plus VAT if applicable

Dr. Andrew Street was formerly Head of Arbitrage and Head of Equity and Commodity Derivatives at Mitsubishi Finance International, Head of Equity Derivative Trading at Nomura International and Senior Equity Derivatives Trader at Paribas Capital Markets.

Andrew has also been a senior financial regulator including being Head of Traded Risk at the Financial Services Authority (FSA) and
Head of Market Risk at the Securities and Futures Authority (SFA).

riskminds


IFF is proud to be the official learning partner of RiskMinds, the global risk management specialists.

Find out more about RiskMinds International.

What is the Risk?

Understand what it is about risk today that is making life so difficult for risk managers by downloading this article written by Andrew Street.


It is technical and provides actual models for use, instead of only tables and PDFs. It showed actual liquidity scenarios and how to tackle them with econometric / statistical models

Adetunde Odeye Simpson, 

Market Risk Manager, Sterling Bank PLC

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