Liquidity Risk

Mon, 10 Sep - Tue, 11 Sep 2012

City, London, England

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General information

The course provides a detailed introduction to the measurement and management of liquidity risk. In the first part, liquidity risk is introduced and its impact on the pricing and funding of individual securities is explained. The fundamentals of a liquidity risk management framework are then presented in the context of contemporary regulatory requirements and firm-wide liquidity management techniques are considered. Finally the course discusses the effects of liquidity squeezes and the availability of risk capital on the broad market. Market oriented examples are given throughout to give participants insight into practical liquidity risk management techniques in the current environment.

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