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Liquidity Risk Training Course

Online

29 - 30 March 2021

Virtual Classroom

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

speaker presentation

We have been delivering online training for many years and know how to ensure the interaction is the same as if you were in a classroom.

The trainer will share his screen to allow you to follow the training session, which will be very practical. Our trainer will include polls, group work, exercises, discussions and breaks.

The course will be 50% pre-recorded, on-demand material that can be accessed at the delegates preferred time. 50% will be delivered ‘live’ with the trainer – timings of this will be flexible in order to best meet the requirements of the demographics of the delegates.

You will be able to ask questions, give feedback and participate in the practical sessions. Class sizes will be capped to ensure every delegate will be guaranteed quality time with the trainer.

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Dates: 29-30 March 2021 & 27-28 September 2021
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.

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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