IFF Training is part of the Knowledge & Networking Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Informa

Liquidity Risk Training Course

Best practice methods for today's turbulent market environment

18 - 19 September 2017

Radisson Blu Edwardian Grafton, London

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

Download the Liquidity Risk course brochure

Dates: 18-19 September 2017, 12-13 March & 6-7 September 2018
Venue: Central London
Course Leader: Dr Andrew Street, International Risk Management Expert
Course Fee: £2199.00 + VAT @ 20%  = £2638.80

View the Liquidity Risk course agenda

Our experienced trainer uses exercises to bring the theory to life

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

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).

IFF's Liquidity Risk course explores the role of liquidity risk in financial crises and how measures taken by Governments are mitigating its effect, such as impaired asset purchases, credit guarantees and emergency liquidity facilities.

Hear trainer Andrew Street introduce the course in this exclusive video.

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

You may also be interested in...