Benefit from the brand new programme on Liquidity Risk Funds Transfer Pricing led by:
Robert Fiedler, Founder, LIQUIDITY RISK CORPORATION
Explore methods for:
- Enhancing the objectives and methods based on current best practice
- Defining direct costs that stem from the replication process
- Identifying costs arising from the deviation between forecasted and realised payments
Examine how to:
- Differentiate between funding vehicles and venues, plus how they can be combined
- Clarify liquidity risk specifics, why and how it can be priced and mitigated in practice
- Distinguish between expected and unexpected risks and price them accordingly
Gain the skills to:
- Identify credit and market risks and their pricing
- Determine the cost of capital when using the Counter Balancing Capacity (Liquidity Buffer) as a substitute
- Integrate Basel III liquidity ratios and distribute the costs internally
View full course programme here http://www.infoline.org.uk/fkm62462GRCW
Quote VIP Code: FKM62462GRCW for your 10% discount
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