Risk Management - Liquidity Risk for Funds

Since the financial crisis of 2008, which has often been described as a "liquidity crisis", liquidity risk has become a major area of focus in risk management. Many of the recent regulatory changes target liquidity risk and how financial service providers can protect themselves against it. The purpose of this two-day course is to provide participants with a good understanding of liquidity risk in the fund industry and how to manage it.

• Understand funding and asset liquidity risk in the fund industry.
• Evaluate the different techniques for managing liquidity risk in the fund industry.
• Apply the most common methods for measuring liquidity risk.
• Evaluate the regulatory environment for managing liquidity risk in investment funds.

• Introduction
• Liquidity risk for funds
  • Asset liquidity risk
  • Funding liquidity risk
• Techniques for managing asset liquidity risk
• Techniques for managing funding liquidity risk
• Stress testing
• Measuring Liquidity Risk for Funds
• Future Trends